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by jonplackett 2500 days ago
Can someone explain simply how they make money doing this?

Or how the institutional investors they mention make money?

2 comments

Ill try.. danish morgages are based on bonds, just like government bonds, but realestate instaed. So the issuer just takes a small cut, dosent matter for them if rates are 10% or negatve 1%, (they take about 0,6%).

Now who buys the bonds then and “loose” money? Mostly institions, pensionfunds, corporations and normal investors. They take on theese investors, because they have to.. rates in banks are even lower (even more negativ), and deposits are only insured for about 100.000euro. These bonds, while negative, are more secure, and less negative.

Why don't they buy gold or some other asset that does not lose money like this?
People keep missing the rate. The effective annual rate of the loan is 2% because you don’t get the full amount payed out/ the principle is higher than the loaned amount.

This is effectively saying that someone is willing to loan you 1mil, and pay you negative interest on a loan of 1.1mil as long as you pay a fixed payback per month. So end of line you still payed more than you got, but every month instead of paying a bit more than your fixed payback, it’s slightly lower. Bank still makes money selling you the loan, investors still get more money back than they invest. Only thing noteworthy is that some of the math that used to be related to the fixed monthly positive interest is now covered by the upfront rate of getting the loan.

> investors still get more money back than they invest

No, they don’t. That’s the point. The reference rate is negative because the investors are buying bonds which will lose money.

They are buying at a conversion rate. So they buy for instance a 100k bond for 95k, since the the time is fixed and payments are forced, you end up guaranteed a 2.1% net interest even though the running interest on the principle from month to month is fixed.
It seems clear that the bond holders will not be getting any positive coupon and they are guaranteed to lose money. That's why this is in the news and we're talking about it.

As far as I understand the issuer cannot just sell the the bonds at 105% or whatever to account for the loss upfront with the price converging to 100% in 10 years (because these are callable bonds) and apparently they have some technical problems to implement negative coupons: "The negative callable bond is creating some technical difficulties. Jyske said it will initially be registered as a floating-rate bond until the systems of VP Securities, Denmark’s central securities depository, are adapted to handle negative coupons for fixed-rate bonds."

https://www.bloomberg.com/news/articles/2019-08-05/first-10-...

In case you think negative yields cannot happen, it is definitely possible. Many government and corporate bonds in Europe are trading at a price which is above the value of the nominal plus all the remaining coupons.

Germany has issued last month zero-coupon bonds which were sold above par and they are trading now at 106.87 euros (and the only thing you will get back if you hold them to maturity is 100 euros in 2029).

https://www.deutsche-finanzagentur.de/en/fact-sheet/sheet-de...

That actually isnt completely true.. Interest in Denmark are tax deductible, so + fees etc and after taxes, rates are effectively 0.58% to 1.51%.

This link shows loans available at my mortgage provider: https://netbank.totalkredit.dk/netbank/showStockExchange.do

The cost of storing gold isn't zero. If you have $100M of gold, you have to prevent serious organized criminals from stealing it. That can cost $500k/yr (ie, -0.5% return) for 3 shifts of security and a vault, cameras, insurance, etc.

Brinks will store it for you for 0.72%/yr. https://goldsilver.com/vault-storage/

Other assets lose money in other ways :-)

Or maybe not, but the risk exists. With a negative-yielding bond at least you know what you’re getting (as long as there is no default!).

The issuer, “realkredit” actually covers defaults, so the bonds are very secure.
Thanks, makes sense.

Well at least the explanation does, but the world is still crazy!

They borrow the money on money markets from people who will lose even more, and you get some of the upside as well.