Federal Reserve

Friday's close indicated a risk reset in the bond market, with the front end of the US Treasury curve, particularly the UST 2Y and UST 5Y, repricing lower following softer inflation data. This...

This analysis delves into the current shape of the US Treasury curve, highlighting the outperformances of the belly amidst expectations of Federal Reserve policy easing.

A softer January CPI print has emboldened hopes for mid-year rate cuts, yet the bond market's long-end tells a story of persistent caution, driven by sticky term premium and supply dynamics. This...

This analysis delves into the intricate relationship between evolving Federal Reserve leadership, significant Treasury refunding efforts, and their collective influence on US policy, interest...

This analysis delves into the pivotal roles of Fed leadership and Treasury refunding in shaping the US financial landscape, alongside the implications of data delays and policy for strategic...

This analysis delves into the critical influence of Fed leadership succession and significant Treasury refunding on US markets, assessing how these factors shape interest rates, the dollar, and...

This analysis delves into the impact of key US policy shifts, including the Fed Chair nomination and substantial Treasury refunding, on interest rates, the dollar, and sector-specific equity...

The US 2-year Treasury yield is experiencing significant repricing, indicating a market leaning towards Fed easing rather than a recessionary outlook. Understanding the dynamics of this front-end...

Analyzing the widening wedge between front-end policy expectations and long-end term premiums as the US 2-Year note tests the 3.48% level.

A deep dive into sovereign yield structures and pivot levels as the US 10Y anchor tests 4.206% amid rising term premiums.

Analyzing the impact of rising long-term inflation expectations and University of Michigan sentiment on the US Treasury curve and bond term premiums.

Analyzing US Treasury curve shifts and terminal rate narratives as the Fed maintains its policy of data dependence.

Analyzing the impact of Kevin Warsh's Fed nomination and the $125bn Treasury refunding slate on global markets and interest rate expectations.

A deep dive into the current FX regime as real-rate differentials drive the EURUSD and AUDUSD pairs amid central bank policy shifts.

Eurozone inflation hits 1.7% while the US Treasury prepares for a $125bn refunding, driving a regime shift in FX and commodity markets.

Bitcoin faces a critical liquidity test as White House stablecoin talks stall and Fed leadership expectations shift the crypto macro regime.

Analyzing the impact of Kevin Warsh's Fed nomination and the $125bn Treasury refunding slate on global market liquidity and sector dispersion.

A split personality in the Treasury market as front-end easing expectations meet long-end regime risk, keeping term premiums sticky.

Global bond markets focus on the 2.87% Bund pivot as term premium returns to the long end amid US Fed chair speculation and ECB credit concerns.

U.S. 30-year yields face a fresh policy-risk premium as markets speculate on Kevin Warsh as a potential Fed Chair candidate alongside rising term premiums.