Treasuries decline

02 Mar, 2012

US Treasuries slipped on Wednesday as the completion of liquidity measures in Europe and the lack of hints of further stimulus measures by Federal Reserve chief Ben Bernanke spurred selling by investors who had hoped for something more concrete. The European Central Bank on Wednesday offered 530 billion euros in cheap three-year funds in a second round of funding that the bank hopes will be its last major crisis-fighting act.
Also on Wednesday, Bernanke offered no signals of further bond purchases, even as he offered a tempered view of the US economy in testimony to Congress. The ECB's offer on Wednesday was designed to ease tension in the banking sector. In the space of two months, the ECB has injected over a trillion euros into the financial system.
Bernanke, in his semi-annual testimony to Congress on monetary policy, said the US economy would have to strengthen to ensure that the unacceptably high jobless rate keeps dropping and reiterated the Fed is prepared to adjust the size of its securities holdings if needed to boost economic recovery.
"Bernanke basically didn't address the situation (of further stimulus) at all, and that combined with the end of the ECB measures, caused markets to behave as if we were looking at the end of additional liquidity measures," said John Briggs, Treasury strategist at RBS Securities in Stamford, Connecticut.
Benchmark 10-year notes slipped 10/32 in price, with their yields rising to just below 1.98 percent from 1.95 percent late Tuesday. The move extended an overall push higher in yields in February, with benchmark notes on track for the first monthly increase in yields since October. That said, yields remain mired in a range of 1.79 percent to 2.17 percent that has held since early November.
Two-year Treasury notes, which have been supported in price by the Fed's pledge to hold rates near zero at least through late 2014, posted the biggest monthly rise in yields in a year. Two-year Treasuries were trading unchanged in price on Wednesday at 0.31 percent, up from 0.23 percent at the beginning of the month.
"If the markets were expecting some assurance of additional accommodation from Bernanke, they were disappointed," Dana Saporta, economist with Credit Suisse in New York, said. Investors also moved to sell Treasuries after a regional report showing a strong pickup in business activity in the US Midwest and a more upbeat measure of US economic growth at the end of last year damped demand for safe-haven assets.
Michael Materasso, senior vice president at Franklin-Templeton in New York, said the upward revision to fourth-quarter US GDP and the higher-than-forecast reading on the Chicago purchasing managers' index of economic activity in the Midwest were fundamental reasons for a fall in Treasuries.
As a result of the reading on the Chicago PMI, economists at Goldman Sachs upped their forecast for the nationwide Institute for Supply Management manufacturing index - due on Thursday - to 55.0 for February from their previous forecast of 54.0. A reading above 50 indicates expansion. The Fed's Beige Book of anecdotal information on economic conditions, released on Wednesday, gave a cautiously upbeat tone on the state of the US economy in January through mid-February, and had little impact on Treasuries trade.

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