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Treasuries, shares resuscitate; Fed still weighs

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Reuters NEW YORK
Last Updated : Jun 25 2013 | 3:55 AM IST

By Angela Moon

NEW YORK (Reuters) - U.S. Treasuries and global equities managed to claw back from steep losses on Monday, with the price of the 30-year bond turning higher late in the day, though Wall Street stocks still finished lower as investors remained nervous that the U.S. Federal Reserve could soon pare back its bond purchase program.

Yields on U.S. Treasuries, which move inversely to their price, fell from near two-year highs in late afternoon while Wall Street recovered some of its earlier losses as investors found a buying opportunity after the S&P 500 fell more than 2 percent.

Comments from the president of the Federal Reserve Bank of Dallas, Richard Fisher, that the U.S. central bank will be running an accommodative policy even if it reduces stimulus may have helped add a bid to bonds.

But fears the Fed might pare its bond purchases later this year and raise short-term interest rates not too long after kept many investors away from markets.

The shift out of assets that have benefited most from cheap money has been sharpest in the U.S. debt market, where yields on 10-year Treasury notes at one point spiked to a two-year high of 2.67 percent on Monday. The 10-year note yield has risen a full percentage point in a little more than a month.

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"The exit door is not that big and everyone's going at the same time," said Justin Lederer, strategist at Cantor Fitzgerald in New York. "This is not just about a Treasury backup, this is a global, everyone-getting-out-of-everything."

The declines were spurred after the Federal Reserve signaled last week that the era of cheap central bank money, which caused many assets to hit record highs, was coming to an end. They have been exacerbated by China's battle to transition to a lower-growth economy.

Both events are unprecedented and have driven a sharp rise in risk aversion among investors. Chinese shares on Monday suffered their biggest daily loss since August 2009 on worries the country's central bank would keep money tight.

The U.S. bond market erased about $390.8 billion in the five days ended June 21, measured by the market value of the BofA/Merrill Lynch Broad Market Index.

During the same period, global equity markets lost more than $1 trillion, based on the market value of the MSCI World Index. The U.S. stock market alone lost about $354.4 billion during the five-day period.

On Monday, MSCI's benchmark index for stocks in the emerging world fell 1.4 percent, extending losses for a fifth straight day to touch one-year lows.

MSCI's main world equity index, which tracks stocks in 45 countries, declined more than 1.7 percent, after shedding 3.2 percent last week in the worst weekly fall since May 2012.

U.S. 10 year-notes were last unchanged in price and yielding 2.54 percent while the 30-year Treasury bond rose 20/32 to yield 3.56 percent. The long bond's yield rose as high as 3.65 percent earlier session, the highest since September 2011.

In contrast, the U.S. dollar rallied to its highest in nearly three weeks against a basket of currencies on rising expectations that U.S. monetary stimulus will be scaled back in the near term.

"The optimism by the Fed fell in sharp contrast to other prominent central banks, such as the Bank of Japan, Bank of England, European Central Bank, and Reserve Bank of Australia, which are seeking measures to thwart a further economic slowdown to their respective jurisdictions," said Ravi Bharadwaj, market analyst at Western Union Business Solutions in Washington.

In late trading, the dollar index was up 0.1 percent at 82.405 after rising as far as 82.841, its highest since June 5. The gains added to last week's 2.2 percent rally, its biggest weekly rise since November 2011.

WALL STREET TUMBLES

U.S. stocks fell more than 1 percent on Monday, adding to a sell-off built on concerns about reduced stimulus from the Fed and the overnight losses in Chinese equity markets.

The S&P 500 at one point fell more than 2 percent, erasing all of its quarterly gains as Wall Street joined a global selloff after concerns about a liquidity crunch in China sent Shanghai stocks down more than 5 percent.

"We were really oversold in many different indices, so you would expect a bounce. The trick is, Is this going to continue tomorrow?" said Sam Ginzburg, head of capital markets at First New York in New York. "I would be careful of this move up."

The Dow Jones industrial average was down 139.61 points, or 0.94 percent, at 14,659.56. The Standard & Poor's 500 Index was down 19.34 points, or 1.21 percent, at 1,573.09. The Nasdaq Composite Index was down 36.49 points, or 1.09 percent, at 3,320.76.

The concerns over China's economic health dented mining stocks in Europe, adding to worries about the impact of the Fed's tapering and pushing the FTSEurofirst 300 index of top companies down 1.6 percent.

The Euro STOXX 50 Volatility index, known as the VSTOXX, jumped to a nine-month high, signaling a sharp rise in risk aversion among investors.

But Brent and U.S. crude prices rose on Monday, rebounding off a three-week low as record flooding in Canada's main oil-producing province threatened exports to the United States.

Brent crude for August delivery settled up 25 cents at $101.16 a barrel, after bottoming at $99.67, as the threat to Canadian exports overshadowed fears that a credit crunch in China, the world's No. 2 oil consumer, could hit demand.

The U.S. West Texas Intermediate benchmark had the bigger bounce - more than $3 a barrel off a trough of $92.67, the lowest since June 4. WTI's discount to Brent narrowed to its smallest since November 2011, touching $5.91 a barrel.

(Reporting by Angela Moon; Editing by Leslie Adler)

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First Published: Jun 25 2013 | 3:43 AM IST

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