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US Government Bonds 2 YR Yield

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US02Y trade ideas

The Most Effective way to fight Tariffs, is to Sell BondsIn an era when protectionist tariffs have become a go-to tool for DUNCE Political leaders such as President Voldemort, it is time for investors, institutions and nation states to take a stand—and not through traditional protest, but by wielding the formidable power of financial markets. Tariffs, by raising costs and distorting trade, can sap economic growth. Yet, as history and recent trade wars have shown, the real battleground is not just at the border but in the bond markets. The BIG FRAUD of created by American's "Buy, Borrow, Die" mental illness is already at a point where it could burst any moment and the best needle to poke this bubble is the 2 Year Bonds. If these bonds default, a recession will likely happen and it is unlikely a republican majority will be elected in the house and senate during the mid-term cycle. Therefore, the most aggressive and effective countermeasure is to sell off short-dated (2‑year) bonds in favor of longer‑dated (5‑ and 10‑year) bonds, and to liquidate any and all U.S. bonds held by companies in politically “red” states. This would mean the debt they hold is being sold for pennies on the dollar, like Twitters loan already is... Tariffs and Trade Wars: Lessons from Recent History The recent imposition of tariffs by the Trump administration on imports from Mexico, Canada, and China has sparked a new wave of economic disruption. These tariffs—intended to protect domestic industries—have instead triggered retaliatory measures and rattled global markets. As reported by Reuters, the trade war initiated by these tariffs has not only led to rising costs for consumers but also to significant volatility in financial markets. Such aggressive trade policies reveal an underlying fiscal vulnerability that can be exploited through strategic bond trading. REUTERS.COM Historically, trade wars have often served as the catalyst for broader financial instability. When tariffs escalate, investors flock to safe-haven assets, yet the resulting market dynamics also open up opportunities for those who know where to look. Now is the moment to pivot—and the bond market is the perfect arena for this counteroffensive. Historical Defaults: A Wake-Up Call Contrary to the oft-repeated claim that “the U.S. has always paid its bills on time,” history tells a different story. There have been several notable instances—ranging from the demand note default during the Civil War to the overt default on gold bonds in 1933 and technical defaults such as the 1979 payment delays—that remind us of the inherent risks in our national fiscal practices. These episodes highlight that U.S. bonds, despite their reputation for safety, are not immune to default under fiscal duress. THEHILL.COM This historical perspective should not only unsettle complacent investors but also embolden them to leverage the bond market as a tool of economic resistance. By strategically repositioning bond portfolios, investors can exacerbate fiscal pressures on policymakers who rely on the illusion of unfailing debt service. The Yield Curve: An Opportunity for Tactical Rebalancing The current structure of the U.S. Treasury yield curve presents an unprecedented opportunity. Short‑term bonds—especially the ubiquitous 2‑year Treasuries—are trading at levels that no longer justify their risk, given the market’s expectation of a steepening curve as longer‑term yields are poised to rise. By aggressively selling off 2‑year bonds and using the proceeds to acquire 5‑ and 10‑year bonds, investors can capture the benefits of a steepening yield curve. This strategy not only enhances returns but also sends a powerful signal: the market is rejecting the financial underpinnings that allow tariffs to be financed cheaply. This repositioning weakens the liquidity available for financing government policies that sustain tariffs, thereby indirectly undermining the protectionist agenda. As bond market dynamics come into sharper focus amid rising inflation fears and fiscal deficits, this tactical shift represents a proactive measure to tilt the scales back in favor of free trade. REUTERS.COM Targeting “Red State” Bonds: A Political and Financial Imperative It is no secret that companies based in states with predominantly conservative (or “red”) leadership have often been the political bedfellows of tariff advocates. These companies not only benefit from protectionist rhetoric but also tend to issue bonds under fiscal conditions that make them particularly vulnerable when market sentiment shifts. Moreover, they also tend to be overvalued anyway so the likelihood of panic selling is more likely. The time has come to liquidate any and all U.S. bonds issued by red state companies. By divesting from these securities, investors can both shield themselves from potential losses and apply market discipline on a sector that has, for too long, been insulated from the harsh realities of global trade dynamics. This aggressive divestiture sends a dual message: a rejection of protectionist policies and a call for a more balanced, market-oriented approach to national fiscal management. It is a bold stance that forces a rethinking of the relationship between politics and finance—a reminder that no company should be immune to the corrective forces of the market. Conclusion Tariffs are not just trade policy—they are fiscal weapons that rely on the ability to finance cheap debt. History has shown that even the most stalwart bond markets are susceptible to default under pressure, and recent trade wars have only amplified these vulnerabilities. The solution is clear and decisive: sell off 2‑year bonds and reinvest in 5‑ and 10‑year bonds, while liquidating U.S. bonds held by red state companies. This aggressive financial maneuver not only promises better returns in a steepening yield curve environment but also serves as an effective counterattack against protectionist tariffs. By rebalancing portfolios in this manner, investors take an active role in challenging policies that restrict free trade and hinder economic growth. In the world of modern finance, sometimes the best way to fight back is to let your portfolio do the talking. Disclaimer: This article reflects a strongly opinionated perspective and is intended for informational purposes only. It does not constitute financial advice. Investors should conduct their own research and consult with a professional advisor before making any investment decisions.
