Sunday, January 4, 2009

Get Out Now! (Barron's)

"The bubble in Treasuries looks ready to pop, sending prices on government debt sharply lower. But just about every other corner of the bond market beckons -- and could provide competitive returns with stocks, even if the equity markets have a strong 2009."


http://online.barrons.com/article/SB123094029415750267.html?mod=ba_mp_view

My Comments: I agree with the basic thrust of this article. Risk-reward favors shorts in U.S. treasuries. But to reduce the downside risk, I am keen to play it through break-evens. 10-year break-evens imply virtually no inflation. The market’s price escalation outlook seems at variance with the current level of 10-year real yields. If rates decline further, inflation protected securities should keep pace with nominals. More likely, there will be a vicious sell-off in nominal bonds at some stage.

No comments: