US Treasury prices slip

17 Sep, 2004

US Treasury prices slipped on Wednesday as a rebound in regional manufacturing stoked speculation the sector as a whole could be doing better.
The jump in New York factory activity also helped offset the positive impact on bond prices from recent economic reports that had painted a more dour economic picture.
"Wednesday's economic data, on balance, came in stronger than was expected and was enough to knock the market off the new highs reached the day before," said Robert Keiser, an analyst at Thomson IFR.
The mere hint of industrial strength sent the benchmark 10-year note 10/32 lower in price for a yield of 4.17 percent from 4.13 percent late on Tuesday.
Taken together, the session's data did little to alter expectations for another quarter percentage point rise in interest rates at the Federal Reserve's next meeting on Sept. 21.
Beyond that, sentiment diverges. Some observers argue the economic expansion is sufficiently robust that it can easily adjust to a further tightening of monetary conditions.
Pessimists counter that with growth showing signs of slowing, the economy can only withstand so many interest rate hikes before consumers and corporations begin to feel the pinch. There were enough doubts in either camp to relegate bonds to a tight trading range.
"Some of the data's hot and some is cold. Today was in the hot camp but not nearly enough to shatter the recent range for bonds," said David Ader, interest rate strategist at RBS Greenwich Capital Markets.
For the moment, traders were just playing the range. Having failed several times to break 4.13 percent on 10-year yields, sellers were trying to test a chart barrier at 4.18 percent.
The market also had to make room for new 10-year issuance in the agency sector, with Fannie Mae selling $4.0 billion of notes early on Wednesday, along with a slew of corporate issuance this week.
Two-year notes eased 3/32, pulling yields up to 2.49 percent from 2.44 percent. Five-year notes lost 5/32, taking their yield to 3.38 percent from 3.34 percent. The 30-year bond shed 15/32, lifting yields to 4.96 percent from 4.93 percent.

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