TVC:US02Y
by livingdracula
THE MACRO: GOLD / $ / COMMODITIES / ASIA EMWelcome to THE MACRO, where we take a big-picture view of the financial markets, analyzing long-term investment trends, macroeconomic shifts, and strategic positioning for major plays. In today’s episode, we’re diving into gold, bonds, the U.S. dollar, commodities, and global indices to understand where the smart money is flowing for 2025 and beyond. Key Macro Themes in Focus 1. Gold & Gold Miners – Inflation Hedge & Safe Haven? • Gold futures continue their long-term uptrend, holding strong above key support levels. • Gold miners (GDX ETF) are lagging behind physical gold prices, presenting a potential value gap—is this an opportunity for long-term investors? • With real yields fluctuating, gold remains a hedge against monetary policy uncertainty. 2. U.S. Government Bonds & Interest Rate Outlook • The U.S. 2-Year Yield is stabilizing after an aggressive tightening cycle. • Global bond yields (EU, CAD, MXN) suggest divergence in monetary policy—could rate cuts in 2025 boost bond markets and risk assets? • Watching yield curve movements to gauge potential economic slowdown or soft landing. 3. U.S. Dollar Strength & Its Macro Impact • The DXY (U.S. Dollar Index) is showing relative strength, bouncing off support levels. • A strong USD puts pressure on emerging markets and commodities—if the dollar weakens, expect risk-on assets to rally. • What are central banks doing? Watching foreign exchange reserves and monetary policy adjustments. 4. Commodities – Inflation, Supply, & Demand Shifts • Corn & Wheat futures are showing signs of a bottoming structure, supported by demand-side recovery and potential supply constraints. • Agricultural commodities are historically undervalued compared to inflation-adjusted levels—this could be an inflation hedge for long-term investors. 5. Global Equities – China & Hong Kong Markets • Hang Seng Index is forming a potential reversal pattern, suggesting renewed investor interest. • Global capital flows into Asian equities might indicate a shifting macro landscape as China attempts stimulus-driven growth. Macro Investment Takeaways 1. Gold remains a key inflation & risk hedge, but miners are lagging—potential opportunity? 2. Bond markets are stabilizing—watch yield curves for signals of recession or soft landing. 3. The U.S. Dollar’s strength is a key macro driver—will it break higher or roll over? 4. Commodities (corn, wheat) are showing long-term bottoms, could be undervalued. 5. Asian equity markets (Hang Seng) are at critical turning points—global capital shifts in play. Final Thoughts: Positioning for the Long Term • Are we in a late-stage cycle where defensive assets shine (gold, bonds)? • Or are risk-on plays like commodities & emerging markets primed for a comeback? • Watching global policy decisions for clues on positioning in 2025 and beyond. This has been THE MACRO, where we track long-term investment plays and macroeconomic trends. Stay tuned for more insights as we follow the big picture moves shaping global markets! #TheMacro #LongTermInvesting #MacroTrends
TVC:US02Y
by moneymagnateash
The most interesting chart in the financial marketsAs we all know, soft landings are incredibly hard to achieve... And all it takes through the journey, is one small stone that will start an avalanche. Based on a series of early indicators, it is a well possible scenario for the inflation, to finally show up again in March - which might lead data-dependent FED to quickly adjust its stance on monetary policy. The basic scenario for a correction, I operate with, lays between 10% and 20%. However, based on a whole market analysis, there's an unspoken possibility for an event that would shake the markets, and have wide-spread and long-term consequences.
