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Bond Crash of 2022 is a 'Doozy' - BofA

Published 09/23/2022, 07:20 PM
© Reuters.

By Investing.com Staff 

BofA Securities strategist Michael Hartnett is calling the current bond crash the "3rd Great Bond Bear Market", with the first being 1899-1920, and the second being 1946-1981. He said it is a "doozy" thus far. The strategist said 2022 global govt bond losses are on course for "worse since 1949 (Marshall Plan), 1931 (Credit-Anstalt), 1920 (Treaty of Versailles)."

He said the bond crash threatens credit events and liquidation of the world's most crowded trades: long US$, long US tech, long private equity. He notes true capitulation is when investors "sell what they love and own."

The strategist highlights that since August 1st US yields are +110bps, UK yields +123bps (fastest rise since ’94), German bund yields +87bps (fastest since ‘90), French OATs +83bps (fastest since ‘94). The yield surge has been driven by inflation (German PPI +46%), central banks (~300 rate hikes past 12 months), but also fiscal deficit given new era of govt bailouts in every crisis + worsening geopolitics = more military spend (war is inflationary).

Looking at weekly flows, the strategist noted inflow to cash of $30.3 billion, outflows from gold of $0.4 billion, bonds of $6.9 billion, and equities of $7.8 billion.

The firm's Bull & Bear indicator is back to max bearishness of 0.0.

Hartnett does not see the lows in stocks yet given inflation/rates/recession shocks are not over and the bond crash in recent weeks means highs in credit spreads. He would "nibble" at 3600 S&P 500, "bite" at 3300, and "gorge" at 3000.

The strategist said the bear risk is a 1987-type situation, while the bull risk is a 1975-type situation that had small-cap significantly outperform.

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