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US Treasury debt prices fell on Monday, reversing much of Friday's rally in cautious trading ahead of two days of key inflation data and as crude oil futures pulled back from record highs.
The July consumer price index report is due on Tuesday and July's wholesale prices will follow on Wednesday. Both sets of data will be scanned for signs of how soaring energy prices are affecting the economy.
For Monday at least, crude oil futures broke a five-day string of record highs, helping the stock market to a slender rally and spurring some profit-taking in bonds.
The 10-year Treasury note was down 11/32 for a yield of 4.29 percent, up from 4.25 percent late Friday.
Initial weakness followed the New York Federal Reserve's August Empire State factory survey, which was above Wall Street expectations at 23.04 although down from 23.91 in July.
The first of the monthly manufacturing reports suggested Thursday's Philadelphia Fed survey of the US mid-Atlantic region could also be strong.
Based on the New York result, some analysts raised their forecasts for August's national Institute for Supply Management factory survey, due in early September.
"The spring slowdown in factory activity, due largely to an inventory adjustment cycle, is now history," said Steven Wood, chief economist at Insight Economics.
Losses were trimmed briefly after a decline in the National Association of Home Builders' August housing index, which could be a leading indicator of the long-discussed deflation of the US housing bubble.
The NAHB index slipped to 67 from 70 in July and was at its lowest since April. Reported foot traffic from prospective buyers also dipped.
Still, most of Monday's action was in anticipation of the July consumer price index on Tuesday.
Core consumer inflation for July is forecast to rise 0.2 percent, against 0.1 percent in June and May, possibly pushed up as companies attempt to pass on their rising energy costs.
Some analysts, however, lean toward a mild inflation reading on Tuesday after US automakers slashed base prices for new cars during July.
"Another 0.1 percent reading for the core would certainly extend the bullish move at the long end of the curve," said strategists at BNP Paribas.
The two-year/10-year spread briefly narrowed to 19 basis points from 20 basis points on Friday, the lowest since late 2000, but widened past 21 basis points by the close as longer-maturity bond prices made new session lows.
Many dealers still expect a flattening toward zero as the central bank continues to raise short-term rates while energy-related jitters about economic growth hold down yields at the longer end of the curve.
"We can now take it for granted that the Fed will raise rates to at least 4 percent, barring some sudden weakening in the economy," said Chris Low, chief economist at FTN Financial.
The 30-year bond fell 18/32 to yield 4.48 percent, up from 4.45 percent on Friday. Two-year note yields were at 4.07 percent, up from 4.04 percent. Five-year Treasury notes were down 7/32 at a yield of 4.16 percent, up from 4.12 percent.

Copyright Reuters, 2005

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