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US Government Bonds 2 YR YieldUS Government Bonds 2 YR YieldUS Government Bonds 2 YR Yield

US Government Bonds 2 YR Yield

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US02Y trade ideas

Out The MoneynessThe 2yr yield is inverted to emphasize value rather than yield. The untethering of the DXY from the treasuries are something to watch. There's a lot to see here. Im viewing it from the lenses of liquidity and solvency. This is developing. The purpose of this post is to serve as a repository of notes along the way regarding this topic. DXY shows relative strength of the dollar. But the bonds sell off seems to show it as contextually weak albeit stronger (and in this case the most liquid). I would view this more as a moment of underperforming by the least in a group of underperformers rather than outright comparative outperformance. Notable Events since the 6/10 CPI print Yield curve inversion along multiple points of the curve as the short end yields higher than the long end 75 bps being priced in, market wide, some stating as early as this Wednesday's announcement for June. Consensus give 95% probability for July. ~175bps being priced in with high probablility to september. WSJ piece by Timiraos re the coming hikes. Celsius (large cap crypto lender) becomes defacto insolvent during what looks like a bank run. Dollar withdrawals are suspended. www.washingtonpost.com Binance briefly halts dollar withdrawals from the BTC network. One of its networks briefly down due to a "stuck transaction" twitter.com ECB Fragmentation is popping up with increased frequency in the 10y sovereigns. Draghi's "whatever it takes" comments see the Italian 10yr sell off at a rate leading the euro area sell offs. In the beginnings of the overnight session South Korea warns "The financial markets and economy are in critical condition." President Yoon: " The government intends to use all supply-side tools to keep inflation under control" - Yonhap Meanwhile the BoJ amidst zero-bid scenarios on their 10y sovereigns and declares a backstop bid of 800bln yen at the next auction. The lack of liquidity in its bonds is causing havoc to the Yen. BoJ is expected to step in to defend the currency. This may have implications on its regional emerging market peers. See Further Comments for updates.
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by tradingonatoilet
2 year yield breakoutMixed picture here. The US 2 year yield which is usually predictive of the Fed funds rate has pushed higher than a line of long term resistance. It is possible to look at this as a breakout from a grand supercycle falling wedge after a previous false breakout. The RSI chart has a rolling over / topping look to it which may indicate that this rally in yield will run out of gas and I will be looking for it putting in a base of support before calling this a bond market bear and predicting much higher interest rates.
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by MrAndroid
USA 2 Years Bond USA Sun Storm Investment Trading Desk & NexGen Wealth Management Service Present's: SSITD & NexGen Portfolio of the Week Series Focus: Worldwide By Sun Storm Investment Research & NexGen Wealth Management Service A Profit & Solutions Strategy & Research Trading | Investment | Stocks | ETF | Mutual Funds | Crypto | Bonds | Options | Dividend | Futures | USA | Canada | UK | Germany | France | Italy | Rest of Europe | Mexico | India Disclaimer: Sun Storm Investment and NexGen are not registered financial advisors, so please do your own research before trading & investing anything. This is information is for only research purposes not for actual trading & investing decision. #debadipb #profitsolutions
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by Sunstorminvest
US02Y­-US10Y 🎯Wells Fargo Chart of the Week 🎯💰🤔Hey Fam. 😊🙏Just wanted to share this information with you all.. I found it very interesting.. This was a chart of week that Wells Fargo shared on there site. I thought it was interesting how they saw a 4 week inversion roughly 43 weeks on average in regards to our last seven Recessions before they happened (Shaded Areas on chart) Before a US recession officially started.. which is roughly about 10 months..🎯💰🤔👌🙏😊
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by robinstallsforyou2
Yields are on the verge of breaking-out.In log mode, we can clearly see the trend of yields dating back to the late 1970s. Consistently lower yields on both the 2 year and the 10 year government bonds. Representative of both the long and short duration bonds and their yields. What we can see happening here is a breakout of this downtrend. We are already at between 2.5-3% on the 10YR and the 2YR yield. The Federal Reserve's planned tightening schedule combined with the inflation panic will drive both of these metrics up into the 3% range and beyond. The only way yields could reverse here is through seeing a risk-off move from equities into bonds which would drive up bond prices and in turn, drive down yields. Similarly, higher-yields could tempt investors into bonds at a point in which many stocks have already entered a bear market and many are set to underperform. Market breadth is set to shrink dramatically as equity bulls focus their efforts into a narrower set of large-cap stocks. The FED has an interest rates decision next week amd therefore this quarter will be crucial in determining the direction of the markets.
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by RogueEconomics
Weekend Research - S&P &US House Prices VS Bond Yield Inversion Just sharing this for anyone that is interested , just personal research and I decided to do this one in light mode so that It will print better . Just helps to look at the relationship between prior times where 2 year bond yield has paid more than the 10 year versus the S&P 500 versus the house prices in the USA . I think it would also be interesting to compare additional metrics such as volume of house sales too . Looks like we might have more stormy weather ahead , which is why it is important to know what your strategy and risk management requires of you under what circumstances . From these charts, it would seem that it may be wise to develop a plan to profit from more downside move in the market. I am personally long bias and at this point in my journey am fairly efficient at protecting the account during bearish market periods, but, I would like to get better at generating profit during those same times.
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by NAK1987
Inverted Yield CurveThe chart shows the Inverted Yield Curve vs S&P500 both on logarithmic scale. The Yield Curve start to invert when US start to raise up interest rate, and Yield Curve start to recover when short term rate is higher than longer term rate. It's not accurate to say that Yield Curve is indicator to recession or market crash. Because there still a 1~3 year periods of market rally after Yield Curve inverted before it went bust. So to be accurate the market start to dwindle down right after the Yield Curve back to normal, not after Yield Curve start to invert. So we still have a brief period to invest in stock until after rate reach high enough to be un-investable, then we should be worry about market crash.
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by danny_peanuts