yield-curve

Such trades basically bet that the yield spreads between short- and long-term Treasurys will widen, known on Wall Street as the steepening yield-curve trade.

Strong Fed Report Batters Treasurys Min Zeng 2011

One of the current offerings, a 20-year "yield-curve steepener" issued by Bank of America Corp., offers returns that are tied to the difference in rates between the two- and 10-year U.S. Dollar Constant Maturity Swap Rates, which act as Treasury proxies.

Playing The 'Yield Curve' Jane J. Kim 2011

The trade is known as steepening yield-curve trade.

California Eyes Wall Street's Credit Bets Katy Burne 2011

This yield-curve flattening usually forebodes a stagnant economy.

Fed's Low-Rate Policy Could Be Bad For Banks Cynthia Lin 2011

"We think relative outperformance by the short- and medium-term sectors on expectations for aggressive capital supply by the BOJ and possible additional easing is playing a larger role in recent JGB yield-curve steepening than serious concerns about fiscal risk," Mr. Fukunaga said.

Japanese yields fall at short end of curve Andrew Monahan 2011

The yield-curve spread actually widened after the Fed announced the planned purchases of $1.75 trillion in agency, mortgage and Treasury debt in early 2009, as deflation expectations were replaced with expectations for modest inflation.

Are We Headed for a Lost Economic Decade? 2010

Such a move is known as a flattening yield-curve trade.

Treasurys Climb on Fed Move Min Zeng 2010

Those concerned about a Japanese-style lost decade occurring here will point out that the Treasury yield-curve spread (the gap between long-term interest rates and short-term interest rates) is actually narrower in the U.S. now than it was in Japan 50 months from its real estate peak.

Are We Headed for a Lost Economic Decade? 2010

But the yield-curve spread peaked in February 2010 the same month the level of the monetary base peaked and has since narrowed sharply.

Are We Headed for a Lost Economic Decade? 2010

Click here to see the most recent messages sent to congressional reps and local newspapers blog. yield-curve.net

Liquidation and Creative Destruction. 2009