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US Treasury debt prices rose and yields fell to the lowest in three weeks on Friday after Federal Reserve Chairman Ben Bernanke said that still high unemployment is a "grave concern," increasing expectations that further stimulus may be likely. Bernanke said in a highly anticipated speech at a conference in Jackson Hole, Wyoming, that progress in bringing down US unemployment was too slow and that the central bank would act as needed to strengthen the economic recovery.
Bernanke's take on unemployment bolstered expectations of more Fed stimulus, perhaps as soon as the central bank's next policy meeting September 12-13, which benefited Treasuries. "Bernanke stopped short of signalling a September move but chances remain very high that additional steps will be taken by later this year or next," said Robert DiClemente, chief US economist at Citigroup in New York.
Benchmark 10-year Treasuries on Friday traded 20/32 higher in price to yield 1.56 percent, marking the lowest since August 7 and down from 1.63 percent late Thursday. While yields were down on the day, they posted the biggest monthly rise in August since March. "I think when (Bernanke) talks about grave concern, that says it all. Further accommodation is coming, it's just a question of how it manifests itself," said Scott Graham, head of US government bond trading at BMO Capital Markets in Chicago.
The Fed said at its meeting at the beginning of August that it is likely to act "fairly soon" unless the economy improves considerably. This increased speculation the Fed would launch new easing at its September meeting in a bid to stimulate growth and reduce stubbornly high unemployment.
Despite Friday's market reaction, some analysts warned that it is not a given that Bernanke will launch new bond purchases. "He is negative on the economy, but it's not clear that it has to come through QE. Forward guidance and language is probably the place for him to act first," said Priya Misra, head of US rates strategy at Bank of America in New York.
Some see the Fed as likely to extend its language for keeping interest rates near zero beyond the current time frame of at least through late 2014. Thirty-year bonds traded 1-13/32 higher in price to yield 2.68 percent, down from 2.75 percent late Thursday.

Copyright Reuters, 2012

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