Fill/Brush Bleeds Outside Selection

Feather is set to 0.1 and anti-alias is turned off. Seems to work as expected with lasso tool and marquee tool, but when using magic wand to select the whole canvas, then creating a border through select -> modify always creates an anti-aliased fill that extends outside the selection. Border never seems to create a sharp edge. Is there a way around this or do I really have to do borders manually?