Tag Archives: nasdaq

Market Lab Report – Premarket Pulse 5/23/16

Major averages shot higher Friday morning before giving back some of their gains on higher, triple witching options-expiration volume. The S&P 500 came up near to its 50-day moving average before heading back down as it stalled on lighter volume. A number of Fed members have spoken including: – Eric Rosengren who said the U.S. is “on the verge” of meriting a June interest-rate hike. – John Williams who recently reiterated his prior view that two to three rate hikes could be appropriate in 2016 with three to four being possible in 2017. – James Bullard, who questioned market expectations for future hikes. Bullard also voiced his confidence in recent employment figures, stating that the U.S. labor market is “at or beyond full employment.” Despite the hawkish commentary, the UK Brexit vote takes place about a week after the June Fed meeting, so it’s unlikely the Fed will raise rates at that meeting. Fed futures put the odds at 26%. Weekend updates on both the short and long side of individual stocks were sent out to members this weekend. Members should be prepared to move with the market in either direction as the indexes sit at near-term support. A strong move back up through their 50-day moving averages by the S&P 500 and the NASDAQ Composite could signal the start of a new upside move, while a significant breach of support would indicate that downside risk is increasing.

Bond ETFs To Play If Fed Hikes In June

With the U.S. economy on the mend after a lukewarm Q1, a Fed rate hike possibility in June is back on the table. At least, the latest Fed minutes suggest that. A spate of stronger U.S. economic data in the field of retail, consumer sentiment, inflation and housing must have boosted the Fed’s confidence. The labor market and the manufacturing sector also seem sound. However, the June hike possibilities came as a shock to investors as they grossly shifted back the timeline of a hike in the wake of moderation in U.S. growth. Whatever the case, further Fed rate hikes are likely to bring in changes in investing sentiments. Against this backdrop, those who have started speculating a sooner-than-expected hike in the Fed interest rates must be worrying about the stability of their fixed income holding. Investors should note that yields on short-term bonds started to move higher since the release of the minutes. The yield on three-month bonds was 0.31% on May 19, 2016, up 3 bps from the yield recorded on May 17, 2016. Fixed-income investing has enjoyed a great show so far in 2016, especially in the longer part of the yield curve. However, the prospect of rising rates and risks to capital gains of bond holdings have left investors jittery about the safety of their portfolio. Given the situation, many investors are definitely pulling their money out of the bond market. At a time like this when investors are extremely cautious about rising rate risks and stock market volatility, investments in the below-mentioned bond ETFs can be intriguing bets. WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration ETF (NASDAQ: HYND ) If investors are worrying about interest rate risks, negative duration bonds may come to rescue. Plus, this fund offers substantial yields which can easily beat out the benchmark yield. In addition, risks over junk bond investing are easing now with the ongoing energy sector recovery. This fund tracks the BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index. The benchmark is a combination of the long and short portfolio. The long portfolio mirrors the BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained Index, targeting non-investment grade corporate debt securities issued in the U.S. and maturing in five years. The short portfolio holds the short positions in U.S. Treasuries that surpasses the duration of the long portfolio, resulting in a targeted total duration of about negative 7 years. The fund puts heavy focus on junk bonds. It has a fee of 48 bps. The fund yields 4.55% annually (as of May 19, 2016). Sit Rising Rate ETF (NYSEARCA: RISE ) The ETF looks to track the performance of a portfolio comprising exchange-traded futures contracts and options on futures on two-, five- and 10-year U.S. Treasury securities weighted to attain the targeted negative 10-year average effective portfolio duration. Through this method, the ETF would see a 10% price appreciation with a 1% rise in U.S. Treasury yields. SPDR DoubleLine Total Return Tactical ETF (NYSEARCA: TOTL ) TOTL, an actively managed fund, has its foundation based on the principles of the DoubleLine’s sought-after investment research. The product seeks total return, while emphasizing income by investing in a global portfolio of fixed income securities of various maturities and ratings, though more-or-less 10% of the portfolio goes to the international arena. The fund looks to utilize various investment strategies in a broad array of fixed income sectors. It puts about 55% of assets in mortgage-backed securities. The fund charges 55 bps in fees. The fund has a modified adjusted duration of 3.90 years while its current yield stands at 2.58% (as of May 19, 2016). VanEck Vectors Investment Grade Floating Rate ETF (NYSEARCA: FLTR ) Floating rate notes are investment grade bonds that do not pay a fixed rate to investors but have variable coupon rates that are often tied to an underlying index (such as LIBOR) plus a variable spread depending on the credit risk of issuers. Since the coupons of these bonds are adjusted periodically, these are less sensitive to an increase in rates compared to traditional bonds. Investors can thus play the theme with FLTR. Effective duration of the fund is as low as 0.13 years. SPDR Barclays 1-10 Year TIPS ETF (NYSEARCA: TIPX ) The fund looks to track the Barclays 1-10 Year Government Inflation-linked Bond index. Since the inflation picture is improving in the U.S. and a solid inflationary outlook is a prerequisite of the Fed tightening policy, this TIPS ETF can be considered a good bet. The fund has moderate interest rate risk as noted by modified adjusted duration of 4.71 years. SPDR Nuveen Barclays Capital Build America Bond ETF (NYSEARCA: BABS ) Investors should note that the short-term bond ETFs would be under greater pressure if the Fed acts in June. The yield on the 10-year U.S. Treasury note actually fell 2 bps to 1.85% on May 19, 2016 from the earlier day while the yield on three-month treasury notes increased by one basis point. This pattern should help long-term bond investing. For this reason, we chose this muni bond ETF which yields about 3.15% annually (as of May 19, 2016). These bonds are safer than high-yield corporate bonds. Original Post