Treasuries yields fall

31 May, 2012

US benchmark Treasuries yields fell on Tuesday as worries about contagion from Spain's ailing banks stoked demand for safe-haven bonds, and Treasuries are seen likely to remain well bid ahead of the Greek elections next month. The yield on Spain's 10-year bonds hit a six-month high of 6.54 percent on Tuesday as Spain, the euro zone's fourth-largest economy, indicated it would issue new bonds to recapitalize its banks.
The resurgence in Spain's borrowing costs would make its refinancing efforts even more difficult. Concern that more European countries and banks will struggle to repay debt has caused many investors to seek out safer alternatives including Treasuries, even as US bond yields offer increasingly paltry returns.
"Foreign capital is leaving Europe and is looking for a home. Right now that home is in the US," said Eric Green, head of interest rate strategy at TD Securities in New York. "The focus is going to remain on headlines coming out of Europe." Benchmark 10-year Treasury notes last traded up 2/32 in price, with yields falling to 1.73 percent, down from 1.75 percent late on Friday.
The 10-year yield is within striking distance of the 1.67 percent level reached in September, which was the lowest level in at least 60 years. Spain's problem banks led Egan-Jones, an independent rating firm, to lower its sovereign rating on Spain deeper into junk territory on Tuesday.
The downgrade pushed Treasury yields to session lows. The 10-year yield fell to 1.71 percent and prompted a wave of curve-flattening trades as traders bet on slower global growth and more co-ordinated central bank actions, analysts said. Europe is expected to remain the prime focus for investors in coming weeks, with most eyes trained on the Greek elections scheduled for June 17.
US economic data this week may add a stronger bid for bonds if the data shows economic growth is weakening more than expected. That would make the Federal Reserve more likely to extend bond purchases after its Operation Twist program expires at the end of June. "A strong number this month will be discounted, while a weaker report will feed the negative sentiment," said Green.
The closely watched monthly jobs report on Friday is expected to show that employers added 150,000 workers in May. Data on Thursday is expected to show that US gross domestic product grew 2 percent in the first quarter. The Fed is expected to indicate whether it is likely to implement further stimulus when it meets next month. Data on Tuesday suggested the US economy continues to muddle along.
Average home prices in 20 major US cities edged up 0.1 percent in March from February, shaving their year-on-year decline to 2.6 percent, according to the S&P/Case Shiller report. On the downside, US consumer confidence unexpectedly fell to its lowest level in four months in May on renewed worries about the economy, according to the Conference Board. The figures did not spur a further rise in Treasuries prices.

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