Spectrum

Volume 13: 3rd Quarter 2010

Mike HickeyThe Misnamed "Bond Market"
Navigating a Global Marketplace By Mike Hickey

When one thinks of the term “market,” the dominant image is a centralized physical area where multiple buyers and sellers congregate to exchange goods and services. In the financial markets, these centralized exchanges are increasingly electronic vs. physical, however, the notion of buyers and sellers congregating at pre-determined hours with an ability to see all things being offered for sale and bid for purchase is similar.

The equity market largely operates in this traditional market fashion. The bond market­—the financial market for investing in debt securities—however, does not operate in this traditional sense nor does it deserve to be defined as a singular “market.” Rather, unlike the U.S. equity market with established, well-known exchanges, nearly all of the $825 billion average daily trading volume in U.S. bonds1 is executed in a decentralized, over-the-counter market. Further, bonds come in many varieties or sectors, each generally operating with a certain dependency on one another yet, under certain market stresses, often present very different risk and rewards.

The global bond market—$91 trillion in market value and twice the size of the global equity market2—is segregated into domestic and international issues (bonds issued or traded outside their domestic currency). The majority of any country's debt issued is generally dominated by domestic issues and very often outstanding debt represents multiples of each country's respective GDP. As illustrated, the U.S. dominates the global bond market representing 34% of global debt outstanding.

When the mass media reports on the U.S. “bond market,” they are generally referencing the ~$7.5 trillion of U.S. Treasury debt outstanding. The other sectors—totaling ~$27.5 trillion or 79% of all U.S. debt outstanding—are rarely mentioned and often move in different directions than the U.S. Treasury sector. The most recent divergence occurred in 2008 as investors fled all risky investments for the safety of Treasuries.

As mentioned earlier, the various sectors of the bond market carry very different risks and rewards. Generally speaking, bond investors are concerned with three primary risks:

  1. Interest Rate Risk—the sensitivity of the price change of a bond in relation to a change in interest rates;
  2. Credit Risk—the bond issuer's ability to pay both coupon and principal in full;
  3. Liquidity Risk—the ease at which bonds can be sold.

 As investors accept more risk, the expectation is more reward potential. Historically, the largest divergence of risk/reward between the various sectors in the bond market has been between U.S. Treasuries and high yield. Excluding high yield, generally the remaining investment grade sectors historically illustrate similar performance. However, during periods of extreme market stress, even these sectors will have massive investment return differentials. For example, comparing index returns during the 2008 credit crisis, U.S. Treasuries returned +13.7% versus Corporates at -4.9% and Asset-backed securities at -12.7%. As the credit environment improved in 2009, we saw a reversal of sector performance with U.S. Treasuries returning -3.6% versus Corporates at +18.7% and Asset-backed securities at +24.7%.

 Understanding the varying risk/reward relationship among the various sectors, bond investors must consider several factors relevant to each sector. While interest rate risk, credit risk and liquidity risk are evident in all sectors, other factors including supply/demand, corporate governance, and the municipality budget and planning process are factors specific to certain sectors.

As we look ahead at bond investing, we believe certain sectors are poised to do well while others will falter. Specifically, we are optimistic on the corporate and municipal sectors, while pessimistic on U.S. government bonds. Corporate balance sheets are incredibly clean, cash and equivalents are generally high, and the overall economic environment continues to gradually improve. Corporate bond yield spreads (i.e. the additional yield over a comparable maturity U.S. Treasury) remain historically wide at +209 basis points at the end of June 2010 versus as tight as +95 basis points in June 20053. Within the corporate sector, the bank and broker-dealer sub-sectors look very attractive as credit write-downs are decreasing and we expect to see an increase in corporate banking activity going forward.

The municipal sector also looks attractive, despite overall economic weakness with high unemployment and weak consumer spending. The overall credit quality of states is very high with 45 states rated “Aa3” or higher by Moodys. Additionally, states have low to moderate debt burdens (ranging between 0% and 7% of Gross State Product), have the power to address budget gaps, and place debt service at or near the top of the ‘priority of payments' schedule. Municipal bonds tied to essential purpose revenue sources (i.e. water, power, transportation) are also attractive as these revenues are generally not as closely tied to overall economic activity. Our main concern with the municipal sector going forward are states' underfunded pension obligations estimated at ~$450bn4. While many states have begun to take action by lowering the level of benefits for new hires, increasing retirement ages, and increasing employee contributions to the plans, further action must be taken sooner rather than later.

Clearly given the outlook and volatility of the various fixed income sectors, an investment in the bond market requires much more thought and detail. While we continue to see a normalization between the sectors, we expect divergences to continue in the short-term providing investors above average returns if positioned correctly.