Interest Rates 02 (Nov 14 - Dec 24)

Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon Apr 29, 2019 9:33 am

INTEREST RATES

Threat level: Yellow. No current inversion. One prior inversion of 3 month/10 year but it was just 2 days. Curve is flat at the short end but still upward sloping.

The 3 month yield versus the 10 year: Spread drops 2BP to 8BP

The 2 year versus the 10 year: Spread rises 2BP to 22BP

10 year: 2.50% versus 2.536%
3 month: 2.423% versus 2.429%
2 year: 2.286% versus 2.33%

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon May 06, 2019 8:17 am

INTEREST RATES

Threat level: Yellow. No current inversion. One prior inversion of 3 month/10 year but it was just 2 days. Curve is flat at the short end but still upward sloping.

The 3 month yield versus the 10 year: Spread fell 1BP to 10BP

The 2 year versus the 10 year: Spread falls 1BP to 19BP

10 year: 2.530% versus 2.547%

3 month: 2.434% versus 2.437%

2 year: 2.339% versus 2.345%

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon May 06, 2019 8:17 am

INTEREST RATES

Threat level: Yellow. No current inversion. One prior inversion of 3 month/10 year but it was just 2 days. Curve is flat at the short end but still upward sloping.

The 3 month yield versus the 10 year: Spread fell 1BP to 10BP

The 2 year versus the 10 year: Spread falls 1BP to 19BP

10 year: 2.530% versus 2.547%

3 month: 2.434% versus 2.437%

2 year: 2.339% versus 2.345%

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon May 13, 2019 7:21 am

INTEREST RATES

Threat level: FLASHING Yellow. No current inversion but close. One prior inversion of 3 month/10 year but it was just 2 days. Curve is flat at the short end but still upward sloping.

The 3 month yield versus the 10 year: Spread rises 1BP to 3BP. Still too damn close.

The 2 year versus the 10 year: Spread rises 1BP to 20BP

10 year: 2.473% versus 2.451%

3 month: 2.431% versus 2.432%
2 year: 2.272% versus 2.262%

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Thu May 16, 2019 8:49 am

The German 10-year yield hit the lowest level since 2016--negative 10 basis points.

And the Japanese 10-year yield traded down to negative 5 basis points today.

Source: Forbes
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon May 20, 2019 12:35 am

INTEREST RATES

Threat level: RED. 10 year, 5 year, and 2 year are below the 3 month treasury. This is the second 10 year/3 month inversion this year. The positive: the 2 year/10 year is not inverted.

The 3 month yield versus the 10 year: Spread is flat from 1BP.

The 2 year versus the 10 year: Spread holds at 20BP

10 year: 2.393 versus 2.394%

3 month: 2.393% versus 2.401
2 year: 2.198% versus 2.194%

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon Jun 03, 2019 8:09 am

INTEREST RATES

Threat level: Red-ish. 3 month/10 year spread inverts a third time. 5 year, and 2 year are below the 3 month treasury. Third 10 year/3 month inversion this year. The positive: the 2 year/10 year is not inverted.

The 3 month yield versus the 10 year: Spread climbs 6BP to -22BP. Widest by far of this bout of inversion.

The 2 year versus the 10 year: Spread climbs 6BP to 21BP. This is healing itself.

10 year: 2.133 versus 2.217%. Bonds continue surging. TLT is up over 5 points this week with a breakout and rally from its short cup with handle. A bit overbought so bonds likely come back some this week.

3 month: 2.354% versus 2.378%
2 year: 1.924% versus 2.067%

Historical: the last sub-2% rate was in November 2016 (1.867%). Last trade over 3% was November 2018. 2.6% for quite some time, then yields started higher, first run from November to January, then mid-March.

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Mon Jun 10, 2019 8:49 am

INTEREST RATES

Threat level: Red-ish. 3 month/10 year spread inverts a third time. 5 year, and 2 year are below the 3 month treasury. Third 10 year/3 month inversion this year. The positive: the 2 year/10 year is not inverted.

The 3 month yield versus the 10 year: Spread rose 1BP to -19BP. -26BP was the high water mark on this particular move.

The 2 year versus the 10 year: Spread fell 3BP to 23BP. Made it to 26BP. Still healing itself.

10 year: 2.084% versus 2.13%

3 month: 2.277% versus 2.316%
2 year: 1.851% versus 1.875%

Source: Investment House
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby winston » Sun Jun 16, 2019 9:35 pm

INTEREST RATES

Threat level: Red-ish. 3 month/10 year spread inverts a third time. 5 year, and 2 year are below the 3 month treasury. Third 10 year/3 month inversion this year. The positive: the 2 year/10 year is not inverted.

The 3 month yield versus the 10 year: Spread rose 1BP to -19BP. -26BP was the high water mark on this particular move.

The 2 year versus the 10 year: Spread fell 3BP to 23BP. Made it to 26BP. Still healing itself.

10 year: 2.084% versus 2.13%

3 month: 2.277% versus 2.316%
2 year: 1.851% versus 1.875%

Source: Investment House
It's all about "how much you made when you were right" & "how little you lost when you were wrong"
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Re: Interest Rates 02 (Nov 14 - Dec 19)

Postby behappyalways » Thu Nov 21, 2019 4:45 pm

2019.11.17【文茜世界財經週報】 負利率債務規模暴增 學者憂衝擊全球金融體系
https://www.youtube.com/watch?v=rfDBKmy ... xu&index=1
血要热 头脑要冷 骨头要硬
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