Since the popular opinion in the USA is that pinatas are a childs party game the CPSIA would most likely apply. Is it possible to make the string pinatas out of entirely exempt materials, see here for the current list
http://www.cpsc.gov/businfo/frnotices/fr09/leaddeterminationsfinalrule-draft.pdf . If not you may have to call a few supply manufactures to see if you can get the GCC or the test report showing the lead leads for component that are not exempt.
As for the phthalate testing I don't know if the government considers a pinata as a toy, so if you could get that information as well it would be a good way to cover your backside. Unlike many other children's items the requirement for phthalate testing on toys as a product catagory does go all the way to the upper age limit (younger than 13) in the CPSIA law.
You will also need to include on the product a tracking label that has at the minimum
* Your company, shop name, or RN#
* The city, state/territory, & country where the item was completed
* The date of manufacture or completion of the product
* If you make more than one of the identical looking items a batch / lot number may be needed as well.
See the CPSIA Tracking labels pages at
http://www.cpsc.gov/about/cpsia/sect103policy.pdf&
http://www.cpsc.gov/about/cpsia/sect103.html#103q8 Also what nicoledebruin said about checking shipping costs maybe a factor about selling them here. With some shipping companies even if the item is light you will pay a premium if the box being shipped is over certain size or an non-standard shaped box. Some customers may not understand that large boxes even when they are light cost more to ship than a heavy package that is small. I've shipped beading supplies via USPS that weighted over 5 lbs for less than a bead sculpture tree that weighed under 1 lb packaged, because the supplies fit in a smaller box than the sculpture.