Share this page | Email | Contact Us

Special Report on

Treasury yield curve

treasury yield curve special research report Photo by
Everything depends upon proper judgment. Of ten people who examine the same chart, or listen to the same speech, each person may well understand it differently - perhaps only one of them will understand it correctly. How then should traders interpret the shape of the US Treasury yield curve, which has gone parabolic in recent weeks, steepening to its highest level since 2004? Similarly, in Australia, the Treasury yield curve is at its steepest in history. Not surprisingly, Federal Reserve officials were quick to provide a few explanations. “In recent weeks, yields on longer-term Treasury securities and fixed-rate ...
and other professional investors needing the ability to borrow securities and cash to be able to invest on a netted basis and achieve an absolute return. The business advantage to a hedge fund of using a Prime Broker is that the Prime Broker provides a centralized securities clearing facility for the hedge fund, and the hedge fund's collateral requirements are netted across all deals handled by the Prime Broker. The Prime Broker benefits by earning fees ("spreads") on financing the client's long and short cash and security positions, and by charging, in some cases, fees for clearing and/or other services. It ...
It's a Fiscal Problem, Not a Fed Problem | Red County
Ben Bernanke threw a curveball in his midterm report to Congress this week. The Fed view of the economy has been downgraded since it last reported in February. Although the official Fed forecast for 2010-11 is still 3 to 4 percent real growth, Bernanke sounded particularly gloomy when he characterized the economy as "unusually uncertain." And he indicated that the majority view of the Fed Board of Governors and Reserve Bank presidents is that the risks to growth are "weighted to the downside." But here's the disconnect. With no inflation and weaker growth, including stubbornly high unemployment, Bernanke mostly talked ... market research, surveys and trends
Bond Bull?
The High Yield Market hit its all time high annual performance in 2009, up 57. 5%. The next highest annual return was back in 1991, up 39. 2%. Usually, record breaking market performance one year (2009) is followed by much worse than average performance the next year (2010). Now some “experts” are saying “Get out before the bubble bursts” or “The US debt issuance is looking like a giant Ponzi scheme”, or “the Treasury yield curve is now the steepest it has ever been, which is signaling higher inflation”.  Their message is bond prices are dangerously high and will crash. There is no bubble. A correction? ... market research, surveys and trends


Treasuries Set for Second Weekly Loss Before Confidence Figures ...
March 12 (Bloomberg) -- Treasuries headed for a second weekly loss before an industry report that analysts said will show U.S. consumer confidence rose in March as the economy improved, helping spur demand for higher-yielding assets. U.S. government securities fell this month after Greece implemented measures to reduce the European Union’s largest budget deficit. The Treasury Department sold $74 billion of three-, 10- and 30-year debt this week as President Barack Obama borrows record amounts to sustain the economic revival. “Yields will go up later this year,” said Takashi Yamamoto, chief trader in Singapore ... industry trends, business articles and survey research
Treasury Yield Curve Steepens to Record on Debt Demand Concern ...
Dec. 24 (Bloomberg) -- Michael Pond, interest-rate strategist at Barclays Capital, talks with Bloomberg's Scarlet Fu about the outlook for the Treasury yields as the Federal Reserve ends purchases of mortgage and agency securities. Pond also discusses the outlook for the dollar, U.S. Treasury auctions and investment strategy. Dec. 25 (Bloomberg) -- Treasuries fell, with the difference in yields between 2- and 10-year notes widening to a record amount, as investors bet the U.S. recovery will fuel inflation and reduce demand at the government’s debt auctions. The 10-year note’s yield climbed to the highest level in ... industry trends, business articles and survey research
Treasury Yield Curve Near Lowest Since October on Inflation
July 1 (Bloomberg) -- The difference in yields between two- and 10-year Treasury notes narrowed to the least since October on speculation a slowing economy raises the risk of deflation. The 10-year yield stayed below 3 percent for a third day, a level not seen since April 2008, as Goldman Sachs Group Inc. said the inflation rate is headed toward zero, giving investors confidence to buy longer-dated securities. China’s manufacturing growth slowed in June more than economists predicted. A report tomorrow will probably show that the U.S. lost jobs last month, according to a Bloomberg survey of economists. “We’ve ... market trends, news research and surveys resources
Treasury Yield Curve Near Lowest Since October Before Job Data
July 7 (Bloomberg) -- Treasury two-year note yields were within three basis points of the all-time low as evidence of slowing economic growth drove equity markets lower and underpinned demand for the relative safety of U.S. debt. Ten-year yields were at almost their lowest level this year as the Nobel Prize-winning economist Paul Krugman said yesterday the U.S. economy faces a “long siege” and a report showed expansion of U.S. service industries slowed in June. The U.S. lost jobs last month for the first time this year, the Labor Department’s payrolls report showed July 2. “The economic data have been ... market trends, news research and surveys resources


The US Treasury Yield Curve: 1961 to the Present
is usually inferred from the Treasury yield curve. It is therefore ... run Treasury yield curve based on a large set of outstanding Treasury notes and bonds ... technology research, surveys study and trend statistics
U.S. Treasury - Daily Treasury Yield Curve
30-year Treasury constant maturity series was discontinued on February 18, 2002 and reintroduced on February 9, 2006. From February 18, 2002 to February 8, 2006, Treasury published alternatives to a 30-year rate. See Long-Term Average Rate for more information. Treasury discontinued the 20-year constant maturity series at the end of calendar year 1986 and reinstated that series on October 1, 1993. As a result, there are no 20-year rates ... technology research, surveys study and trend statistics
Economic Determinants of the Nominal Treasury Yield Curve
the Treasury yield curve. 4. Strategies for identifying structural shocks. According to the evidence of section 3, a large fraction of the interest rate ...
  1. profile image AmyBondBuyer The SF PUC sold $344.2M of BABs as the long end of the muni curve stayed above the long Treasury yield. #ARRA #bond
latest webinars
  1. The Future of U.S. Pension Financing — Lessons From Europe
  2. Answers to your questions about bonds
Join these Webinars to learn more about current research, trends and surveys.
WikiAnswers - What is the yield curve
The yield curve is the relationship between an interest rate and the time to maturity for a given debt. Typical debts may be U.S. Treasury debt instruments (T-Bills, T-Notes, etc.) or the LIBOR lending rate. A yield curve is normally upward sloping, where short term lending would pay a lower rate (since it incurs less risk on the part of the borrower) compared to longer term lending (which places more risk on the borrower). In general the longer amount of time the lender loans money, the more that it earns as a result. However, yield curves -- adjusted daily -- can vary in their shape depending on current economic conditions, ...
Is the yield curve broken? | Ask MetaFilter
and others, US Government Securities Yield Curve is an excellent predictor of the future of the U.S. economy. Specifically, an inverted yield curve (the rates on short term Treasury bills are higher than the rates on long term Treasuryy notes) is supposed to be very good at forecasting trouble ahead. Right now , in the midst of all this turmoil in our economy, the spread between 3-month T-bills and 30-year notes is more than 3 percent, which some call a sign of economic health. But this defies common sense, because we're headed for a recession. Or are we? Shouldn't the yield curve be flat or inverted now? Is something ...