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imageNEW YORK: US long-dated and benchmark Treasuries yields hit their lowest levels in two months on Monday after weaker-than-expected US economic data damped expectations that the Federal Reserve will hike interest rates in September.

The Institute for Supply Management (ISM) said its index of national factory activity fell to 52.7 in July from 53.5 the month before. The reading was shy of expectations that the pace would remain unchanged at 53.5, according to a Reuters poll of economists.

In addition, the employment index slipped to 52.7 from 55.5, also short of expectations for a reading of 54.7.

The Fed is closely monitoring the US labor market for guidance on when to start hiking rates.

"The market now is taking score of every single data print between now and September, and if the balance continues to shift more toward weaker data than stronger data, it may make September a coin flip," said George Goncalves, head of US rates strategy at Nomura Securities International in New York.

The US economy and job market continue to strengthen, the Fed said last week, leaving the door open for a possible interest rate hike when central bank policymakers next meet in September.

Rate hikes are expected to hurt bond prices, which move inversely to yields.

US 30-year yields and benchmark 10-year yields hit their lowest levels since June 1 of 2.8867 percent and 2.1676 percent, respectively.

Short-dated Treasuries yields also dipped slightly, with three-year yields hitting their lowest since July 9 at 0.9639 percent.

The move lower in short-dated yields was slight, however, which analysts attributed to traders' unwillingness to make major bets ahead of Friday's US July non-farm payrolls data. Economists expect US employers to have added 223,000 jobs last month, according to a Reuters poll.

"People will be reluctant to buy (short-dated notes) ahead of the payroll report," said David Keeble, global head of interest rates strategy at Credit Agricole in New York.

Benchmark 10-year Treasury notes were last up 9/32 in price to yield 2.17 percent, from a yield of 2.21 percent late Friday.

US 30-year bonds were last up 24/32 in price to yield 2.89 percent, from a yield of 2.93 percent late Friday.

US three-year notes were last up 2/32 in price to yield 0.97 percent, from a yield of 0.99 percent late Friday.

On Wall Street, the benchmark S&P 500 stock index was last down 0.27 percent.

Copyright Reuters, 2015

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