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Strategies & Market Trends : Buy and Sell Signals, and Other Market Perspectives -- Ignore unavailable to you. Want to Upgrade?


To: Turtles_win who wrote (180508)10/12/2022 11:59:43 AM
From: money-badger  Respond to of 220721
 
The 10yr often precedes the FFR. So, it gives a good indication on what's to come.



To: Turtles_win who wrote (180508)10/12/2022 12:16:28 PM
From: FCom777  Read Replies (1) | Respond to of 220721
 
Used to be that the 30 yr bond was king - but then that seemed to shift to the 10 yr over the past decade or so.

Just checked the open interest figures - and you are correct - the OI seems to be shifting to shorter terms. This is most likely tied to the inverted yield curve we now have. i.e. the 2 yr pays out more then longer term securities.

Based on the figures below - looks like the 5 yr is now king. The 2 yr OI is roughly half that of the 5 or ten year.