The macro views that rely on intensive interest-rate models and stress testing inform duration (a measure of interest-rate risk), yield-curve positioning, or breakeven inflation rate trades that ...
The yield curve's steepening suggests potential recession ... Inflation expectations remain controlled but elevated; watch the 5-Year Breakeven Inflation Rate closely, as a rise above 2.5% could ...
Oil prices traded lower yesterday after President Trump’s speech at the World Economic Forum, while European gas prices remain well supported given storage concerns.
Today's conference call contains projections and other forward-looking statements within the meaning of the federal securities laws. These statements are subject to known and unknown risks and ...
US government bonds gave back some of the past week’s steep gains, most recently spurred by bets that US President Donald ...
Some other tells that the market didn't see any real inflation relief in that CPI report included the following: The five-year breakeven inflation rate (a measure of what market participants expect ...
The U.S. bond market is broadly down so far this year, with funds that provide exposure to fixed-income assets hurt by a recent rapid ascent in Treasury yields.
The US 10-year bond ended the year yielding 4.6% and US 2-year yield ending at 4.2%. With the 2-year bond yield equal to the ...
We find that US and Canadian macro news combined explain less than 15 per cent of daily variations in the yield curve of Canadian bonds ... Canadian macro news on real interest rates and break-even ...