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US Treasuries climbed on Wednesday as weak retail sales data and a pared-back economic outlook from the Federal Reserve boosted demand for safe-haven debt. Treasuries extended gains in the afternoon after members of the US central bank said in the minutes from their June policy meeting that they should be ready to consider additional steps to boost the economy if a softening outlook takes a noticeable turn for the worse.
Early price gains had already been extended after an auction of $13 billion of reopened 30-year bonds was met with comparatively solid demand. Data early in the day established the market's bullish tone. Sales at US retailers fell for a second month in June, bringing safe-haven assets such as Treasuries into favour.
US benchmark 10-year Treasury notes traded 21/32 higher in price to yield 3.05 percent, breaking below key market resistance at 3.06 percent and down from 3.12 percent late on Tuesday. The government's 30-year bond auction on Wednesday was the last of this week's $69 billion in coupon debt sales. The first two auctions attracted poor demand from investors wary of the low yields offered, although buyers stepped up for Wednesday's auction.
The 30-year bond traded up 1-11/32 in price, yielding 4.03 percent versus Tuesday's 4.11 percent. Investors are watching to see if stocks can build on their recovery from recent lows during this earnings season, which could lead to a reversal of the cash flow to safe-haven assets in recent months. More data like Wednesday's retail sales report would not help a revival in appetite for risky assets, however.
"I think there is just enough uncertainty around that is keeping a bid in bonds," said Kim Rupert, managing director of global fixed-income analysis at Action Economics LLC in San Francisco. Expectations the Fed will hold benchmark interest rates at their current level near zero for the foreseeable future gave a significant boost to the short end of the Treasury curve. Two-year Treasury notes traded 4/32 higher in price to yield 0.61 percent, the lowest in over a week and down from 0.67 percent late on Tuesday. The notes were on track for the biggest daily dip in yield in nearly six weeks.

Copyright Reuters, 2010

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