Watching High Yield Credit after the FOMC announcement Wednesday, July 31, ’19

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The JNK high-yield ETF looks the best of our three charts today, already having transcended the downward sloping trend line off the 2014 peak.

 

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The HYG is sitting just above resistance at the downward sloping trendline off the 2014 top as well. Like JNK it’s not yet a convincing breakout.

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The short-term high-yield ETF (SHYG) is trying to trade above its 200-week moving average, but like the longer-duration high-yield ETF’s HYG and JNK, it hasn’t yet broken out convincingly.

Summary / conclusion:  When the FOMC announces their decision on July 31, 2019 at 1 PM central time, I would expect the SP 500 and the major equity indices to respond positively to the 25 basis point reduction, unless the US economy is already in a recession, which would be hard to believe given jobless claims, a 3.6% – 3.8% unemployment rate, and a US consumer as strong as they are at present.

What i’ll be paying attention to is to see if these high-yield ETF’s can solidly break above these various resistance levels and sustain the moves even though all three are overbought.

Liquidity is good for credit typically, so if the high-yield asset class sells off tomorrow and the days following the FOMC announcement, it will be an important sign.

The interesting action might be in the short-end of the Treasury curve and the Treasury curve itself.

Looking at the YTD returns for corporate high-grade credit and corporate high-yield credit, YTD returns are almost identical (both just over 10% as of last Friday) thus that tells me corporate high-grade has benefited greatly from falling interest rates (i.e. longer duration) as much as the credit spreads.

I wonder if we don’t see that reverse a little bit starting Wednesday afternoon and high-yield start to show better relative performance than corporate high-grade.

Just thinking out loud.

Thanks for reading.

 

 

 

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