Sovereign Debt Costs to Double by 2025 as Rates Rise, Says Janus

Sovereign debt costs are expected to double over the next three years, putting governments increasingly at the mercy of bond investors, according to Janus Henderson Group Plc.

(Bloomberg) — Sovereign debt costs are expected to double over the next three years, putting governments increasingly at the mercy of bond investors, according to Janus Henderson Group Plc.

Government interest costs are set to hit $2.8 trillion by 2025 as interest rates rise, constraining fiscal spending and diverting money away from economically productive areas, according to Jim Cielinski, global head of fixed income at the asset manager. 

And it means governments will become even more dependent on bond markets, setting the stage for confrontations between investors and policymakers.

The UK government’s decision to reverse aggressive tax cuts last year after a bond-market selloff and the ongoing Congress debate over the US debt ceiling “are all early warning signs that spending will have to be held in check,” he said. “People will try to overspend and then those checks and balances will have to come through markets.”

It’s a far cry from years of ultra-low rates and central bank bond buying programs, which allowed governments the world over to borrow record amounts at little cost. Interest rates have risen globally with those in the US going from close to zero to around 5% in just over the last year. Some central banks are now actively offloading bonds, pilling further pressure on the market.

Government interest costs jumped by around 21% in 2022, in their fastest increase since 1984, according to Janus Henderson’s Sovereign Debt Index report released Thursday. Global government debt rose 7.6% to a record $66.2 trillion, it said.

“People have become numb to the scale and magnitude of these numbers. We went through almost two decades of heavy borrowing loads not making much of an impact to interest rates,” said Cielinski in an interview from Boston. “In many ways, that free lunch is over and the fiscal problem will perhaps be one of the defining problems of the next decade.” 

The low rates and hefty demand for bonds from investors looking to make their excess savings work was a “golden opportunity” for government borrowers, he said. He sees rates settling at a higher equilibrium level than the extremes lows in recent years, where yields in many jurisdictions were sub-zero.

Bondholders Face a Rosier Outlook 

Still, bond investors could just benefit. Yields, according to Janus, “are more attractive today than at any time since 2007,” with inflation receding “faster than people realize.” Investors stand to gain from not just increased income from higher yields but also capital gains if rates fall from current levels, he said. 

Longer-dated bonds should “perform very well in the next year as the economy comes under pressure,” Cielinksi said. “We are positioning our client portfolios accordingly.”

Any respite would come after a historic battering across fixed-income markets.  

Global bond yields have risen dramatically over the last 18 months, creating mark-to-market losses for bondholders and steeper borrowing costs for governments when they sell new debt. The Bloomberg Global Aggregate Index, a gauge of investment-grade debt, slid 16% in 2022, its worst year in data going back to 1991. The index’s yield-to-worst rose from around 1.3% to close to 4% in October. It has since receded to around 3.5%.

–With assistance from Sujata Rao.

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