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View Full Version : RED ALERT! RED ALERT!......Treasury Sells Bonds With a Negative Yield



Twisted Titan
26th October 2010, 06:54 AM
THE LOST DECADE BEGINS TODAY.............



Treasury Sells Bonds With a Negative Yield

Inflation-protected securities sold at negative yields for the first time ever on Monday as traders anticipate that the Federal Reserve will start a new round of asset purchases.

Analysts said that asset purchases by the Fed would lead to a higher inflation rate and a positive return on the bonds.

The $10 billion auction of the five-year bonds sold at a negative yield of 0.550 percent, according to the Treasury Department. The results of the auction of the securities, known as TIPS, came as indexes on Wall Street edged higher, buoyed by recent strong corporate earnings and a rise in housing sales. The previous lowest yield for the TIPS was in the auction on April 26, when the yield was 0.550 percent.

“It is saying that there is a true demand for inflation securities, because people perceive the quantitative easing program is enabling a higher inflation rate in the future,” said Tom di Galoma, head of fixed-income rates trading at Guggenheim Partners.

“Accounts are willing to pay up for inflation protection now,” he said, because they perceive a return of inflation in the future. Federal Reserve policy makers are expected to announce a new round of bonds purchases after their meeting on Nov. 2-3.

Mr. di Galoma said that TIPS have been moving toward negative yields because of the perception that inflation “will end up being quite robust in the future.”

As equities advanced, the dollar declined after promises by the world’s 20 biggest economies to avoid a currency war.

At the close, the Dow Jones industrial average was up 31.49 points, a gain of 0.28 percent. The Nasdaq rose 11.46 points, or 0.46 percent. The broader Standard & Poor’s 500-stock index rose 2.54 points, or 0.21 percent.

On Friday, the three indexes closed at weekly highs not seen since April, helped by earnings that have lifted shares despite uncertainty over an interest rate increase by the Chinese central bank.

“We believe that strong earnings have been a major catalyst behind recent equity performance,” said Arne Espe, vice president for Mutual Fund Portfolios, at USAA Investment Management Company.

Brian Gendreau, the market strategist for the Financial Network, attributed some of the recent increases in the market to a strong third quarter results, as well as a generally better tone in business climate. “For many companies, both earnings and revenues have actually been coming in pretty strong,” Mr. Gendreau said.Shares on Wall Street followed European and Asian markets higher after finance officials at the meeting of developed and emerging countries agreed to avoid competitive currency devaluations. That touched on an issue between China and the United States in particular, as the Obama administration had sought to address a trade imbalance by pressuring China to revalue its currency.

The dollar was broadly weaker in the wake of the G-20 finance ministers’ statement, Brown Brothers Harriman currency strategists said in a research note. The dollar index edged lower, with the euro up at $1.3989. The yen also strengthened against the dollar.

Also on Monday, sales of existing houses showed an increase of 10 percent in September to a seasonally adjusted annual rate of 4.53 million units, above forecasts of 4.30 million, but they were still down 19 percent from the same month a year ago. The National Association of Realtors said about a third of the sales last were related to foreclosures.

Materials shares were up more than 2 percent or more in afternoon trading.

Before the markets opened in the United States, the Federal Reserve chairman, Ben S. Bernanke, reiterated that regulators were examining whether mortgage companies cut corners in the foreclosure process. State attorneys general are also investigating the procedures.

Financial shares, which have been struggling to overcome the fallout from the continuing foreclosure crisis, were marginally lower in the afternoon.

Mr. Gendreau also said that as the midterm Congressional elections get closer, the market could be firming on recent polls showing gains by Republicans. “The adage is that the market likes gridlock,” he said. “It certainly seems to be the prospect of compromise, a more even distribution of power.”

Bond prices rose, with the yield on the 10-year Treasury down to 2.53 percent from 2.56 percent late Friday.

http://www.nytimes.com/2010/10/26/bu...26markets.html

Twisted Titan
26th October 2010, 06:55 AM
I wonder what Mr. TIPS boy Nouriel Wrongbini is going to say about that????

Twisted Titan
26th October 2010, 07:05 AM
Holy smokes we already got people defending it!!!!!!





Heads I win, tails I win too
Commentary: TIPS’ negative yield actually makes sense

CHAPEL HILL, NC (MarketWatch) — How much should you have to pay for an insurance policy that protects you against both severe deflation and hyperinflation?

We found out the answer earlier this week: 55 basis points per year.

Though you might not have recognized it as such, this answer was imbedded in the results of the government’s latest auction for five-year TIPS — Treasury Inflation-Protected Securities. For the first time ever, the yield at which the TIPS were sold was negative: minus 0.55%. (Read report on five-year TIPS’ negative yield.)

This means that the interest rate that these TIPS are going to pay will be 0.55% less than the Consumer Price Index’s rate of increase between now and 2015.

