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BOND REPORT: Treasurys Slump After U.S. Data, Ahead Of Auction



By Nick Godt

Treasurys fell slightly Wednesday, sending their yields higher, with short- term notes becoming less appealing to bond investors as a slew of U.S. economic reports suggested decreasing joblessness and improving consumer spending, dimming expectations that interest rates will stay low indefinitely.

"American consumers are buying again, at least autos and homes, which is good news for the economy but not great news for the bond market," said Sal Guatieri, senior economist at BMO Capital Markets. "Job losses are also slowing, suggesting the upturn in consumer spending is sustainable."

The market also readied itself for the final debt auction of a week shortened by the Thanksgiving holiday. A record $32 billion in 7-year Treasury notes will be sold at 1 p.m. Eastern.

Yields on the benchmark 10-year Treasury note (UST10Y) rose 2 basis points to 3.325%.

A basis point is one one-hundredth of a percentage point; bond prices move inversely to their yields.

Two-year note yields (UST2YR) were up 1 basis point at 0.734%. The two-year yield fell to 0.72% last Friday, the lowest level seen this year. Yields on the 30-year bond (UST30Y) gained 2 basis points to 4.283%.

The U.S. Labor Department reported weekly jobless claims fell under 500,000 for the first time in nearly a year. Separately, consumer spending rose 0.6% in October, as expected, while real disposable income rose 0.2%, more than the 0.1% gain expected.

Also, a gauge of U.S. consumer sentiment was revised to a higher-than-expected level, while sales of new homes jumped in October. On a less upbeat note, orders for durable goods fell 0.6%, and excluding transportation, they fell 1.3%. Economists surveyed by MarketWatch expected orders to rise 0.5% overall, and a gain of 0.4% excluding transportation.

But as long as the economy continues to grow at a fairly modest rate, bonds won't really come under pressure, BMO's Guatieri said.

"The bond market doesn't anticipate much inflation for a long while because of the weak economic outlook and tons of slack in the economy," he said. "If we were to see a sharp increase in economic growth, it would make it more likely that the Fed would eventually lift rates."

This would pressure both short-term bonds, which track the Fed's rate moves, and longer-term term bonds, which price in potential inflation.

"But as things stand, the Fed is likely on hold until at least next September, " Guatieri said.

On Tuesday, bond prices rose and their yields fell after the Treasury's sale of a record amount of five-year notes received the most demand from investors in more than two years.

The 5-year auction followed on the heels of the sale of 2-year notes on Monday that garnered sufficient demand but was deemed as not particularly attractive to investors. The sale was good for the Treasury, though, giving it the lowest borrowing cost at auction on record.

Also supporting bonds, minutes from the Federal Reserve's last policy meeting released Tuesday show officials believe the recovery is going to expand at a slow rate while unemployment will continue to remain high.


  (END) Dow Jones Newswires
  11-25-091202ET
  Copyright (c) 2009 Dow Jones & Company, Inc.

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