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A Comprehensive Guide to U.S. Securities

Investment portfolios often include a certain percentage of low-risk investments. Low-risk doesn't mean neglecting returns; generally, we hope it can outperform inflation. This is where government bonds come in, which can be considered risk-free assets. They are influenced by factors such as economic performance, monetary policy, and risk appetite.

There are two main types of U.S. Treasuries: Savings Bonds (including I Bonds and EE Bonds) and Marketable Securities (such as 5-year TIPS and 20-Year Bonds). Both are generally not subject to state taxes but require annual federal tax reporting.

Let's start with marketable securities. These bonds require us to bid in auctions. Upcoming auctions can be viewed here. The minimum purchase is usually $100 and increases in increments of $100. Bids are divided into two types: competitive bid and non-competitive bid. Competitive bids allow you to participate with the desired return (though you may not win anything), while non-competitive bids mean you accept the final auction rate. Auction results can be viewed here. Competitive bids generally need to be submitted through a broker, with a maximum purchase of 35% of the offering amount. Non-competitive bids can be directly purchased on TreasuryDirect, with a maximum purchase of $10 million; nonetheless, it's generally not recommended because if you want to sell before maturity, you'll need to transfer the securities to a broker and won't be able to trade directly on TreasuryDirect.

I'd like to highlight Treasury Bills, TIPS, and Treasury Bonds among marketable securities. Treasury Bills have short terms ranging from 4 weeks to 52 weeks, making them a good option for parking money you won't need in the short term while earning decent interest. Interest is paid at maturity. Many people are confused about how their rates are calculated. For example, if the Treasury auctions a bond with a face value of $100 that matures in 8 weeks and the winning bid price is $99.3, the High Rate is \frac{100-99.3}{100}\cdot\frac{360}{56}=4.5\%, and its Investment Rate is \frac{100-99.3}{99.3}\cdot\frac{365}{56}\approx 4.595\%.

TIPS have terms of 5, 10, or 30 years with interest paid semiannually. TIPS protect holders from inflation. The coupon rate is fixed (always greater than 0.125%), but the principal is adjusted by the Index Ratio (based on CPI). For instance, if a $100 5-year TIPS with a 2.125% coupon rate has an Index Ratio of 1.01769 at the next interest payment date of October 30th, the interest received would be 100\cdot 1.01769\cdot\frac{0.02125}{2}\approx 1.0813 dollars. Note that the Index Ratio of TIPS can be less than 1! TIPS yields represent real interest rates and are highly negatively correlated with precious metal prices.

Treasury Bonds have long terms, 20 or 30 years, with interest paid semiannually. The coupon rate is fixed and relatively high (always greater than 0.125%). If the yield is higher than the interest rate, then the price is lower than par value, and vice versa. Note that the "High Yield" on the TreasuryDirect website refers to "All tenders at lower yields were accepted in full," while "Low Yield" refers to "5% of the amount of accepted competitive tenders was tendered at or below that yield."

Now, let's talk about Savings Bonds, which differ significantly from marketable bonds:

  • They are 30-year non-transferable bonds but can be redeemed early: no redemption within 1 year, a penalty of 3 months of interest for 1 to 5 years, and no penalty after 5 years.

  • Each SSN can purchase up to $10,000 of EE Bonds and $10,000 of I Bonds annually.

  • Federal tax reporting can be done annually or deferred until withdrawal.

  • Interest is paid monthly and compounded semiannually.

Here's a breakdown of their rates:

Like TIPS, I Bonds also protect holders from inflation. Their rates change every May and November, calculated as: \text{Fixed Rate} + \left(2 \times \text{Semiannual Inflation Rate}\right) + \left(\text{Fixed Rate} \times \text{Semiannual Inflation Rate}\right). For example, If the semiannual inflation rate is 0.95% and the fixed rate is 1.2%, then the I Bonds interest rate is 1.2\%+0.95\% \cdot 2+1.2\% \cdot 0.95\%=3.1114\% \approx 3.11\%.

EE Bonds have a fixed rate for 20 years, which may change in the last 10 years of the 30-year term. While EE Bonds typically have lower interest rates, the Treasury guarantees that their value will double after 20 years. If the fixed rate can't achieve this, the Treasury will make up the difference. Thus, if the annual rate is x, solving the equation \left(1+\frac{x}{2}\right)^{40}=2 yields that the annual rate for 20-Year Bonds, compounded semiannually, is at least x \approx 3.496\%.

You may have noticed that I Bonds are similar to TIPS, and EE Bonds are similar to 20-Year Bonds. How should we choose?

For I Bonds and TIPS, If deflation doesn't occur, TIPS will generally outperform I Bonds. On the other hand, TIPS taxation can be complicated due to phantom income. I think I Bonds with a fixed rate above 1% are worth considering, as are TIPS with recent rates around 2%. For EE Bonds and 20-Year Bonds, I usually check the 20-Year Bond rate. If it exceeds 3.5%, I'll consider 20-Year Bonds.

Remember, higher interest rates don't always mean better investments! It depends on your cash flow, when you need the money, and whether you want to defer taxes.