Treasuries decline

09 Feb, 2012

US Treasury debt prices fell on Tuesday as investors set up for this week's $72 billion quarterly refunding and a safety bid waned following a report Greece was close to agreeing terms of a financial bailout. Treasuries extended losses in the afternoon after an average to slightly weak demand in the sale of $32 billion of three-year Treasury notes.
Still, uncertainties over whether Greece will stay in the euro zone could keep investors nervous and sustain safe-haven bids for Treasuries in the foreseeable future. Greece's government was preparing the text of an agreement on a 130 billion euro bailout that must still be approved by political leaders, a Greek official said, suggesting Athens had largely wrapped up talks with lenders on a rescue that is critical to avoiding a disorderly default.
Greek officials on Tuesday afternoon said a Greek political leaders' meeting on the bailout package was being postponed until Wednesday. "The offerings from Europe were disappointing, although hinting strongly a deal is near, and consistent with the bearish action in Treasuries - a further indication that the looming supply warrants enough of a concession to offset the pricing in and out of an immediate Greek solution," said Ian Lyngen, government bond strategist at CRT Capital Group in Stamford, Connecticut.
Some analysts saw Treasuries supported by the prospect Greece could ditch the euro to help resolve its problems. "In the long term, Greece might have to leave the euro zone so it could go back to the drachma and start all over again. It doesn't have fundamental factors that it could grow itself out of its problems," said Sharon Stark, chief fixed income strategist at Sterne Agee & Leach in Birmingham, Alabama.
The developments on the bailout talks compounded selling tied to this week's coupon supply. The US Treasury kicked off the quarterly refunding with the sale of three-year notes on Tuesday. The auction will be followed by a $24 billion sale of 10-year debt on Wednesday and a $16 billion offering of 30-year bonds on Thursday. Tuesday's sale of three-year notes brought an "average to soft takedown," with primary dealers taking home an above-average amount of the notes, CRT's Lyngen said.
In the open market, actively traded three-year Treasuries were 2/32 lower in price to yield 0.35 percent, up from 0.31 percent late Monday. Longer-dated government securities lagged shorter issues, as some traders bet on weaker bidding for the 10-year and 30-year supply later this week.
The benchmark 10-year note traded 16/32 lower in price to yield 1.98 percent, up from 1.9 percent late Monday. The long bond fell 25/32 in price to yield 3.15 percent, up from 3.09 percent. The bond yield touched 3.18 percent, which was the highest since January 23.

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