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imageNEW YORK: US Treasury yields fell on Thursday, with two-year yields declining the most in one day in six and a half years, after the Federal Reserve kept rates unchanged after its two-day policy meeting.

US two-year note yields fell about 13 basis points to a nearly two-week low of 0.68 percent after the Fed kept rates unchanged in a nod to concerns about a weak world economy, but left open the possibility of a modest policy tightening later this year. Fresh economic projections showed 13 of 17 Fed policymakers still foresee raising rates at least once in 2015, down from 15 at the last meeting in June.

Four policymakers now believe rates should not be raised until at least 2016, compared with two who felt that way in June. Market participants were watching the statement closely to see if the Fed would raise rates for the first time since 2006.

The decline in two-year yields, among the short-dated Treasuries considered most vulnerable to Fed rate hikes, was the biggest daily decline since mid-March of 2009.

Five- and three-year yields dropped to more than one-week lows of 1.48 percent and 0.98 percent, respectively.

Benchmark 10-year yields fell the most in one-day in more than 10 weeks, while 30-year yields declined the most in one day in more than five weeks.

Yields move inversely to prices.

"There's relief (in the bond market) that there's less pressure for hikes this year," said Robert Tipp, chief investment strategist at Prudential Fixed Income in Newark, New Jersey.

While long-dated yields were slightly lower before the release of the Fed's rate decision, short- and long-dated yields shot higher earlier this week on fears that the Fed could tighten monetary policy. Fed rate hikes are expected to hurt Treasuries prices.

"It seemed like people were starting to fear that the Fed was going to go ahead and tighten regardless, and it's really a relief rally because the rally is led by the short end," said Chris McReynolds, head of US Treasury trading at Barclays in New York.

US 30-year Treasury bonds were last up 1-16/32 in price to yield 3.01 percent, from a yield of 3.09 percent late Wednesday. Benchmark 10-year Treasury notes were last up 29/32 in price to yield 2.20 percent, from a yield of 2.30 percent late Wednesday.

Two-year notes were last up 6/32 in price at 0.69 percent, from a yield of 0.81 percent late Wednesday.

Copyright Reuters, 2015

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