TREASURIES-Prices gain after selloff, track foreign bonds

By Kitco News / February 16, 2018 / www.kitco.com / Article Link

(New throughout, updates prices, market activity, comments and table)

By Gertrude Chavez-Dreyfuss

NEW YORK, Feb 16 (Reuters) - U.S. Treasury prices edged higher on Friday, as investors bought back bonds after a selloff earlier in the week spurred by robust U.S. inflation data that fed the view that the Federal Reserve may hike interest rates more aggressively than expected.

U.S. benchmark 10-year yields, which move inversely to prices, had jumped to four-year highs this week, while yields on 2-year notes touched more than nine-year peaks.

Yields briefly ticked higher after data showed stronger-than-expected housing starts and import prices, suggesting inflation was on the rise and the economy on a stable growth path. But there was not enough support for the price move.

"The bond market was oversold from Wednesday's CPI-related selling and that may be nearing an end soon," said Tom di Galoma, managing director at Seaport Global in New York.

Wednesday's data showed that the core consumer price index grew 0.3 percent, the biggest increase since January 2017. That was followed by stronger-than-expected U.S. producer prices data. Both reports led to a spike in yields.

Analysts said the market has increasingly priced in four rate hikes by the Fed this year.

Treasury yields on Friday also tracked a decline overseas. Yields were also down on German , UK and Japanese government bonds.

"Healthy and surprising bond purchases in Europe today prevented Treasuries from selling off on a morning full of better economic reports," said Jim Vogel, interest rates strategist, at FTN Financial in Memphis, Tennessee.

"Constant global selling this month was one reason for woeful U.S. Treasury performance so domestic traders welcomed the chance for a break."

Analysts further attributed the drop in JGBS yields to news Bank of Japan Governor Haruhito Kuroda had been re-appointed for another term, while Masazumi Wakatabe, an advocate of aggressive easing, was appointed BoJ deputy governor. Their appointments suggest there could a few more years of monetary stimulus in Japan, analysts said.

In late trading, U.S. benchmark 10-year Treasury note yields fell to 2.873 percent , from Thursday's 2.893 percent.

U.S. 30-year yields dropped to 3.130 percent , from 3.145 percent late on Thursday.

The yield curve also flattened on Friday, suggesting more conviction for a near-term interest rate hike. The spread between U.S. 2-year and 10-year notes declined to 65.9 basis points, the tightest in two weeks.

The curve steepened last week during the stock market sell-off, as inflation fears escalated with the 2.9 percent rise in wage gains for January. That prompted a sell-off on the long end of the curve.

February 16 Friday 3:35PM New York / 2035 GMT

PriceUS T BONDS MAR8 144-11/320-11/32 10YR TNotes MAR8 120-156/2560-40/256

PriceCurrent Net

Yield % Change

(bps)Three-month bills 1.58 1.608 0.010Six-month bills 1.7875 1.82840.007Two-year note 99-162/256 2.19360.010Three-year note 99-156/256 2.3862-0.013Five-year note 98-214/256 2.6274-0.010Seven-year note 98-28/2562.8013-0.02010-year note 98-240/256 2.8731-0.02030-year bond 97-136/256 3.1275-0.017

DOLLAR SWAP SPREADS

Last (bps) Net

Change

(bps) U.S. 2-year dollar swap26.50-1.75spread U.S. 3-year dollar swap20.50 0.25spread U.S. 5-year dollar swap 9.75 0.00spread U.S. 10-year dollar swap1.75 0.75spread U.S. 30-year dollar swap-15.50 1.00spread (Editing by Bernadette Baum and David Gregorio)

Disclaimer: The views expressed in this article are those of the author and may not reflect those of Kitco Metals Inc. The author has made every effort to ensure accuracy of information provided; however, neither Kitco Metals Inc. nor the author can guarantee such accuracy. This article is strictly for informational purposes only. It is not a solicitation to make any exchange in commodities, securities or other financial instruments. Kitco Metals Inc. and the author of this article do not accept culpability for losses and/ or damages arising from the use of this publication.

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