Why would anyone want to buy a bond on these terms that seemingly guarantee that investors will lose ground to inflation? Commentators in the wake of the auction have been struggling to come up with a rational explanation.

It turns out, however, that those who bought the TIPS at this week’s auction might not have been all that irrational. That’s because, according to Luis Viceira, a professor at Harvard Business School, TIPS don’t just provide protection against unexpectedly high inflation; they also protect the investor from deflation as well.

In an interview, Prof. Viceira referred to this deflation protection as a “deflation put.” It traces to an under-appreciated feature of TIPS: Regardless of how much deflation occurs during the term of the bond, which otherwise would translate into a negative interest rate, you still will get all your original principal back at maturity.

In other words, TIPS’ payoff is asymmetrical: Its yield grows in the event of higher inflation, but does not decline to the same extent in the event of deflation.

TIPS therefore should appeal to investors who are uncertain about whether much higher inflation is in store or, instead, an extended Japanese-style deflation.

Investors like almost all of us, in other words.

Let’s say that inflation over the next five years is a lot worse than the market anticipates, say 5% a year. In that event, the TIPS sold on Monday will have an average yield of 4.45% — a whole lot better than the 1.17% current yield of normal Treasurys that do not provide inflation protection.

What if we get severe deflation, and over the next five years the CPI declines by, say, 2% per year on average? In that event, the investor who bought TIPS on Monday will make a real return over the next five years of 1.45% annually.

Sounds like “heads I win, tails I win too.”

Little wonder so many investors were willing to accept a negative yield of 0.55% per year.

Mark Hulbert is the founder of Hulbert Financial Digest in Annandale, Va. He has been tracking the advice of more than 160 financial newsletters since 1980.

chad
26th October 2010, 07:06 AM
this means either:

a) massive BAD things in money coming

b) massive war coming

Plastic
26th October 2010, 07:15 AM
this means either:

a) massive BAD things in money coming

b) massive war coming





You forgot...

c) both.

Twisted Titan
26th October 2010, 07:21 AM
This is Surreal.........

And to think only one half of one percent really realized just WTF happened with this announcement.

99.9% of the population is more concerned the Giants are 5-1 and who was the last coulple standing on Dancing with the stars marathon dance off.

Its has just been proven beyond all reasonable doubt that if you hold your wealth in anything other than Tangible or Hard Assets YOU WILL HAVE IT STOLEN FROM YOU.

Did you ever think you would live to see this day??

Wow.


I need to start a journal because if I survive this no one will believe the stories I will tell about this.


T

chad
26th October 2010, 07:24 AM
not even that TA, but people get pissed of if you try and talk to them about it. i tried explaining this to my in-laws, and my father in law started yelling at me that "it cannot be true," etc.

everyone is all obsessed with the christine witch person, juan williams, whatever, while meanwhile the GOVERNMENT OF THE UNITED STATES IS STEALING MONEY OUT OF YOUR BANK ACCOUNT.

it's surreal.

Plastic
26th October 2010, 07:27 AM
Does this mean bank accounts will also go negative yield?

Twisted Titan
26th October 2010, 07:32 AM
not even that TA, but people get pissed of if you try and talk to them about it. i tried explaining this to my in-laws, and my father in law started yelling at me that "it cannot be true," etc.






"Beware of being too rational in the country of the insane, the integrated man doesn't become king. He gets lynched."

(Aldous Huxley).


Just saying.........

mamboni
26th October 2010, 07:32 AM
The government CPI is constantly massaged lower than true inflation through substitutions and hedonics. So these TIPS buyers, while they have the right idea vis-a-vis inflation insurance, are selecting the wrong vehicle and they willl get slaughtered. The ultimate insurance protection against deflation/inflation is and always has been physical gold. So negative TIPS yields are very gold bullish, IMHO.

Twisted Titan
26th October 2010, 07:34 AM
The government CPI is constantly massaged lower than true inflation through substitutions and hedonics. So these TIPS buyers, while they have the right idea vis-a-vis inflation insurance, are selecting the wrong vehicle and they willl get slaughtered. The ultimate insurance protection against deflation/inflation is and always has been physical gold. So negative TIPS yields are very gold bullish, IMHO.


In light of this historic news do you think Jim Sinclair will be able to pull off the magic number of 1650?


T

mamboni
26th October 2010, 07:39 AM
The government CPI is constantly massaged lower than true inflation through substitutions and hedonics. So these TIPS buyers, while they have the right idea vis-a-vis inflation insurance, are selecting the wrong vehicle and they willl get slaughtered. The ultimate insurance protection against deflation/inflation is and always has been physical gold. So negative TIPS yields are very gold bullish, IMHO.


In light of this historic news do you think Jim Sinclair will be able to pull off the magic number of 1650?


T


Absolutely yes. Clearly, the public has become inflationophobic, no doubt spooked by QE2. I think $1650 per Sinclair's date is in the bag. From a larger prespective, you must hold gold, period!

chad
26th October 2010, 07:39 AM
options expiry is today.

next week is elections.

watch out.

mamboni
26th October 2010, 07:41 AM
options expiry is today.

next week is elections.

watch out.


