By Sheila Mullan and Alyce Andres-Frantz
NEW YORK (MNI) – Traders expressed some cautious optimism on demand
for the 1:00 p.m. ET $13-billion 30-year bond reopening auction but most
felt the auction could draw modest demand amid a risk-off environment
and duration needs.
Most traders expected the 30-year bond auction to get between a
3.155% and 3.176% yield.
Traders noted that bargain-hunters could show up given the recent
rates back-up with some buyers now wanting to jump in.
Into the auction, Treasuries drifted lower as last-minute
short-setting into the 30-year reopening.
Traders noted that a U.S. and foreign bid, including from Japanese
accounts such as insurers, was expected, but not much bid expected from
Chinese entities though amid saber-rattling back and forth between U.S.,
China on trade tensions.
Meanwhile some noted that PIMCO’s $242 billion Total Return Fund
said recently it held (as of end-September) a 3% portion in 20-year-plus
maturity issues (vs. 1% end-August), though that is in all different
types of bonds within that fund but still a mildly higher bid for the
long end.
The long-end Treasuries also should be aided too as the Fed’s
Operation Twist said it will buy 29% in 20-year to 30-year Treasuries
zone. Plus there is a risk-off mood that could aid the Treasuries bid,
too, and the recent yield backup of the past few days recently makes
market a bargain.
Sources said that Wednesday’s’ disappointing 10-year reopening
shouldn’t have been a big surprise given that the market was in risk-on
mode, but today’s 30-year sale should be different as there will likely
be enough direct bidders that need the duration.
Plus, sources noted that the market technically traded okay so far
and expectations are that a strong 30-year reopening sale could propel
Dec 10-years to 128-21 after the auction. Others said the fate of the
30-year sale lay with stocks today.
However, SMRA’s John Canavan noted that the 30-year bond reopening
auction will raise all new cash, with no related coupon interest
payments at the auction settlement. Other traders noted overall
market uncertainty.
William O’Donnell, head of fixed income research at RBS, said the
30-year reopening will be “an important acid test for the long end after
yesterday’s 3-basis-point tail and weak internals” in the $21-billion
10-year note reopening auction.
O’Donnell added that the good news for the 30-year bond auction is
that the 30-year bond yields have built in a decent concession over the
past week and this is the last auction of the cycle.” But the “bad news
is that bond yields are still well below the record low stop in a
30-year auction scored last month at 3.33%.”
He noted that the September 30-year reopening “saw a notable
pick-up in foreign demand for bonds which led to the highest % award
(31%) to foreign bidders for any bond auction in Treasury’s recorded
history” which plus the “always-present” US funds’ demand “left dealers
with one of the lowest percentage takedowns of any 30-year auction over
the last 5 years.”
— By Sheila Mullan, 212-669-6432; smullan@marketnews.com and
Alyce Aandres, aandres@marketnews.com
** Market News International Chicago Bureau: 708-784-1849 **
[TOPICS: M$U$$$,MNUAU$,M$$FI$,MAUDS$]