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Friday, July 30, 2010

Bearish on TLT, Buy Dec 100/93 1x2 Put Spread


-I think money will start to come out of long-term bonds due to many reasons. First, recent decline in credit default swap prices, decline in gold prices, rise in European Stock prices, Stabilization in U.S. stock prices, decline in U.S. Dollar all point to investors fears of double-dip recession continuing to subside. Second, commodities prices have also been rising of late. Wheat, corn, coffee, orange juice, copper, natural gas, etc. are all higher since May. If these trends continue, higher commodities prices could put pressure on cost inflation in coming months.
-Of course, future economic outlook is highly uncertain and even the FED seems to be concerned about of risk of deflation more so than inflation. This has to date supported bond prices. Although stronger July Chicago PMI numbers today turned the stock market around from earlier losses, bond investors are gonna wait to see more convincing signs of economic strength before they start to take money out.
-August/September PPI and CPI and upcoming jobs data would likely be the key indicators, but I believe the risks of bond prices as reflected by TLT are to the downside. I would recommend buying the Dec 100/93 1x2 put spread for $1.55.

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