TVC:US02YShort
by KenzoYagai
Treasuries to Bitcoin reverse coorelationWhile Bitcoin and crypto are new to the game as opposed to classic assets like bonds, we can see in 2020 there was a specific and rather chilling hedge against the market. We know if the inversion of the short and long tail yields invert from short > long rates back to short < long, a timer is activated in the shifting of treasuries from short to long in a stabilization to normality, however observing the US02Y/US10Y back testing will show us that a recession is months away after the values return to short rates being less than long rates. Why is that? Why does the inversion track recession so accurately? Well it's based on intention of investors, many who are insiders. Preparing for a swap in rates can mean that long term stability is returning so worth the interest risk over the time delta, while short term rates reduce in value due to uncertainty raising in the short term. Follow the money, and not the mouths. We have seen many times mouths speak one way and money flows the other... Topping off this crypto inclusion only shows a new player in this dance of rates. the complete disconnect and reverse correlation at the moment indicated on the chart on Bitcoin shows that when we have a significant drop in rate adjustments (ie: feeling comfortable about future treasuries vs feeling nervous about near term treasuries) signals crypto as a hedge against the commonly seen recessive nature of un-inversion.
TVC:US02Y
by SuperScholarXYZ
Long Term - US 2y with SPYThis 2 year plan is explained below. Chart = US 2 year on the top // SPY on the bottom To understand my charting and thought process, if you wish to, it’s best to start with the macro idea here. I’m tracking the US2 year yield. The peaks in ’89, ’00, ’06, ’18 and ’23 have created overturned cycles leading into recessions. Sure, the 2023 peak has not yet resulted in a confirmed - back dated - recession but the data is thick enough to predict one in my opinion. I think an equally important point here is to understand that putting a chart together with as much information as you can on an encompassing idea over a longer period of time is beneficial. It is to me anyway. I’ve chosen to focus on the largest market in trading…the bond market. So that being said, it’s probably best to just explain the lines and y’all can make your own conclusions. Ingredients: Vertical Lines Red = SPY market tops. And note the following % loss Green = SPY market bottoms that note the following % gains (it’s hard to read yes…anyone can build the chart and see the #’s if they want) Black = when a recession was officially declared. It’s always too late…FYI😊 Purple thick = when a 50bps reduction was mandated during FOMC. What I think is interesting here is that a -50bps cut happened 4 times during the ’07-’08 GFC, 9 times through the DotCom era and even 3x in the early 90’s. We’ll see a few more -50 in 2024-25 for sure and when interest rates are at 3.75-4.0 I’ll be mostly out of equities I think. If 2y doesn’t dead cat bounce from here I’m looking at as early as Q1 2025 to exit. The rest is self-explanatory. Bond yields are getting ever increasingly more volatile // 370% swing low to high post Dot-com to 5000% post covid to 2023?!. WTF…lol. We can see it clearly in the RSI. S&P is getting more volatile since 2018 too. Nice for trading but not ideal for recent long term investors. Horizontal Lines Blue = the bottom channel-ish on the 2y yield. It’s my own idea, so take it with a grain of salt please. I’ll be borrowing money at 1.5% or so in mid 2026 and going long AF. Of course as the charts evolve the thesis may get massaged but as an overall macro trend I don’t see a flaw in it yet. I think that’s it. Stay well traders and all the best. MR
TVC:US02Y
by Mr_Robbers
US bond bloodbath powers USD/JPY above key levelHigher US Treasury yields has propelled USD/JPY through the 200DMA and 151.95, the latter an important technical level corresponding with prior episodes of Bank of Japan intervention. If it manages to hold above 151.95, traders could consider buying the break with a tight stop either below it or the 200DMA for protection. There's little visible resistance evident until above 155, and even then it's minor. 155.40 is one potential target. Given yield differentials between the US and Japan, you could argue USD/JPY should be higher based on where it traded earlier this year when spreads sat at similar levels.
