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UPDATE 1-Pimco's Gross sees Fed bond purchases accelerating

Published 05/08/2009, 12:26 PM
Updated 05/08/2009, 12:32 PM

(Recasts lead, adds comments from Gross, detail on Treasury yields)

By Jennifer Ablan

NEW YORK, May 8 (Reuters) - Bill Gross, the manager of top bond fund Pimco, said on Friday the Federal Reserve will likely step up its purchases of Treasuries to keep mortgage rates low, adding the central bank could expand its $300 billion program to buy U.S. government debt if bond yields continue to rise.

The sudden rise in Treasury yields recently, as improving optimism over the economy has dented the safe-haven bid for government bonds, could complicate the U.S. push to lower mortgage rates and other borrowing costs and kick-start the fragile American economy. A recovery in the housing market is seen as critical to the fortunes of the U.S. economy.

"In order to maintain a 4 percent agency mortgage rate, the Fed will likely have to step up its daily purchases of Treasuries and focus more on the longer end of the curve," Gross, co-chief investment officer at Pacific Investment Management Co., told Reuters in an email response to a question.

Agency mortgage rates refer to those guaranteed by Fannie Mae and Freddie Mac, the top U.S. mortgage finance companies.

If Treasury rates continue to rise in rapid fashion, this would push up the cost of borrowing because mortgage and other rates are tied to Treasury yields.

Gross, who helps oversee over $800 billion at Pimco and is considered an influential investor, added the Fed will likely accelerate its daily Treasury purchases until the central bank's next policy-setting meeting on June 23-24, when it could announce increased Treasury purchases.

As an example, the yield on the benchmark 10-year note has risen to currently over 3.25 percent from 2.94 percent at the beginning of April. On the longer end of the Treasury curve, the 30-year Treasury bond is currently trading at 4.25 percent, up from 3.50 percent at the beginning of April.

The Fed said on March 18 it would buy up to $300 billion in longer-term government bonds in the next six months, the first time it has bought Treasuries since the 1960s. It started the operation on March 25.

Gross sees an increase of 50 basis points in 10-year Treasury yields over the next 12 months, as the economy experiences an anemic recovery "but a recovery nonetheless."

All told, Gross said the $2 trillion annual financing needs of the U.S. Treasury weigh heavily on Treasuries. (Editing by Leslie Adler)

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