Federal Reserve

U.S. Treasury yields face a fresh policy-risk premium as markets weigh headlines regarding a potential leadership transition at the Federal Reserve.

A deep dive into why labor market stability, rather than sentiment narratives, remains the critical backstop for global consumer spending and rate policy in 2026.

Analyze the US 2-Year Treasury note as it closes at 3.527%, signaling a market cautious of a rapid Fed pivot despite restrictive policy regimes.

Market analysis of how political shifts in Fed leadership and the EU-India trade deal are structurally repricing global assets in 2026.

While market volatility appears compressed, historical patterns suggest low-volatility regimes often mask growing systemic risks for bond traders.

As the US 30Y yield approaches the critical 5% threshold, market mechanics from portfolio rebalancing to debt supply triggers are coming into sharp focus.

A deep dive into the upcoming week's rate volatility, focusing on US 10Y levels, auction signals, and the Nonfarm Payrolls reaction.

The AI arms race is shifting from a growth narrative to a funding story, creating a massive supply overhang that could redefine corporate bond spreads in 2026.

Despite a safe-haven bid in gold, US Treasury yields remain stubborn at the long end as rising oil prices keep the narrative of inflation uncertainty alive.

A deep dive into why 10-year US Treasury yields are struggling with term premium and political uncertainty despite potential Fed rate cuts.

Dissecting the regime shift as the S&P 500 tags 7,000 while the Fed maintains a restrictive 3.50%–3.75% rate environment.

IEF faces downside pressure as rising term premiums and Fed policy uncertainty push Treasury yields higher, testing critical support at 95.91.