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BONDS The week that was.....W/E October 25, 2024.....NAV's Down Directions = Election + news

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  • edited October 19

    @WABAC, that looks like stale info for USFR.

    Website shows 30-day SEC yield 4.75%, 10/18/24.
    https://www.wisdomtree.com/investments/etfs/fixed-income/usfr

    Treasury shows FRN Index at 4.567%, 10/18/24. This is the variable rate for FRNs.

    USFR has ER of 15 bps.

    Thanks @yogibearbull. I pulled that number from Yahoo because M* seems to be stuck on Thursday asset prices for OEF's, so I wasn't sure what else was wrong there. Looks like %5.38 is the TTM yield. M* shows 4.75% for the SEC rate, if M* can be believed.

    Of main importance to me is that total return for the week and four week periods shows USFR ahead of MM's available to me. I had been rocking along with XONE, but bailed recently, as I describe elsewhere. If conditions change, it's easy enough to change with them.

  • Hi @catch22,

    Sorry to hear your back to back health / medical situations. I hope you make a full recovery and adjust to the changes.

    please reconsider the end date for this series. You can skip some weeks to attend to personal matters / vacations/ rest, etc.

    I noted TMF was subpar vs EDV for the week.
  • BaluBalu said:

    I noted TMF was subpar vs EDV for the week.

    Hard to imagine paying that much money to be 3x leveraged long.

    Might be more fun to just set the money on fire.

  • @WABAC, there is YINN for that.
  • Hi @BaluBalu
    A potential report 'end date' will always be an open consideration.

    As to TMF and EDV; well, we're seldom sure of what the 'pro' traders are attempting to do, eh? We've had about 2% of our portfolio in TMF for a few years, awaiting yield changes that would promote a decent price gain. TMF has travelled a rough chart during this period; as does its alter ego of TBT (the short position). These have always been 'hot potatoes'; but while we await pricing gains, we do have a tiny offset of a 3.33% yield. Generally, we do not enter an investment with only a 2% position, as this is not meaningful to any real support for an overall portfolio; but we took a fling and will patiently wait.
    The recent good economic news and ongoing rising inflation potentials, as well as the looming election results are likely placing more pressure on the long duration bonds. Only my 'best guess'.
  • catch22 said:

    Hi @BaluBalu
    A potential report 'end date' will always be an open consideration.

    As to TMF and EDV; well, we're seldom sure of what the 'pro' traders are attempting to do, eh? We've had about 2% of our portfolio in TMF for a few years, awaiting yield changes that would promote a decent price gain. TMF has travelled a rough chart during this period; as does its alter ego of TBT (the short position). These have always been 'hot potatoes'; but while we await pricing gains, we do have a tiny offset of a 3.33% yield. Generally, we do not enter an investment with only a 2% position, as this is not meaningful to any real support for an overall portfolio; but we took a fling and will patiently wait.
    The recent good economic news and ongoing rising inflation potentials, as well as the looming election results are likely placing more pressure on the long duration bonds. Only my 'best guess'.

    I'm totally ignorant about what you are trying to do with these moves. What do you aim for that couldn't be hit with some other type of investment?

  • Hi @WABAC
    The 2% of the portfolio in TMF is only for playing, with the hope of making a profit on the sell. I fully expected the profit side to trigger a sell, quite a while ago. The investment will not go to 0 and/or become worthless and I should have given a better look at the technical chart. The remainder of the portfolio is buttoned down fairly well to the conservative side; and not subject to playing or whims.
  • edited October 21
    On USFR, I figure that current distribution yield is between 5.00% (the last dividend only div by current price) and 5.20% (average of the last two dividends div by current price). The last div was lower than the average of the past few months.

    (Of course there's more than one way to figure current yield; your choice.)
  • catch22 said:

    Hi @WABAC
    The 2% of the portfolio in TMF is only for playing, with the hope of making a profit on the sell. I fully expected the profit side to trigger a sell, quite a while ago. The investment will not go to 0 and/or become worthless and I should have given a better look at the technical chart. The remainder of the portfolio is buttoned down fairly well to the conservative side; and not subject to playing or whims.

    OK. Thanks for trying to educate me. :)
  • @catch22,

    Check out Tradr ETFs and you may find the leveraged ETF that matches better with your timeline.
  • @BaluBalu
    It's not a timeline or timeframe; it is/was a timing problem with a perception of what I thought was going to become a rotation point for a period of time. It's time 'TMF', has not yet arrived. I will remain patient with this small position.
  • NOTE:
    My intention, at this time; is to present the data for the selected bond sectors, as listed; through the end of the year (2024). This 'end date' will take us through the U.S. elections period, pending actions/legislation dependent upon the election results, pending Federal Reserve actions and market movers trying to 'guess' future directions of the U.S. economy. As important during this period, are any number of global circumstances that may take a path that is not expected; and/or 'new' circumstances. In the 'cooking pot' we currently have the big ingredients of the middle east and also, how much damage Ukraine may inflict upon Russia and the response.
    FIRST: The NEWS is very full of elections 'news'. North Korean troops training for combat in Ukraine, to join with Russian troops. HA!, and this report that the NK troops have been issued Serbian ID cards. Right! That should take care of who is who in Ukraine. And is Lebanon entering a period of becoming a GAZA-fication relative to infrastructure and death? AND overnight reports of strategic military facility strikes (aircraft) in IRAN. Actions are reported to be done, for now. Song lyrics arise: "No where to run to, no where to hide."

