Rates: NPR Story and Straightlinelogic

Posted by CircuitGuy 10 years, 4 months ago to Economics
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I heard an NPR story this week about bond yields rising. (I can't find it online.) It caught my attention b/c I heard about it first from Straightlinelogic. The piece mentioned the rising yields could reflect rate risk rather than just credit risk. That was my first thought when I read Straightlinelogic's post on this, BUT if it's rate risk wouldn't Treasury yields rise too? The Fed is dialing back Treasury purchases (someone knowledgeable confirm this) compared to last year, so it's not that yields are more suppressed.

These two pieces of data point to Straightlinelogic's suggestion that the rising yield's are the market pricing in increased credit risk. Straightlinelogic suggests that the stock market may have more a speculative component, perhaps b/c there's no upper limit on the value of a stock while there is on a bond, while bonds reflect fundamentals more.

I'm interested to see what happens. I can't think of an explanation why bond yields would rise without Treasuries rising. Straightlinelogic would probably say it's a flight to quality.

I'm really glad Straightlinelogic pointed this out so that when I heard the segment this week so that I didn't accept its suggestion that this is just a steepening yield curve without question.


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  • Posted by LionelHutz 10 years, 4 months ago
    FWIW, see below. Not a direct answer to your question, but I think it sheds some light.
    http://www.24hgold.com/english/news-gold...
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    • Posted by $ blarman 10 years, 4 months ago
      I thought this paragraph summed things up:
      ----------
      The only legitimate reason why bond U.S. bond yields would be falling even as the Fed is getting out of the bond-buying business is that we are facing a contraction in global growth. It is not because of "technical reasons", "geopolitical concerns" or, especially not because "there are no bonds to buy."
      ----------
      In other words, because of the various fiscal policies in place among the major economies, we are undergoing a fiscal contraction. People aren't buying bonds because the nominal risk (the bond yield rate) isn't an accurate measure of investors' ACTUAL risk. Until those two align (ie bond rates go UP), people are going to avoid buying Treasury Bonds.
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      • Posted by 10 years, 4 months ago
        "Until those two align (ie bond rates go UP), people are going to avoid buying Treasury Bonds. "
        With the Fed decreasing its purchases and investors decreasing too, doesn't that mean yields should be going up and prices down?
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        • Posted by $ blarman 10 years, 4 months ago
          If I misstated it, my apologies, but I agree that the yield rates need to go up to cover the associated risk. I'll defer to others on the price aspect.
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  • Posted by plusaf 10 years, 3 months ago
    Compare MarketMinder.com for differing views.
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    • Posted by 10 years, 3 months ago
      Thanks for recommending this site. It's very interesting.
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      • Posted by plusaf 10 years, 3 months ago
        I hope you enjoy it. That company manages my wife's and my IRA money. We started with them on 06.03.04, a bit before the housing bubble burst AND the Great Recession whacked the stock market.

        As of a few days ago, after withdrawing over $400k from the accounts for living expenses AND paying them over $150k in fees, our total balance is 1.38% lower than it was on Day 1. By linear extrapolation, our money should 'last us' something over 700 years at that 'rate of loss.' :)

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        Of course it is, but especially if you don't know the rules or know what you're doing.

        I love their commentary and perspective... Enjoy!
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        • Posted by 10 years, 3 months ago
          "And people wonder why I object when they claim that the stock market is 'the same as gambling.' "
          It's not quite the same b/c it allows small investors to buy small fractions of big companies, many of whom are creating great value for millions of customers. Millions of people love products made by Apple, Pepsi, Home Depot, etc and are willing to give them a lot of money. Companies can get money to expand and help even more customers buy issuing shares, assuming existing shareholders believe in the management team enough to dilute their shares. I see no gambling in that.

          If they don't like investing in tiny fractions of small companies, they can buy an office building and local sandwich shop. When you press them, it turnes out they're generally depressed about the future.

          I'm glad to hear your investment stragegy is working out.
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  • Posted by 10 years, 4 months ago
    "Wall Street cheerleaders are explaining that yields in the world's largest economy are falling for strictly "technical reasons." Specifically, they claim that there is a lack of supply of U.S. debt to purchase because deficits have come down so dramatically in past few years."

    Wouldn't a lack of supply of debt cause prices of debt instruments to rise, which means yields *falling*. I know they're saying the author says he doesn't agree with this argument, but I don't even understand the logic.

    I agree with him completely that there's plenty of debt instruments available.

    Thanks for finding the article.
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    • Posted by $ blarman 10 years, 4 months ago
      The way I read it, the US government is over-leveraged. They have borrowed way too much in recent years with respect to cash flows, placing a higher real risk on the financing instruments (Treasury Bonds) which should be - but currently is not - reflected with a higher interest rate.

      What makes things even less attractive to investors is that the US shows no move towards eliminating the imbalances that have over-leveraged them and which will lead to sever economic problems in the very near future.
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      • Posted by 10 years, 4 months ago
        "What makes things even less attractive to investors is that the US shows no move towards eliminating the imbalances that have over-leveraged them and which will lead to sever economic problems in the very near future."
        All of this should drive yields up, but they're down. Straightlinelogic suggests it's not b/c there's a flight to quality. The market is pricing in a coming recession, he says. The stock market has not priced it in b/c of speculation, he says.

        I'm generally bullish, but I cannot explain this sign of bond investors (but not stock investors) seeing a recession coming sooner than I thought. I'm eager to see what happens.
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        • Posted by $ blarman 10 years, 4 months ago
          I agree. It SHOULD drive the yield prices up. Since they haven't moved, we are left with either artificial manipulation (certainly not out of the range of possibilities), a hedge as you suggest, or some other unexplained phenomenon.

          I'd go with the simplest answer to be honest: direct manipulation.
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