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US10Y

Government Bonds Yield Spread (Multiple Selection)This indicator shows Government bonds yield spread which is the difference between two government bonds yield. Country codes and terms(year) are parameterized as listed below so you can combine & compare multiple government bonds as per your needs. Country: U.S. Japan Australia New Zealand U.K. Germany Canada Switzerland Terms: 2 year 5 year 10 year 20 year 30 year Sample chart AUDNZD Daily Chart As RBNZ’s rate hike has been expected, the yield spread between Australia’s bond and New Zealand’s bond has been increasing with a downtrend of AUDNZD ——————— 国債利回りの金利差を表示するインジケーターです。 国と国債の期間を変数化しているので、必要に応じて複数の国の異なる期間の国債利回りの金利差を表示することができます。 国: アメリカ 日本 オーストラリア ニュージーランド イギリス ドイツ カナダ スイス 期間: 2年債 5年債 10年債 20年債 30年債 サンプルチャート AUDNZDの日足チャートです。 RBNZによる利上げ期待が高まる中、両国の金利差が広がり、下降トレンドを形成しています。
Pine Script™ indicator
by FX365_Thailand
6
U.S. 10 Year Treasury Yield Changes MonitorJapanese below / 日本語説明は下記 Hello traders, I guess not a few traders have difficulties these days in market due to US government bond’s yield fluctuation. Yesterday dollars strong, today dollars weak… so what’s next? In order to catch up US treasury yield situation, I have developed this indicator which shows changes in 10 year treasury yield. It calculate changes from last candle stick in percentage based on timeframe you open. If changes(%) cross over/under upper band/lower band(can be parameterized), signal will be shown. (Alert can be set, too) The following chart is AUDUSD 4 hour chart. It’s been sideways since begining of Mar. Looking at this, some tendencies can be observed. If 10 year treasury yield changes more than 2%(upper band/lower band), rates tend to turn the way most probably due to US dollars’ strong buying/selling pressure. This trend might go on until the yield situation gets stable and what we can do is to closely monitor this yield changes and try not to enter a trade within sideways until the market signal clear directional movement. Hope this helps. ————— 昨今の米国長期金利の動向に左右される相場の状況を踏まえ、米国10年国債利回りの変動率を表示するインジケーターを作成しました。 表示しているタイムフレームに応じて、最後のローソク足からの変化率をオシレーターとして表示します。(必然的に分足等の短い時間軸では意味をなさないと思いますので最低でも1時間、基本は4時間足以上で見るのが適していると思います。) 変動率がアッパーバンド、ロワーバンド(設定可能)を超えた時にシグナル、アラートを設定することが可能です。 以下のチャートは豪ドル/ドル(AUD/USD)の4時間足です。 3月月初からはレンジであることが見て取れると思います。 3月以降の利回り変化率とレートの兼ね合いを見ると、変動率がプラスマイナス2%(上下バンドのライン)を超える変動があると、ドル買い方向、ドル安方向に転換していくこと傾向を見ることができます。 長期金利の動向が安定するまではこうしたレンジの状態が続く可能性もあり、明確な方向性が出るまで手を出さないというのも手かもしれません。
Pine Script™ indicator
by FX365_Thailand
Vicious Mortgage Rates V1.0A script that contains real time mortgage rates from Wells Fargo using the QUANDL data link. Use this lower indicator with US10Y or others on the top. VIX will be added as well to help inform and predict. List of Available Mortgage Interest Rates including APR or IR (Interest Rate) *NOTE* : Not all indicators are up and running yet but will be very soon. INDICATOR|CODE Purchase Rate Conforming Loan 30-Year Fixed Rate Interest Rate|PR_CON_30YFIXED_IR Purchase Rate Conforming Loan 30-Year Fixed Rate APR|PR_CON_30YFIXED_APR Purchase Rate Government Loan 30-Year Fixed-Rate FHA Interest Rate|PR_GOV_30YFIXEDFHA_IR Purchase Rate Government Loan 30-Year Fixed-Rate FHA APR|PR_GOV_30YFIXEDFHA_APR Purchase Rate Conforming Loan 15-Year Fixed Rate Interest Rate|PR_CON_15YFIXED_IR Purchase Rate Conforming Loan 15-Year Fixed Rate APR|PR_CON_15YFIXED_APR *Purchase Rate Conforming Loan 7/1 ARM Interest Rate|PR_CON_71ARM_IR *Purchase Rate Conforming Loan 7/1 ARM APR|PR_CON_71ARM_APR *Purchase Rate Conforming Loan 5/1 ARM FHA Interest Rate|PR_CON_51ARM_IR *Purchase Rate Conforming Loan 5/1 ARM FHA APR|PR_CON_51ARM_APR Purchase Rate Government Loan 5/1 ARM FHA Interest Rate|PR_GOV_51ARMFHA_IR Purchase Rate Government Loan 5/1 ARM FHA APR|PR_GOV_51ARMFHA_APR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate Interest Rate|PR_LARGERCON_30YFIXED_IR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate APR|PR_LARGERCON_30YFIXED_APR