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Expect More TLT Volatility

Published 07/19/2017, 02:50 PM
US500
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BARC
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TBT
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SHV
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LQD
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HYG
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JNK
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TMV
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TLT
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TMF
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TBF
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We have seen some good sized inflows into several leading fixed-income ETFs in recent days.

These include over $885 million into JNK (SPDR Bloomberg Barclays (LON:BARC) High Yield Bond, Expense Ratio 0.40%), more than $780 million into HYG (iShares iBoxx $ High Yield Corporate Bond, Expense Ratio 0.49%) and about $1 billion into LQD (iShares iBoxx $ Investment Grade Corporate Bond, Expense Ratio 0.49%).

Smaller flows include over $460 million into SHV (iShares Short Treasury Bond, Expense Ratio 0.15%) and more than $440 million into TLT (iShares 20+ Year Treasury Bond, Expense Ratio 0.15%) all within the last couple trading sessions as well.

Bonds across the board have popped in recent sessions whether we are speaking about Treasuries or Investment Grade or High Yield Corporates with HYG/JNK for example trading at new 52-week highs today. The FOMC is slated to meet again during July 25-26, and the trading in the bond markets has been choppy to say the least since the last time they met in mid June.

Initially after the rate raise during the last FOMC meeting, bond prices actually rallied for several days (and yields fell) thanks to the language supporting the rate raise and expectations going forward it seems. Will the FOMC raise rates again at the July meeting?

TLT, which, of course tracks longer duration U.S. Treasuries, with longer dated issues in the Fixed Income markets being the most sensitive to interest rate changes, has been extraordinarily volatile in the past month or so, evidenced by just a quick look at the chart of the ETF. The fund actually traded north of $128 very briefly in the days following the last FOMC meeting in June only to dip sharply and suddenly (amid a steep reversal in rates from lower to higher), and TLT actually went from trading comfortably above its 200 day to in danger of violating the average within just six or seven trading sessions following its recent peak level above $128.

But, as recent buying in the fund may suggest, Treasuries (and other bonds) have regained their footing in recent sessions and TLT has rallied for seven of the past eight sessions if today’s small gains in bond prices hold.

Given the recent short term volatility in Treasuries on both sides of the trade, we would expect to see interest in both the Bull and Bear levered funds in the space such as TBT (ProShares UltraShort Barclays 20+ Year Treasury, Expense Ratio 0.93%), TBF (ProShares Short 20+ Year Treasury, Expense Ratio 0.94%), TMV (Direxion Daily 20+ Year Treasury Bear 3X, Expense Ratio 1.05%) and TMF (Direxion Daily 20+ Year Treasury Bull 3X, Expense Ratio 1.08%) to name a few.

iShares 20+ Year Treasury Bond

The iShares Barclays 20+ Year Treasury Bond ETF was trading at $124.69 per share on Wednesday afternoon, down $0.06 (-0.05%). Year-to-date, TLT has gained 5.98%, versus a 11.38% rise in the benchmark S&P 500 index during the same period.

TLT currently has an ETF Daily News SMART Grade of B (Buy), and is ranked #19 of 28 ETFs in the Government Bonds ETFs category.

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