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Bond Market Sends a Message

CAMS Weekly View from the Corner – Week ending 2/4/2022

February 7, 2022

There have been meaningful developments in recent trading sessions.  To a casual observer of markets or economic releases they may or could seem a bit meaningless.  With this, in light of a wealth of topics to share we thought it best for this edition to go high level rather than attempt to dig into the stream of underlying economic releases and follow-on market messages.  We will unpack some of those in upcoming editions as well as address additional corresponding market behaviors beyond what we are sharing below.  We are investing and living in interesting times to be certain. Bond Market Affirms Her Message For more editions than we can remember we have consistently shared how the Federal Reserve is off base relative to price inflation.    Current day, “off base” no longer addresses how behind the price inflation curve our Central Bank (Fed) currently is.  If this were a race and we the track announcers we would offer “……price inflation has lapped the Fed once already and is now challenging to lap them yet again…” (Offered in our best “track announcer voice”.) The point of course is the Fed is miles behind price inflation.  Forward looking market messages are offering affirmation of this.  Simultaneously, some markets are offering more price inflation is coming.  This is from an already on-going price inflation run that we citizens have been experiencing for a year now.  (So much for “transitory” eh.) Bond markets across-the-board are struggling in recent months and here in 2022 are working on notable downturns.  Prices are moving lower and with this, per the relationship of bond prices to yields (prices down/yields up) said yields (think interest rates) are moving upward.  To name some – Investment grade corporate, high yield (i.e. junk bonds,) and Treasury bonds are moving south in price and north in yields. 

Click For Larger View:  https://schrts.co/svTqYfsn

Above is the 10 Year Treasury bond shown on a yield basis. As the chart escalates higher this means yields (think interest rate) are moving upward and prices for these are moving lower. To a casual observer the above may be of little significance. In our view it is an important market message. The faint blue circle depicts how these yields had been contained until this past week whereby they changed their behavior and moved upward. This is known as a technical breakout of a previous consolidation range. Simply, it means participants have changed their view and corresponding behavior – they are pushing interest rates higher. It jettisoned right up to the red line which is the high point dating back to late 2019/early 2020, i.e. pre-Covid. Back then price inflation was registering a touch over 2%. Today’s price inflation is over three times that at 7%. It is important to remember that bonds and price inflation do not get along well. We are witnessing bond market participants pushing yields higher as they sell bonds in order to escape the historically low real yields of negative 5%. Real yields? The 2% yield of the above Treasury bond minus the current price inflation of 7% leaves a real yield of negative 5%. Think it through: The investor in you receives 2% interest while the consumer in you pays 7% increases while consuming which equals a negative 5% in purchasing power. The consumer in you is not happy with the bond investor in you. Continuing, the consumer in you tells the investor in you that in light of the price inflation you need higher interest rates to offset the price inflation. This is what bond participants do – they sell off bonds and in so doing the interest rates (yields) rise for the bonds in question to accommodate the higher price inflation rate. We are experiencing a multi-decade low in real yields which takes us back to the early 1950’s – a 70 year record low in real yields for perspective. This is one measure that affirms the Fed is literally miles behind the price inflation curve. Remember, to this day they are still printing money and have yet to raise an interest rate to combat price inflation. Stock Market Taking the above price inflation, Fed quandary and bond market message together; they all suggest higher interest rates are coming. In recent months we have placed this under the umbrella of “coming tighter financial conditions.” Tighter financial conditions when overlaid onto a stock market that is historically highly valued can result in additional challenges from here for said market. As offered at the outset above we will share more on various relationships with coming editions. For now, numerous markets are offering caution. For our part we are heeding that message. I wish you well…

Ken Reinhart

Director, Market Research & Portfolio Analysis

Footnote:

H&UP’s is a quick summation of a rating system for SPX9 (abbreviation encompassing 9 Sectors of the S&P 500 with 107 sub-groups within those 9 sectors) that quickly references the percentage that is deemed healthy and higher (H&UP). This comes from the proprietary “V-NN” ranking system that is composed of 4 ratings which are “V-H-N-or NN”. A “V” or an “H” is a positive or constructive rank for said sector or sub-group within the sectors.

This commentary is presented only to provide perspectives on investment strategies and opportunities. The material contains opinions of the author, which are subject to markets change without notice. Statements concerning financial market trends are based on current market conditions which fluctuate. References to specific securities and issuers are for descriptive purposes only and are not intended to be, and should not be interpreted as, recommendations to purchase or sell such securities. There is no guarantee that any investment strategy will work under all market conditions. Each investor should evaluate their ability to invest for the long-term, especially during periods of downturn in the market. PERFORMANCE IS NOT GUARANTEED AND LOSSES CAN OCCUR WITH ANY INVESTMENT STRATEGY.

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