You are worried about a big dip in gold?

chad
26th October 2010, 07:44 AM
i think they will hammer it down today, just hammer it down.

next week, after the elections though, i think it's going to rocket in price.

i just hope people don't get shaken out in the meantime. in 2 weeks or so, i think $1,335 is going to look really cheap.

DMac
26th October 2010, 07:55 AM
I think we are in for another paradigm shift post November elections. Something is headed our way.

Twisted Titan
26th October 2010, 08:02 AM
i think they will hammer it down today, just hammer it down.

next week, after the elections though, i think it's going to rocket in price.

i just hope people don't get shaken out in the meantime. in 2 weeks or so, i think $1,335 is going to look really cheap.





I can see another 160 bucks being added to it with a solid "floor" of 1400.

Wild times.


T

Filthy Keynes
26th October 2010, 08:02 AM
I can't get the NY Times article to load. Could you check the link and repost it? Thanks!

Twisted Titan
26th October 2010, 08:10 AM
I can't get the NY Times article to load. Could you check the link and repost it? Thanks!




Im having the same problem myself by I dont know if my laptop is on the fritz you can try this link......



http://dealbook.blogs.nytimes.com/2010/10/26/treasury-sells-negative-yield-inflation-bonds/

chad
26th October 2010, 08:14 AM
andy stern (former head of SEIU, obama economic guy) announced the other day that we need to invest social security in the stock market to get the returns we need for future unfunded obligations.

if you take SS, put it in the general fund + spend it, then print new money and go buy stocks with it "for SS," didn't you just nationalize the stock market?

the entire market will be nationalized soon.

Filthy Keynes
26th October 2010, 08:16 AM
I can't get the NY Times article to load. Could you check the link and repost it? Thanks!




Im having the same problem myself by I dont know if my laptop is on the fritz you can try this link......



http://dealbook.blogs.nytimes.com/2010/10/26/treasury-sells-negative-yield-inflation-bonds/


Oh, I see. Somehow the original link got truncated.
Here is the link to the article:
http://www.nytimes.com/2010/10/26/business/26markets.html

Thanks!

Twisted Titan
26th October 2010, 08:28 AM
Prof. Viceira referred to this deflation protection as a “deflation put.” It traces to an under-appreciated feature of TIPS: Regardless of how much deflation occurs during the term of the bond, which otherwise would translate into a negative interest rate, you still will get all your original principal back at maturity.

In other words, TIPS’ payoff is asymmetrical: Its yield grows in the event of higher inflation, but does not decline to the same extent in the event of deflation.

Spectrism
26th October 2010, 08:32 AM
I think we are in for another paradigm shift post November elections. Something is headed our way.


Exactly. It won't make logical sense now but later on we will see what they were conniving.

Ultimately, they need to segue into the new global currency, new government and new restrictions on everyone.

madfranks
26th October 2010, 08:57 AM
andy stern (former head of SEIU, obama economic guy) announced the other day that we need to invest social security in the stock market to get the returns we need for future unfunded obligations.

if you take SS, put it in the general fund + spend it, then print new money and go buy stocks with it "for SS," didn't you just nationalize the stock market?

the entire market will be nationalized soon.




So are you privatizing SS or nationalizing the market?

Neuro
26th October 2010, 09:13 AM
It seems that with these TIPS you always get screwed, but not very much, but not only do you have to expect a yield that is 0.55% below inflation, you also have to accept that the inflation numbers are statistically twisted to present a lower than real number. For instance the official inflation adjusted price of gold from the peak in 1980 would be around $2500, but the real inflation adjusted price would be around $6.500...

po14015
26th October 2010, 09:22 AM
For people who have contributions by an employer (free money) and only have 10 options to put the money into. TIPS is a very good choice.
I have seen their choices:

Aggressive Fund
Moderate Fund
Conservative Fund

Money Market Fund
TIPS Fund

TIPS have given over 10% YoY

Unless the person is willing to quit their job to pull the money out (if they are vested) then they have very limited choices. Who knows what is even being held in the other choices besides Money Market Funds?

Libertarian_Guard
26th October 2010, 03:02 PM
The first element of good government, therefore, being the virtue and
intelligence of the human beings composing the community, the most
important point of excellence which any form of government can possess
is to promote the virtue and intelligence of the people themselves.
The first question in respect to any political institutions is how far
they tend to foster in the members of the community the various
desirable qualities, moral and intellectual, or rather (following
Bentham's more complete classification) moral, intellectual, and
active. The government which does this the best has every likelihood
of being the best in all other respects, since it is on these
qualities, so far as they exist in the people, that all possibility of
goodness in the practical operations of the government depends.

Considerations on Representative Government by John Stuart Mill


http://www.gutenberg.org/catalog/world/readfile?fk_files=1460330&pageno=16