US Treasury Yield Curve – The Shutdown Analysis (Part 1)

Today we very briefly focus on the dynamics we have observed in the US Treasury Yield Curve between two critical dates: 1. The Yield Curve at 30 September 2013 - The day before the US government shutdown officially began 2. Friday 11 October 2013, exactly 11 days into the White House, Congress and Senate stand-off … Continue reading US Treasury Yield Curve – The Shutdown Analysis (Part 1)

Where will all the new money come from?

THIS POST IS A YEAR IN THE MAKING. We discovered it unpublished in our web archive today and as the theme is still very relevant today, we decided to publish it: Today’s brief analysis of US Treasury Yield curves and the Debt profiles of both the USA and Italy highlights the enduring question in the … Continue reading Where will all the new money come from?

The Return of Risk?

We take a brief look at two interesting Treasury Yield curves today. The first Yield Curve takes a snapshot view of the yield curves at the end of Q1 2011 and Q1 2012. What is very noticeable is the fact that the overall yields for the end of Q1 2012 is significantly lower than a … Continue reading The Return of Risk?

Where will all the new money come from?

Today’s brief analysis of US Treasury Yield curves and the Debt profiles of both the USA and Italy highlights the enduring question in the title of this post. The first graphic highlights one important issue.  We chose 2 August 2011 versus 17 February 2012 as key dates to compare the US Treasury Yield curve.  If … Continue reading Where will all the new money come from?

US Treasuries – An FX or a market call?

So it has finally happened. After threatening for months that a credit rating down grade was probable for the USA, Standard & Poor's finally took the 'big step' on Friday 5 August, after the major markets closed. So what next? In our article 'US Treasuries - Are the markets really that bothered?' published on 30 July 2011, … Continue reading US Treasuries – An FX or a market call?

The US Treasury Yield Curves #2 – Do you factor inflation into the deal?

In the previous article we posted, mention was made of the (0.72)% [negative 0.72%] real return US Treasury investors can currently expect on 5 Year Treasury Bills.  The Nominal (quoted) Yield Curves and Real (Inflation adjusted) Yield Curves for two specific points in time, namely Friday 29 July 2011 and 30 July 2006 are listed below. Yield … Continue reading The US Treasury Yield Curves #2 – Do you factor inflation into the deal?

The US Treasury Yield Curves – Are the markets really that bothered?

  As a general introduction today we will look at two US Treasury Yield curves.  The first Yield curve in the Curve graphic 1 below is the 3 Month bills compared to the 10 Year bills over the last 5 years. Yield Curve 1 In this table it is clear that the current 10 Year … Continue reading The US Treasury Yield Curves – Are the markets really that bothered?

Hold your nerve!

It is a confidence thing. We are so very, very close to seeing and experiencing another colossal collapse in confidence in the world’s financial system. This time it is driven by the ‘US Debt Ceiling impasse’.  A steady flight to gold has been taking place over the past few months and even though most informed … Continue reading Hold your nerve!