TVC:US02YLong
by FOREXcom
1
Bullish rates reversal signals US dollar downside riskIf you want clues on directional risks for the US dollar, there are worse places to look than US 2-year Treasury note futures, shown in the left-hand pane of the chart. As one of the most liquid futures contracts globally, the price signals it provides can be very informative for broader markets, especially in the FX universe. Having tumbled most of October, implying higher US yields given the inverse relationship between the two, the price action this week looks potentially important. We saw the price take out long-running uptrend support on Wednesday before staging a dramatic bullish reversal on Thursday despite another hot US inflation report. The bounce off the 200-day moving average on the back of big volumes delivered not only a hammer candle but also took the price back above former uptrend support, delivering a bullish signal that suggests directional risks for yields may be skewing lower. You can see that in the right-hand pane with US 2-year bond yields hitting multi month highs on Thursday before reversing lower. But it’s the correlation analysis beneath the chart that I want you to focus on, looking at the strength of the relationship US 2-year yields have had with a variety of FX pairs over the past fortnight. USD/JPY has a score of 0.9 with USD/CNH not far behind at 0.89, signalling that where US 2-year yields have moved over the past two weeks, these pairs have almost always followed. EUR/USD, GBP/USD and AUD/USD have experienced similarly strong relationships over the same period with scores ranging from -0.88 to -0.96, the only difference being where yields have moved, they’ve usually done the opposite. The broader readthrough is that shorter-dated US yields have been driving US dollar direction recently, with rising rates fuelling dollar strength. But given the bullish signal from US 2-year Treasury note futures on Thursday, if we just saw the lows, it implies we may have seen the highs for US yields and the US dollar. Good luck! DS
TVC:US02YEducation
by FOREXcom
Very close to Yield Curve Inversion, AGAINAfter #InterestRates were cut people were expecting a furious wave of buying, this has not come into fruition. Recent events: 2Yr Yield rallied substantially. 10Yr #Yield bottomed when we called it, has not run as much as it's shorter term counterpart. We're close to inversion again! Colored areas = POTENTIAL Inverse Head & Shoulder = BOTTOM. Worth noting, TVC:TNX has a higher right shoulder. Further analysis: We are seeing a Negative Divergence on $DJI. Volume has been lessening as the days go by. TVC:RUT Small Caps are LOWER and trading in a tightening range.
TVC:US02Y
by ROYAL_OAK_INC
US02Y/US10Y Uninversion & RecessionsThe dynamics of the US Treasury yield curve, particularly the spread between the 2-year and 10-year yields (US02Y/US10Y), have long been studied as potential indicators of economic health. One phenomenon that garners significant attention is the inversion and subsequent uninversion of this yield curve. Lets delve into what these terms mean, their historical significance concerning recessions, and how investors might interpret these signals. What is the Yield Curve? The yield curve is a graphical representation showing the relationship between interest rates and the maturity of US Treasury securities. Typically, longer-term bonds have higher yields than shorter-term ones due to the risks associated with time, such as inflation and uncertainty. This normal upward-sloping curve reflects investor expectations of a growing economy. Yield Curve Inversion An inverted yield curve occurs when short-term interest rates exceed long-term rates. Specifically, when the yield on the 2-year Treasury note surpasses that of the 10-year Treasury bond, it suggests that investors expect lower interest rates in the future, often due to anticipated economic slowdown or recession. Historically, an inversion of the 2-year and 10-year yield curve has been a reliable predictor of upcoming recessions. Before the last several recessions, the yield curve inverted approximately 12 to 18 months prior. An inversion indicates that investors are seeking the safety of long-term bonds, driving their prices up and yields down, due to concerns about future economic conditions. Uninversion refers to the process where the inverted yield curve returns to a normal, upward-sloping shape. While an inversion is a warning sign, the uninversion phase can be even more critical. In many cases, recessions have followed shortly after the uninversion of the yield curve. This occurs as the Federal Reserve may begin cutting short-term interest rates in response to economic weakness, causing short-term yields to drop below long-term yields again. The uninversion can signal that monetary policy is shifting in response to economic stress, potentially validating the recessionary signals that the initial inversion suggested. The uninversion of the US 2-year/10-year yield curve is a critical event that has historically preceded economic recessions. By understanding this phenomenon and considering it alongside other economic indicators, investors can make more informed decisions. It's important to approach such signals with a comprehensive analysis and a prudent investment strategy that aligns with individual financial goals and risk tolerance.
TVC:US02Y
by kesor6