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Sabri

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09/14 15:53
U.S. Treasuries Advance, Pushing 2-Year Yields to 50-Year Lows
By Walden Siew and Heather Bandur


New York, Sept. 14 (Bloomberg) -- U.S. Treasuries gained, pushing two-year yields to 
the lowest level in almost half a century, as Tuesday's terrorist attacks drove 
investors to the safety of the most actively traded government securities. 

Two-year notes, which account for as much as 40 percent of trading by primary dealers, 
rose 6/32, or $1.88 per $1,000, to 101 13/32, according to Toronto Dominion. Yields 
fell 11 basis points to 2.87 percent in the second trading day after a two-day closure 
after the attacks destroyed the World Trade Center in New York and damaged the 
Pentagon near Washington. 

``This is a natural flight to Treasuries,'' said David Kotok, president and chief 
investment officer of Cumberland Advisors Inc. in Vineland, New Jersey, which has $500 
million under management. ``Americans certainly consider them the safest securities. A 
better part of the world considers them to be so, as well.'' 

Two-year Treasury yields dropped more than a half-percentage point this week, to the 
lowest level since 1958 amid expectations the Federal Reserve will lower interest 
rates before its scheduled meeting on Oct. 2. That has widened the gap between two- 
and 30- year Treasury yields 7 basis points to 2.48 percentage points, the widest in 
eight years. 

Three-month Treasury bills, which account for about 14 percent of trading by primary 
dealers, were among the biggest gainers. The yield on the securities fell 17 basis 
points today to 2.64 percent. Yields fell 57 basis points in the last two days, the 
biggest decline since Oct. 13, 1989, when the Dow Jones Industrial Average tumbled 6.9 
percent. 

Rate Cuts Seen 

The implied yield on the March 2002 Eurodollar futures contract fell to 2.85 percent, 
down 52 basis points since Monday, signaling the Fed's target may fall below 3 percent 
in coming months. The contract is an indication of what traders expect three- month 
borrowing costs to be in the future. 

The Fed has already reduced its target for overnight bank loans, or federal funds, 
seven times this year to keep the economy out of recession. The target, at 3.5 
percent, is the lowest in seven years and down from 6.5 percent when 2001 began. 

Growth in the U.S. slowed to a 0.2 percent annual pace in the second quarter, the 
lowest in eight years, from 5.7 percent a year earlier. 

``The U.S. economy alone, before this terrible tragedy,'' was weak enough to ``require 
the Fed to cut rates, perhaps a quarter- point, in between meetings,'' said David 
Jones, chief economist at Aubrey G. Lanston & Co., who expects the central bank to 
lower rates 1 percentage point, to 2.5 percent, by the end of the year. 

Treasuries held onto most of their early gains after the government said producer 
prices rose 0.4 percent in August, more than the 0.1 percent expected by economists in 
a Bloomberg survey, after dropping 0.9 percent in the prior month. Excluding food and 
energy, prices fell 0.1 percent. The government also said retail sales rose 0.3 
percent last month, as expected. Excluding autos, sales rose 0.5 percent, more than 
the 0.4 percent gain anticipated. 

Separately, the Fed said output at factories, mines and utilities dropped for an 11th 
month in August, falling 0.8 percent, after a drop of 0.1 percent in July. Analysts 
had expected a 0.3 percent decline. 

Consumer Confidence Falls 

The University of Michigan yesterday said consumer confidence fell to an eight-year 
low. That ``confirmed the fragility of the economy before the crisis,'' said Peter 
Petas, a credit analyst at CreditSights, a New York-based research firm. 

Bond trading closed early, at 2 p.m. New York time, on the recommendation of the Bond 
Market Association, an industry trade group. An abbreviated session was also 
recommended for Monday. 

``There aren't many players trying to make money,'' said Sadakichi Robbins, a 
fixed-income strategist at Bank Julius Baer. ``They're trying to save'' themselves. 

Garban Inter-capital, an inter-dealer broker that was in One World Trade Center, will 
probably be running from a back-up site on Monday, employees said. Prebon-Yamane (USA) 
Inc., a competing broker, has offered the company space in its New Jersey offices. 

Garban, which handles Treasury trades between primary dealers and customers, hasn't 
been able to operate out of London because its ability to conduct and settle trades 
relies on its U.S. division, traders said. 

BrokerTec, an on-line broker that wasn't affected by the World Trade Center disaster, 
made its prices available on the Bloomberg system and on the Internet. 

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