Purchase Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA Interest Rate|PR_LARGERGOV_30YFIXEDFHA_IR Purchase Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA APR|PR_LARGERGOV_30YFIXEDFHA_APR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM Interest Rate|PR_LARGERCON_71ARM_IR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM APR|PR_LARGERCON_71ARM_APR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate Interest Rate|PR_JUMBO_30YFIXED_IR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate APR|PR_JUMBO_30YFIXED_APR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM Interest Rate|PR_JUMBO_71ARM_IR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM APR|PR_JUMBO_71ARM_APR Refinance Rate Conforming Loan 30-Year Fixed Rate Interest Rate|RR_CON_30YFIXED_IR Refinance Rate Conforming Loan 30-Year Fixed Rate APR|RR_CON_30YFIXED_APR Refinance Rate Government Loan 30-Year Fixed-Rate FHA Interest Rate|RR_GOV_30YFIXEDFHA_IR Refinance Rate Government Loan 30-Year Fixed-Rate FHA APR|RR_GOV_30YFIXEDFHA_APR Refinance Rate Conforming Loan 15-Year Fixed Rate Interest Rate|RR_CON_15YFIXED_IR Refinance Rate Conforming Loan 15-Year Fixed Rate APR|RR_CON_15YFIXED_APR *Refinance Rate Conforming Loan 7/1 ARM Interest Rate|RR_CON_71ARM_IR *Refinance Rate Conforming Loan 7/1 ARM APR|RR_CON_71ARM_APR *Refinance Rate Conforming Loan 5/1 ARM Interest Rate|PR_CON_51ARM_IR *Refinance Rate Conforming Loan 5/1 ARM APR|PR_CON_51ARM_APR Refinance Rate Government Loan 5/1 ARM FHA Interest Rate|RR_GOV_51ARMFHA_IR Refinance Rate Government Loan 5/1 ARM FHA APR|RR_GOV_51ARMFHA_APR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate Interest Rate|RR_LARGERCON_30YFIXED_IR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate APR|RR_LARGERCON_30YFIXED_APR Refinance Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA Interest Rate|RR_LARGERGOV_30YFIXEDFHA_IR Refinance Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA APR|RR_LARGERGOV_30YFIXEDFHA_APR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM Interest Rate|RR_LARGERCON_71ARM_IR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM APR|RR_LARGERCON_71ARM_APR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate Interest Rate|RR_JUMBO_30YFIXED_IR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate APR|RR_JUMBO_30YFIXED_APR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM Interest Rate|RR_JUMBO_71ARM_IR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM APR|RR_JUMBO_71ARM_APR QUANDL:FRED/MORTG Feature to be Added: Trending Oscillators Alerts www.quandl.com
Editors' picks
Pine Script™ indicator
by TheViciousVB
4
Stability Max OverloadStability Max Overload was created in another script I have been working on found below. I have broken the code down to only display the Stability features. What this is: I was trying to find a way that could in some form display the Stability or Instability of the US Treasuries Bond Market. To try and help me do that, I came up with 3 values. *Stability *Stability Overload *Stability Max Overload. I started with STABILITY. This value is generated based off the number of side by side inversions in the Bond Market. I wanted this value to range between 0 and 1 while 1 equaling all Bonds inverted and 0 equaling no Bonds inverted and any number of inversions in between would equal a percentage value based off the actual number. STABILITY OVERLOAD was created based off the average of each inversion. STABILITY MAX OVERLOAD was then created based off the total of each inversion. The most stable Yield Curve would have no inversions and therefore would generate a 0 for Stability, Stability Overload and Stability Max Overload. The more inversions the Yield Curve has the higher in value Stability itself would have as Stability is weighted more per inversion. With each inversion, data is taken based off the amount with which the Yields are inverted. This display shows where we currently stand since Dec 2018. It's a telling story so say the least. I do plan on continuing the mentioned above script but again wanted to release a standalone of the data generated. Hope you enjoy, OpptionsOnly
