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Muni Money Market Yields Skyrocket

September 25, 2008

Money market funds have quickly taken center stage in the real-estate-bubble-created credit crisis. Last week we saw 'safe' money market funds slip under a buck a share. A true run-on-the-bank-style panic was averted by (yet) another government scheme to calm the jittery (who are mostly institutional investors incidentally). Around $150 billion flew the money market fund coop early last week before Uncle Sam said 'keep buying increasingly questionable commercial paper, we'll pick up the losses!" Outflows dropped to just a few billion a day.

Now we're seeing tax free municipal money market fund yields skyrocket - which could be a good thing for investors. Hopefully. Tax free money market funds own debt issued by state and local governments - not corporations like the now defunct Lehman Brothers. Traditionally this is a very low risk investment, but then traditionally banks aren't failing every few days as a twenty trillion dollar real estate bubble deflates.

Today truly 'safe' money market funds that own government debt yield less than 2% (and falling). This below-inflation yield is also taxable. Municipal money market funds traditionally yield a little less than taxable money market funds, but can yield a little more after taxes to those in high tax brackets. Today this relationship is out the window. Now the unemployed will even earn a better after-tax yield in muni funds. A lot better. So much better that something just can't be right.

On Vanguard.com today, yields ranged from 1.52% for the taxable Treasury Money Market fund, to over 5% for certain single-state muni funds that let residents avoid state and federal tax on income. For those in a high tax bracket in Pennsylvania, this is like an 8%+ taxable yield on 'safe' money. Similar yield spreads can be seen on Fidelity and other money market fund manager's web sites.

How did this happen? Looking at Investment Company Institute data, in recent days money has been leaving muni money market funds faster than from taxable funds - a grave concern considering there is only about 15% as much money in muni funds. This, plus general problems in the municipal bond market partially because of Lehman's failure, has led to skyrocketing yields.

Is it safe? As we noted last year, even good money market funds can fail and break the buck if there is panic selling and nobody is left to buy the portfolio holdings - regardless of the their soundness. The same is true for municipal funds. However - and this is a big however - the government is also insuring muni money market funds from losses (according to the ICI). The coverage only includes those who bought in before September 19th, so those grandfathered in now have a 5% tax free federally insured investment while those buying in today are probably taking a risk (but if the flows of funds turns positive that risk will be negligible). Investors can tell if flows turn positive - the yields will fall back to earth.

Enjoy it while it lasts!

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