TREASURIES-U.S. bond yields slip on quarter-end buying before 5-year supply

* U.S. to sell $35 bln 5-year notes, $89 bln T-bills

* U.S. consumer confidence unexpectedly falls in March

* Investors most upbeat on Treasuries since June -JPMorgan

(Updates market action, adds quote, table) NEW YORK, March 27 (Reuters) - U.S. Treasury yields fell on Tuesday as fund managers bought bonds to rebalance their portfolios for quarter-end in advance of more government debt supply. The U.S. Treasury Department will sell $65 billion in one-month bills; $24 billion in one-year T-bills and $35 billion in five-year notes. They are part of this week's record high $294 billion in government debt for sale. Monday's $30 billion two-year note issue, along with $51 billion in three-month bills and $45 billion in six-month bills, drew mediocre demand, analysts said. Lingering worries about a trade war between the United States and China have supported safe-haven demand for Treasuries, though Wall Street stock prices rose for a second day on Tuesday following last week's plunge tied to fears about an escalation of trade barriers between the world's two biggest economies. "Despite todays stock market rebound, 'flight-to-quality' sentiment may still linger given market concerns over trade policies, which could be supportive for demand," analysts at Nomura Securities International wrote in a research note. The share of investors who are bullish on longer-dated Treasuries rose to its highest level since last June, a survey from JPMorgan released on Tuesday showed. Moreover, the Conference Board said its gauge of U.S. consumer confidence unexpectedly fell to 127.7 in March from a revised 130.0 in February. At 11:01 a.m. (1501 GMT), the yield on 10-year Treasury notes was down 2.2 basis points to 2.819 percent. The two-year Treasury yield was down 2.2 basis points to 2.294 percent, while the 30-year Treasury yield was down 1.4 basis points to 3.057 percent. March 27 Tuesday 11:08AM New York / 1508 GMT Price

US T BONDS JUN8 145-4/32 0-13/32 10YR TNotes JUN8 120-172/256 0-52/256 Price Current Net Yield % Change


Three-month bills 1.76 1.7925 -0.002 Six-month bills 1.8975 1.9425 -0.003 Two-year note 99-234/256 2.2943 -0.022 Three-year note 99-226/256 2.416 -0.022 Five-year note 100-20/256 2.6078 -0.025 Seven-year note 100-12/256 2.7423 -0.027 10-year note 99-104/256 2.819 -0.022 30-year bond 98-228/256 3.0568 -0.014


Last (bps) Net

Change (bps)

U.S. 2-year dollar swap 28.50 -5.75


U.S. 3-year dollar swap 25.50 -1.25


U.S. 5-year dollar swap 14.25 -0.50


U.S. 10-year dollar swap 2.75 -0.50


U.S. 30-year dollar swap -16.00 -0.75


(Reporting by Richard Leong; Editing by Dan Grebler)