Pine Script™ indicator
by UnknownUnicorn5129145
Yield Curve Version 2.55.2Welcome to Yield Curve Version 2.55.2 US10Y-US02Y * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take a bit to display based off all the information that is required to display this script. **FEATURES** * Input Features let you view the information the way YOU like via Input Settings * Displays Current Version Title - Toggleable On/Off via Input Settings - Default On * Plots the Yield Curve of the Bonds listed (Middle Green and Red Line) * Displays the Spread for each Bond (Top Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On * Displays the current Yield for each Bond (Bottom Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On - Large Size * Plots the Average of the Entire Yield Curve (BLUE Line within the Yield Curve) - Toggleable On/Off via Input Settings - Default On * Displays messages based off Yield Inversions (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Displays 2 10 Inversion Warning Message (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Plots Column Data at the Bottom that tries to help determine the Stability of the Yield Curve (More information Below about Stability) - Toggleable On/Off via Input Settings - Default On * Plots the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD (More information Below about Stability Max Overload) - Toggleable On/Off via Input Settings - Default On for 100 SMA , 20 SMA and 7 SMA * Ability to Display Indicator Name and Value via Input Settings - Default On - Displays Stability Max Overload SMA Labels. Toggleable to Non SMA Values. See Below. **Bottom Columns are all about STABILITY** * I have tried to come up with an algorithm that helps understand the Stability of the Yield Curve. There are 3 Sections to the Bottom Columns. * Section 1 - STABILITY (Displayed as the lightest Green or Red Column) Values range from 0 to 1 where 1 equals the MOST UNSTABLE Curve and 0 equals the MOST STABLE Curve * Section 2 - STABILITY OVERLOAD (Displayed just above the Stability Column a shade darker Green or Red Column) * Section 3 - STABILITY MAX OVERLOAD (Displayed just above the Stability Overload Column a shade darker Green or Red Column) What this section tries to do is help understand the Stability of the Curve based on the inversions data. Lower values represent a MORE STABLE curve. If the Yield Curve currently has 0 Inversions all Stability factors should equal 0 and therefore not plot any lower columns. As the Yield Curve becomes more inverted each section represents a value based off that data. GREEN columns represent a MORE Stable Curve from the resolution prior and vise versa. (S SO SMO) STABILITY - tests the current Stability of the Curve itself again ranging from 0 to 1 where 0 equals the MOST Stable Curve and 1 equals the MOST Unstable Curve. STABILIY OVERLOAD - adds a value to STABLITY based off STABILITY itself. STABILITY MAX OVERLOAD - adds the Entire value to STABILITY derived again from STABILITY. This section also allows us to see the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD which should always be the GREATEST of ALL STABILTY VALUES. *Indicator Labels How to use* Indicator Labels by default are turned On and will display Name and Value Labels for Stability Max Overload SMA values. To switch to (S SO SMO) Labels, toggle "Indicator Labels / SMO SMA Labels", via Input Settings. This button allows you to switch between the two Indicator Label Display options. You must have "Indicators" turned On to view the Labels and therefore is turned On by Default. To turn all of the Indicator Labels Off, simply disable "Indicators" via Input Settings. Remember - All information displayed can be tuned On or Off besides the Curve itself. There are also other Features Accessible Via the Input Settings. I will continue to update this script as there is more information I would like to gather and display! I hope you enjoy, OpptionsOnly
