Treasuries rise, hopeful of continued Asian buying

11 Feb, 2004

US Treasury prices climbed on Monday as investors presumed Asian central banks would be big buyers of this week's $56 billion refunding.
Since the G7 statement over the weekend warned against "excess volatility" in exchange rates, Japanese officials have made it clear that they would continue their efforts to stem the recent decline in the US dollar.
Much of this intervention money tends to make its way into the Treasury market, so the statements gave traders hope that there would be plenty of demand from the Bank of Japan for this week's three-part auction.
Spill-over reaction to last week's disappointing jobs tally also boosted bonds as traders wondered whether the Federal Reserve would fiddle with interest rates before a nascent recovery in employment finds a firmer footing.
The economy generated a mere 112,000 jobs in January, well short of expectations and less than the amount needed simply to absorb new entrants to the labour force.
The market was also wary of making any sharp moves ahead of Federal Reserve Chairman Alan Greenspan's testimony to the Senate on Wednesday and the House of Representatives on Thursday.
In its latest statement in January, the Fed switched from promising to keep rates low for "a considerable period" to more vaguely vowing to be "patient in removing policy accommodation."
As they waited for Greenspan, traders pushed the benchmark 10-year note higher in price for a yield of 4.06 percent from 4.08 percent. Yields stood at 4.18 percent before Friday's jobs report.
The five-year note added 4/32, compressing yields to 3.05 percent from 3.09 percent. Thirty-year bonds were up 8/32 to yield 4.90 percent. Two-year notes, the maturity most sensitive to thinking on official rates, dipped to 1.74 percent, having backtracked from 1.84 percent on Friday as the market trimmed the risk of a rate hike any time soon.
Greenspan's appearance this week carries an extra layer of risk for the market in that he will be talking smack in the middle of the Treasury's quarterly refunding.
On Tuesday, the Treasury auctions $24 billion in three-year paper, followed by $16 billion of five-year notes the day after and $16 billion of 10-year's on Thursday.

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