Thursday, January 6, 2011

You Still Can't Explain The Upward Slope Of Treasury Volatility

I've updated all the treasury charts in this chart series through today's action. But the one I find most interesting is the snapshot of the percent rise in yields since the official announcement of the second round of quantitative easing (QE2).

chart

Here's a comparison of the yield curve at the time of the Fed's QE2 announcement and the latest curve.

chart

Are we seeing a flight from Treasuries to equities? Evidence of bond vigilantes? Or a bit of both?

Join the conversation about this story »


APPLIED MATERIALS ARIAN SEMICONDUCTOR EQUIPMENT ARROW ELECTRONICS ASML HOLDING ASUSTEK COMPUTER

No comments:

Post a Comment