US Treasuries jump on FOMC minutes

20 Apr, 2006

US Treasury debt prices rose on Tuesday as minutes from the most recent Federal Reserve meeting gave a strong hint that the central bank is near an end to its program of interest rate hikes.
"You are getting the rally in Treasuries because the minutes imply a little less tightening than what the market had anticipated," said Keith Hembre, chief economist with FAF Advisors in Minneapolis.
The minutes sparked heavy buying in two-year Treasuries, while gains in longer maturities were capped by inflation worries as crude oil prices skyrocketed to record highs.
Traders said longer-dated bonds also had trouble holding gains at a time interest rates in Europe and Japan are rising to new cycle highs, which could siphon some buying away from the Treasury market.
The 10-year Treasury note rose 5/32 in price for a yield of 4.98 percent, down from 5.00 percent late on Monday.
Two-year note yields were at 4.84 percent, down from 4.90 percent, steepening the two-year/10-year yield spread to 14 basis points from 10 basis points on Monday.
Session highs followed minutes from the Federal Open Market Committee meeting in late March, at which the central bank lifted interest rates for a 15th time. The market expects another move, to 5 percent in Fed funds, on May 10.
"There were two quite explicit comments hinting at a pause at 5 percent" in fed funds, said Alan Ruskin, chief international strategist at Greenwich Capital Markets. "For the first time in this cycle, the Fed has been clear about a possible at least temporary peak in the funds rate."
The minutes suggested most FOMC members saw the Fed's long tightening cycle coming to an end, and some members were concerned about tightening too much.
That dovetailed with earlier comments from San Francisco Fed President and 2006 FOMC voting member Janet Yellen.
"I am increasingly concerned about the well-known long and variable lags in monetary policy - specifically, that the delayed effects of our past policy actions might impact spending with a greater force than anticipated," Yellen said in a speech in San Jose.
In rate futures, chances that the Fed will raise rates in both May and June were slashed to as low as 30 percent from 54 percent on Monday.
Even so, the minutes showed the FOMC's concern about inflation pressures from a tight labour market and high energy and commodity prices.
Commodities prices have rallied since the Fed's late-March meeting, forcing traders to once again worry about pass-through from rising input costs.
Crude oil futures peaked at $71.60 per barrel and ended the day at $71.37, a new high close.
Five-year notes were up 7/32 at a yield of 4.87 percent, down from 4.92 percent. The 30-year bond was steady at a yield of 5.08 percent.

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