Treasuries decline

14 Aug, 2009

US Treasury debt prices fell on Wednesday as a Wall Street rally pared safe-haven demand for bonds and traders made room for a record $23 billion in 10-year government note supply to be auctioned in the afternoon. The Federal Open Market Committee, the US central bank's policy-setting group, will release a statement at about 2:15 pm (18:15 GMT).
Stocks' rise is "pushing down bonds. People are also setting up for the 10-year auction," said Mark Pawlak, market strategist at Keefe, Bruyette & Woods in New York. The Treasury Department's 10-year note sale follows a stellar $37 billion three-year note auction on Tuesday.
The Treasury will complete its record $75 billion quarterly refunding on Thursday with the sale of $15 billion 30-year bonds, the largest ever for this maturity. The price on benchmark 10-year Treasury notes traded down 7/32 at 95-11/32, erasing an earlier 9/32 gain.
Its yield, which moves inversely to its price, was 3.70 percent, up from 3.67 percent late on Tuesday but below a two-month high of 3.89 percent set last Friday. The "when-issued" market shows traders expect the new 10-year notes to yield 3.70 percent, equal to the 10-year yield traded in the open market.
The three major US stock indexes were up more than 1.3 percent on strength in financial and semiconductor shares. Wall Street slumped on Tuesday on doubts about a recovery in the banking sector and the overall economy. There has been anxiety over appetite, especially from overseas investors, for long-dated Treasuries in light of the government's burgeoning borrowing to fund its massive stimulus package and various economic bailouts.
The Fed's purchase of Treasuries since late March has sopped up some of the surge in Treasuries issuance. This asset-buying program, part of the Fed's quantitative easing policy to stimulate the economy, is approaching its $300 billion limit and has raised speculation on whether the central bank may extend the program.

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