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US Treasury debt prices rose on Monday as oil prices and Europe's festering debt crisis undermined confidence in a potential global economic recovery and boosted demand for safe-haven US government debt. Analysts said prices were also supported by month-end buying tied to managers' need to adjust average durations of their portfolios.
"Good follow-through buying on last Friday's gain and disappointment that the G20 didn't do anything to offer more support to Europe or Greece gave Treasuries a small, safe-haven bid and month-end demand added to the mix," said John Canavan, market analysts with Stone & McCarthy Research Associates in New York.
Benchmark 10-year Treasuries traded 15/32 higher in price, their yields easing to 1.93 percent from 1.98 percent late Friday, well within the range of 1.79 percent and 2.17 percent in place since early November. "Europe's unresolved issues concerning the continent's sovereign debt and banking system, the heightened danger of an enervating energy price spike and the vulnerabilities of US household expenditures imply a level of macro risk that is great enough to justify a seemingly meagre 2 percent 10-year Treasury yield," said John Lonski, chief economist at Moody's Capital Markets Research in New York.
Thirty-year bonds traded 1-5/32 higher in price to yield 3.04 percent from 3.10 percent on Friday. Bond yields on Monday touched 3.03 percent, marking the lowest in over three weeks. On the European debt front, leaders of G20 economies told Europe over the weekend it must put up more money to fight its debt crisis, pressuring Germany to drop its opposition to a bigger bailout fund. Nonetheless, the European Central Bank's planned mid-week injection of low-cost three-year loans into the banking system, expected to total about half a trillion euros ($675 billion), supported prices of peripheral euro zone government debt.

Copyright Reuters, 2012

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