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Long bonds offer attractive real yields

The bull case presented for long-dated US Treasuries is that they offer attractive real yields while serving as a hedge against underpriced recession risks.

The argument

The guest argued that a 5% nominal and 2.7% real yield on the long bond provides a solid cushion. Furthermore, weakening labor markets and contracting real wages are expected to trigger demand destruction, leading to lower inflation and a potential recession.

The thesis, stress-tested
✓ What validates it
  • Contraction in real consumer spending
  • Non-farm payrolls or household surveys showing sustained employment weakness
  • CPI dropping faster than consensus expectations
▸ Risks discussed
  • Continued high government deficits and debt issuance could pressure bond prices
  • Persistent structural inflation could erode real yields
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TLT: Long bonds offer attractive real yields · Zortix