    W/E October 25 , 2024..... Bond NAV's Direction = Election + news

    --- I/we don't need to make any bond fund purchases at this time; but right now the bond sector may not be a buy until the dust settles from the elections, regardless of other factors; barring outright armed conflict. 'Course, all the bond sectors in the list find their reasons for price movements, and we find 'DOWN' for this weeks pricing. Many bond sectors where negative for most of the week, with some price recovery on Thursday, and another attempt on Friday; which fizzled mid-day. So, depending on where you're 'hanging' your bond market monies, there isn't much to smile about this week . The MINT etf, to the best of my recall, has maintained a positive price for the year, each and every week; and this remains for this week.
    A few numbers for your viewing pleasure.


    NEXT:

    *** UST yields chart, 6 month - 30 year. This chart is active and will display a 6 month time frame going forward to a future date. Place/hover the mouse pointer anywhere on a line to display the date and yield for that date. The percent to the right side is the percentage change in the yield from the chart beginning date for a particular item. You may also 'right click' on the 126 days at the chart bottom to change a 'time frame' from a drop down menu. Hopefully, the line graph also lets you view the 'yield curve' in a different fashion, for the longer duration issues, at this time. Save the page to your own device for future reference. NOTE: take a peek at the right side of this graph to find the yield swings of the past week, and for the current yields for the last business day.


    For the WEEK/YTD, NAV price changes, October 21 - October 25, 2024

    ***** This week (Friday), FZDXX, MM yield continues to move with Fed funds/repo/SOFR rates; and ended the week at 4.66% yield. Fidelity's MM's continue to maintain decent yields, as is presumed with other vendors similar MM's. Theoretically, a new yield bottom is in place, until the next FED action. SO, one is still obtaining a decent MM yield. MOST MM's found a few hundreds basis drop in yield for the week.

    --- AGG = -.93% / +2.09% (I-Shares Core bond), a benchmark, (AAA-BBB holdings)
    --- MINT = +.06% / +4.90% (PIMCO Enhanced short maturity, AAA-BBB rated)
    --- SHY = -.21% / +3.42% (UST 1-3 yr bills)
    --- IEI = -.68% / +2.36% (UST 3-7 yr notes/bonds)
    --- IEF = -1.09% / +1.02% (UST 7-10 yr bonds)
    --- TIP = -1.00% / +2.87% (UST Tips, 3-10 yrs duration, some 20+ yr duration)
    --- VTIP = -.29% / +4.40% (Vanguard Short-Term Infl-Prot Secs ETF)
    --- STPZ = -.41% / +4.18% (UST, short duration TIPs bonds, PIMCO)
    --- LTPZ = -2.33% / -.31 % (UST, long duration TIPs bonds, PIMCO)
    --- TLT = -1.84% / -4.04% (I Shares 20+ Yr UST Bond
    --- EDV = -2.50% / -7.53% (UST Vanguard extended duration bonds)
    --- ZROZ = -2.69% / -9.70% (UST., AAA, long duration zero coupon bonds, PIMCO
    --- TBT = +4.03% / 16.31% (ProShares UltraShort 20+ Year Treasury (about 23 holdings)
    --- TMF = -5.87% / -24.63% (Direxion Daily 20+ Yr Trsy Bull 3X ETF (about a 2x version of EDV etf)
    *** Additional important bond sectors, for reference:
    --- BAGIX = -.88% / +2.65% Baird Aggregate Bond Fund (active managed, plain vanilla, high quality bond fund)
    --- LQD = -1.30% / +2.10% (I Shares IG, corp. bonds)
    --- BKLN = +.12% / +6.66% (Invesco Senior Loan, Corp. rated BB & lower)
    --- HYG = -.65% / +7.24% (High Yield bonds, proxy ETF)
    --- HYD = -1.04%/+4.38% (VanEck HY Muni)
    --- MUB = -.85% /+.92% (I Shares, National Muni Bond)
    --- EMB = -1.18%/+6.40% (I Shares, USD, Emerging Markets Bond)
    --- CWB = -.67% / +8.34% (SPDR Bloomberg Convertible Securities)
    --- PFF = -1.46% / +10.78% (I Shares, Preferred & Income Securities)
    --- FZDXX = 4.66% yield (7 day), Fidelity Premium MM fund

    *** FZDXX yield was .11%, April,2022. (For reference to current date)

    Comments and corrections, please.
    Remain curious,
    Catch

  • Rate moves from mid-September have been dramatic. See StockCharts for 10y and 2y (bottom panel).
    https://stockcharts.com/h-sc/ui?s=$TNX&p=D&b=5&g=0&id=p52065233779
  • Hi @yogibearbull
    Yes, absolutely dramatic. I've watched percentage changes in yields ranges as another view method; versus actual pricing.
    In the Treasury yield chart link I include; the UST 10 year shows the measure.

    --- Sept. 16 yield at 3.62%
    --- Oct. 25 yield at 4.25%

    This is a +17.4% change !!!

    Anyone here would be pleased with such an investment gain in this timeframe.

  • edited October 27
    Ed Yardeni suggested that the Bond vilgilantees are back. Think @WABAC posted that question earlier.

    It is nuts. The 10-year Treasury yield increases by 63 basis points to 4.25% since the FED announced a 50 basis point rate cut in September meeting.

    https://yardeniquicktakes.com/bond-vigilantes-started-voting-early/
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