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US Treasuries prices rose on Thursday after data on housing, jobs, prices and manufacturing raised questions about the US economy's strength and made it look more likely that the Federal Reserve would keep monetary policy accommodative. The government said the number of Americans filing new claims for unemployment insurance benefits last week jumped 32,000 to a seasonally adjusted 360,000, the biggest rise since November.
Meanwhile, factory activity in the US mid-Atlantic region contracted in May, the Philadelphia Fed said. New orders fell to the lowest level in almost a year. Half an hour before Dallas Fed President Richard Fisher said the Fed could "rightly declare victory on the housing front" and should aim to eliminate its purchases of Treasuries and mortgage-backed securities "entirely as the year wears on," the Commerce Department reported that US housing starts fell 16.5 percent in April.
The Fed is buying $85 billion in Treasuries and mortgage-backed securities each month in an effort to boost growth and encourage hiring by keeping long-term borrowing costs low. Finally, inflation again fell short of the Fed's 2 percent target. The Consumer Price Index (CPI) fell 0.4 percent in April. A subdued reading on the core CPI, the index without its more volatile food and energy items, left year-over-year core CPI inflation at 1.7 percent, down from 1.9 percent year-over-year in March and down from 2.3 percent in April 2012.
"Treasuries have rallied on the surprisingly weaker data," said Thomas di Galoma, senior vice president and head of fixed-income rates sales at ED&F Man Capital Markets in New York. Stabilization in the Japanese government bond market partly due to a better than expected five-year JGB auction was also supportive for Treasuries, he said.
Di Galoma said the weaker data pointed to slower growth ahead and that US Treasury yields could move back to the lower end of their recent range as more data look weak. The benchmark 10-year US Treasury note's yield rose about 30 basis points in the first two weeks of May, benefiting from a batch of better-than-expected labour market data released in early May.
"I expect 10-year note yields to find their way back towards the 1.70 percent to 1.60 percent area," Di Galoma said. The benchmark 10-year note gained 19/32 in price on Thursday as its yield fell to 1.87 percent from 1.94 percent late on Wednesday.
The 30-year bond traded 1-8/32 higher. Its yield slipped to 3.09 percent from 3.16 percent late on Wednesday. Tanweer Akram, senior economist with ING US Investment Management in Atlanta, Georgia, said the data released on Thursday pointed to the Fed remaining "quite accommodative." With inflation pressures absent, some analysts say the Fed has little cause to worry that its policies will boost consumer prices beyond the central bank's target of 2 percent growth.

Copyright Reuters, 2013

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