Overview
Last week, the markets shifted their focus from day-to-day geopolitical tensions to Kevin Warsh’s testimony to Congress. The markets and Congress are both looking for indications of the independence of the Fed with Warsh acting as Chair. However, after the Department of Justice dropped its criminal investigation into the current Chair Jerome Powell, Senator Thom Tillis announced his plans to support Warsh’s nomination. It is notable that as the market transitions from Powell to Warsh, the rate-path has remained essentially unchanged. Markets are currently anticipating Warsh will proceed as the next Federal Reserve chair with his first meeting acting as Chair on June 16-17. The Fed funds futures market is currently anticipating that rates remain unchanged at this week’s meeting and for the overnight rate to remain essentially unchanged for the next 12-months.
Over the last month, munis have generally outperformed Treasuries. Year-to-date, the Bloomberg U.S. Municipal Index, which includes investment grade tax-exempt municipal bonds, has returned 1.32% which has outperformed the Bloomberg US Treasury Index by 97bps. This outperformance is notable given the level of issuance, which is currently 10.5%, and relatively weak ratios in the intermediate portion of the municipal yield curve. Over the past month, Treasury yields were essentially unchanged while municipal yields fell approximately 15 to 20 bps per year from five to 30-years.
Insights and Strategy
Despite recent developments, investors continue be rewarded for extending out the yield curve with the steepest yield slopes in the 18-21-year maturity range. On the long-end, the yield curve becomes increasingly flat past 20-years, with a total slope of 26 bps from 21-30-years. Due to the flat tail, municipal bond investors can currently buy maturities under 20-years that yield almost 90% of the 30-year curve.
Due largely to the prolific short bid-wanted activity, municipal/Treasury ratios for one-year maturities are meaningfully higher than they were last week with ratios over 2% cheaper for 1-year and shorter maturities. Past five years, ratios are a bit lower with demand extending out the curve to the longer maturities where relative yields are more appealing. However, municipal bonds have fallen just below several important reference points along the curve. Ratios for 10-year municipal yields are under 70% of Treasuries, 20-year ratios are below 80% and 30-year ratios are below 90% of equivalent Treasuries. For investors seeking to maximize curve positioning with relative value, the 18 to 21-year part of the municipal yield curve has become tempting with slopes of 12 to 13-bps per year. Although ratios past 20-years remain attractively priced relative to Treasuries, the yield curve is very flat over these longer tenors.
This week, US state and local governments are expected to sell almost $10 billion of bonds. Notable deals include: Dana-Farber Cancer Institute Obligated Group, which plans to sell $1.4 billion of bonds; Texas State University System has scheduled $762.2 million; and the Los Angeles Unified School District plans to offer $650 million.
Herbert J. Sims & Co. Inc. is a SEC registered broker-dealer, a member of FINRA, SIPC. The information contained herein has been prepared based upon publicly available sources believed to be reliable; however, HJ Sims does not warrant its completeness or accuracy and no independent verification has been made as to its accuracy or completeness. The information contained has been prepared and is distributed solely for informational purposes and is not a solicitation or an offer to buy or sell any security or instrument or to participate in any trading or investment strategy, and is subject to change without notice. All investments include risks. Nothing in this message or report constitutes or should be construed to be accounting, tax, investment or legal advice.








