TREASURIES-U.S. Treasuries trim losses as stock futures dip

Published: 15 Oct 2009 03:52:33 PST

NEW YORK, Oct 15 - U.S. Treasuries prices trimmed losses on Thursday as U.S. stock index futures turned lower after Goldman Sachs Group reported its third-quarter results.

Benchmark 10-year notes were down 4/32, their yields rising to 3.43 percent from 3.42 percent Wednesday.

S&P 500 futures fell 4.1 points and were below fair value, a formula that evaluates pricing by taking into account interest rates, dividends and time to expiration on the contract. Dow Jones industrial average futures DJc1> fell 30 points and Nasdaq 100 futures lost 7.75 points.