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US government debt prices fell on Tuesday as investors favoured stocks over bonds on strong company earnings and after data showing strength in manufacturing and higher-than-expected core producer prices.
The decline in Treasury prices was mitigated by ongoing worries about subprime mortgages and an industry report showing the housing market is still stuck in a slump.
Treasuries came off their lows after midday in a choppy flight-to-safety bid. Several traders said investors were edgy over rumours Bear Stearns Cos. was informing investors about the condition of two troubled hedge funds that suffered losses on subprime mortgage bets. "It is rumoured that Bear Stearns will make a statement at 4 pm on their hedge funds capital depletions, and that is what got the Treasury bond market to rally in the last hour or so," said Richard Gilhooly, senior US bond strategist with BNP Paribas
A Bear Stearns spokesman was not immediately able to comment. The benchmark 10-year Treasury note's price was down 10/32 after erasing a 2/32 midday gain. Its yield, which moves inversely with price, was up to 5.09 percent from 5.04 percent late Monday.
The day's mixed economic data did not changed traders' and analysts' expectations on Fed Chairman Ben Bernanke's two-day testimony before Congress, which begins on Wednesday. Bernanke will likely emphasise the Fed's anti-inflation bias despite evidence of easing price pressure and growth risks from the housing slowdown, they said.
On Tuesday, Kansas City Fed President Thomas Hoenig said the US economy was poised to expand toward its potential growth rate of 3 percent in the remainder of 2007 after an anemic first quarter. Hoenig, who is a voter this year on the Fed's policy-setting group, added that the housing slump remains a risk but that the sector should strengthen later this year.
The National Association of Home Builders said its sentiment index fell to 24 in July, a 16-1/2-year low. The NAHB data followed a pair of government reports that showed an unexpectedly strong 0.5 percent rise in industrial output and a surprisingly large 0.3 percent increase in core producer prices.
"There are those inflation concerns. Industrial output came in very strong," said Richard Schlanger, portfolio manager at Pioneer Investments USA in Boston. Two-year Treasury notes were down 2/32 in price to yield 4.90 percent, up from 4.87 percent late Monday. Five-year debt was down 4/32 for a 4.98 percent yield, higher than 4.95 percent late on Monday while the long bond was off 12/32 for a 5.15 percent yield, above late Monday's 5.13 percent.

Copyright Reuters, 2007

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