December 8, 2016 / 1:29 PM / in 8 months

TREASURIES-U.S. bond yields jump as ECB says it will pare bond purchases

3 Min Read

NEW YORK, Dec 8 (Reuters) - U.S. Treasury yields rose in
line with their European counterparts on Thursday after the
European Central Bank said it would trim its monthly pace of
bond purchases to 60 billion euros from 80 billion euros,
starting in April. 
    The benchmark 10-year Treasury note's yield was
up 5 basis points from late Wednesday at 2.400 percent. It
remained below 2.492 percent reached on Dec. 1, which was its
highest since July 2015, according to Reuters data.     
  Thursday, Dec. 8, 8:15 a.m. New York/1315 GMT
                               Price                  
 US T BONDS MAR7               149-26/32    -1-12/32  
 10YR TNotes MAR7              124-96/256   -0-112/2  
                                            56        
                               Price        Current   Net
                                            Yield %   Change
                                                      (bps)
 Three-month bills             0.495        0.5025    -0.002
 Six-month bills               0.6125       0.6229    -0.005
 Two-year note                 99-196/256   1.1203    0.016
 Three-year note               98-222/256   1.3954    0.025
 Five-year note                99-148/256   1.8391    0.041
 Seven-year note               99-134/256   2.199     0.053
 10-year note                  96-120/256   2.4016    0.055
 30-year bond                  95-200/256   3.092     0.063
                                                      
   DOLLAR SWAP SPREADS                                
                               Last (bps)   Net       
                                            Change    
                                            (bps)     
 U.S. 2-year dollar swap        21.75        -0.50    
 spread                                               
 U.S. 3-year dollar swap        14.00        -0.50    
 spread                                               
 U.S. 5-year dollar swap        -0.25        -0.50    
 spread                                               
 U.S. 10-year dollar swap      -15.50         0.00    
 spread                                               
 U.S. 30-year dollar swap      -54.50        -0.25    
 spread                                               
 
    

    
 (Reporting by Richard Leong; Editing by Lisa Von Ahn)

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