Pine Script™ indicator
by UnknownUnicorn5129145
2
Yield Curve Version 2.41Welcome to Yield Curve Version 2.41 * Please read description to help understand the information displayed. * NOTE - This script requires 1 real time update before accurate information is displayed, therefore WILL NOT display the correct information if the Bond Market is Closed over the Weekend. * NOTE - When values are changed Via Input setting they do take a bit to display based off all the information that is required to display this script. **FEATURES** * Input Features let you view the information the way YOU like via Input Settings * Displays Current Version Title - Toggleable On/Off via Input Settings - Default On * Plots the Yield Curve of the Bonds listed (Middle Green and Red Line) * Displays the Spread for each Bond (Top Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On * Displays the current Yield for each Bond (Bottom Green and Red Labels) - Toggleable On/Off via Input Settings - Change Size via Input Settings - Default On - Large Size * Plots the Average of the Entire Yield Curve (BLUE Line within the Yield Curve) - Toggleable On/Off via Input Settings - Default On * Displays messages based off Yield Inversions (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Displays 2 10 Inversion Warning Message (Orange Text) - Toggleable On/Off via Input Settings - Default On if Applicable * Plots Column Data at the Bottom that tries to help determine the Stability of the Yield Curve (More information Below about Stability) - Toggleable On/Off via Input Settings - Default On * Plots the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD (More information Below about Stability Max Overload) - Toggleable On/Off via Input Settings - Default On for 100SMA Off for 7 and 20 SMA **Bottom Columns are all about STABILITY** * I have tried to come up with an algorithm that helps understand the Stability of the Yield Curve. There are 3 Sections to the Bottom Columns. * Section 1 - STABILITY (Displayed as the lightest Green or Red Column) Values range from 0 to 1 where 1 equals the MOST UNSTABLE Curve and 0 equals the MOST STABLE Curve * Section 2 - STABILITY OVERLOAD (Displayed just above the Stability Column a shade darker Green or Red Column) * Section 3 - STABILITY MAX OVERLOAD (Displayed just above the Stability Overload Column a shade darker Green or Red Column) What this section tries to do is help understand the Stability of the Curve based on the inversions data. Lower values represent a MORE STABLE curve. If the Yield Curve currently has 0 Inversions all Stability factors should equal 0 and therefore not plot any lower columns. As the Yield Curve becomes more inverted each section represents a value based off that data. GREEN columns represent a MORE Stable Curve from the resolution prior and vise versa. STABILITY tests the current Stability of the Curve itself again ranging from 0 to 1 where 0 equals the MOST Stable Curve and 1 equals the MOST Unstable Curve. STABILIY OVERLOAD adds a value to STABLITY based off STABILITY itself. STABILITY MAX OVERLOAD adds the Entire value to STABILITY derived again from STABILITY. This section also allows us to see the 7,20 and 100 SMA of the STABILITY MAX OVERLOAD which should always be the GREATEST of ALL STABILTY COLUMNS. Remember - All information displayed can be tuned On or Off besides the Curve itself. There are also other Features Accessible Via the Input Settings. I will continue to update this script as there is more information I would like to gather and display! I hope you enjoy, OpptionsOnly
Pine Script™ indicator
by UnknownUnicorn5129145
