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Munis don’t strictly track Treasuries

Q

Are values of municipal bonds effected to the same extent that Treasury bonds are affected by an increase in interest rate?

J.R., Florida

A

James A. Klotz responds:

Although Treasury bonds are always the benchmark for prevailing interest rates, the actual extent to which municipal yields track Treasuries will vary.

Because of the unique factors that affect the muni market, such as supply and demand, credit quality and tax structure, there is no exact rule of thumb that applies.

Historically, tax-free bond rates have traded in a range of 85% to 93% of Treasury yields, though recently we have seen periods in which nominal muni yields have actually exceeded those of taxable government bonds.

In general, however, if Treasury bond rates move dramatically in either direction, all fixed- income markets will follow.

Jan 3, 2013

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