Treasury

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...

Today's market brief analyzes the intricate interplay between Eurozone inflation, US Treasury refunding, FX dynamics, commodity policy shifts, and the continued sensitivity of Bitcoin to...

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...

Analyzing the impact of WTI fluctuations on Canada 10Y yields and the strategic importance of the Canada-US spread in current market conditions.

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.

UK borrowing relief faces a reality check as the 10Y Gilt navigates a blend of BoE policy floors and global duration cycles.

Global bond markets face a structural shift as the US 10-year Treasury yield tests the 4.20% pivot, driven by rising long-term inflation expectations and supply constraints.

Analyzing the widening 2s10s spread as the US Treasury curve faces persistent term premium demands and supply-side risks.

As long-end yields stabilize, the underlying term premium becomes the primary driver for Treasury market volatility and duration positioning.

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

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

Yield curve shifts and primary issuance windows are driving credit investors back into duration, but policy and growth risks remain elevated.