Yield Curve Version 2.0Hello and welcome to "Yield Curve Version 2.0" Please read as it might help you understand what information is being displayed and where it can be located. Please note - this script will not generate accurately if loaded while the Bond Market is closed. It requires one real time update before the script will work. ** FEATURES** * Plots the Yield Curve of the US01M, US02M. US03M, US01Y , US02Y , US03Y , US05Y , US10Y and US30Y * Displays the Current Yield and Spread * Displays the Average of the Entire Yield Curve * Displays messages based off Inversions * Displays Warning Message if 2-10 become Inverted * Displays 4 Yield Curve Stability Figures (Based off my own algorithm) * "View it your way" Ability to turn On/Off features via Input Settings * All features are turned on by default ** Notes** * Curve Yield and Labels change colors based on direction of the movement. * BLUE line indicates the Average of the Entire Yield Curve * There are 4 Stability figures plotted at the bottom, again based off and algorithm I have created. 1 - Stability Max Overload (read as the 4th number from the right at top). 2 - Stability Overload(3rd number from the right). 3 - Stability(2rd number from the right), 4 - Stability Max Overload Average(top most right figure) plotted as white line. **What This Means** * "STABILITY" I have created an Algorithm that tries to read the Stability of the Yield Curve. This was created with inversion data and weighted based off certain criteria. The Stability bar is the most visible bar on the bottom and value ranges from 0 to 1. 0 indicating the MOST Stable Yield Curve and 1 indicating the MOST Unstable Yield Curve. A Green Move indicates a "MORE STABLE" Yield Curve vs prior resolution. Red indicates a "MORE UNSTABLE" Yield Curve vs prior resolution. * "STABILITY OVERLAD" This figure is plotted as the middle section of the lower columns. This is typically a very small number as its based off and average I recovered from the STABILITY figure. It is then added to the STABILITY. * "STABILITY MAX OVERLOAD* This figure is plotted at the top of the columns and less visible. This figure is typically larger as the number was based off a total figure I recovered from the STABILITY figure. * The best possible Yield Curve would generate a value of "0" for each of the Stability figures listed above and therefore would not even display the columns. The worst possible Yield Curve would generate a number (at minimum) greater than 1 as again the STABILITY figure itself has a max value of 1. * The two figures in tracking are STABILITY and STABILITY MAX OVERLOAD. The greater the STABILTY number indicates the state of the Yield Curve itself and STABILTY MAX OVERLOAD number indicates a total value of that stability. Again 0 being the most stable Yield Curve. * There is also a very light White plotted line at the bottom (inside the columns) This line indicates the average of the STABILITY MAX OVERLOAD **Remember** * Input settings will allow you to customize the entire display so you can view it the way you want. Thank you and I look forward to adding more to this script soon!!!
Pine Script™ indicator
by UnknownUnicorn5129145
Yield CurveThanks to @gwaaf for his post on how to draw the curve!! * Charts and displays the current Treasury Yield Curve and the Spread. * Colors Lines and Labels based off price. * Dynamically adjusts the position of the labels as prices change. Top Labels: Top labels display the Spread between listed bonds in regards to Longer term Bonds minus Shorter term Bonds. This label points to the mid point on the curve. If the Spread is greater than the previous Spread at the current resolution, the label and line color on the curve turn Green. If the Spread is less than the previous Spread at the current resolution, the line on the curve and label will turn Red. Bottom Labels: Bottom labels display the current for each bond listed. This label points to the (POINT) in the curve that corresponds with the current price of the Bond. The label will turn Green if the current price is higher than the previous price at the current resolution and vise versa! Known issues: There seems to be a color swapping issues when the changed is very small. I believe I can fix this with rounding the numbers and will leave that for another time.
Pine Script™ indicator
by UnknownUnicorn5129145
1