- Extraordinary gains in the 3Y US Treasury Note
- Gordon said it’s the Tier 1, stupid! Henry obliged. G20 suggested €1tr fiscal policy. How do you reconcile this with 30Y TIPS at 2.90% yield?
- Why yield curves tilt?
- A Source-Sink model to gauge pressure in interest level
- A Heatmap helps envisage rapidly, through colors, market conditions
US 3Y Treasury Note realized extraordinary gains when compared with its 5 day moving average. It looks as if there is not much upside left. This represented a price hike of 1.71%. The 30Y Bond suffered 2.04% as the tilt of the yield curve increased tilt yesterday and the Japanese woke up calm this morning. This will probably influence European markets.
| Heatmap |
Yields |
|
|
|
|
Volatility |
|
|
|
| US Treasury |
-10M |
-2M |
-1M |
-1W |
-T |
-10M |
-2M |
-1M |
-1W |
| 2Y |
2.86 |
1.75 |
1.49 |
1.29 |
1.24 |
0.03 |
0.06 |
0.08 |
0.08 |
| 3Y |
3.41 |
2.85 |
2.69 |
2.21 |
1.62 |
0.03 |
0.10 |
0.21 |
0.54 |
| 5Y |
3.43 |
2.77 |
2.62 |
2.47 |
2.43 |
0.03 |
0.06 |
0.08 |
0.12 |
| 10Y |
4.07 |
3.79 |
3.77 |
3.76 |
3.86 |
0.02 |
0.05 |
0.08 |
0.16 |
| 30Y |
4.55 |
4.27 |
4.22 |
4.24 |
4.36 |
0.02 |
0.04 |
0.07 |
0.15 |
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