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yieldcurve.pro

@yieldcurve.pro

Sharing thoughts on capital markets, interest rates, fixed-income, quantitative portfolio management, and (of course) the yield curve. https://www.yieldcurve.pro/

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23.01.2026
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Latest posts by yieldcurve.pro @yieldcurve.pro

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yieldcurve.pro Interactive yield curve charts, Treasury auction analysis, FOMC rate decisions, and interest rate regime detection.

Top Stories

1. Here Are My Top 2 Financial Stocks to Buy Now
2. Palantir Stock Investors Just Got Good News Fro...
3. Bond ETF Bulls on Parade
4. Active ETF Growth Narrows Gap With Passive
5. Integrating AI and Quantitative Trading

https://www.yieldcurve.pro/news

โœจ
#YieldCurve

13.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 1 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Yield levels for 2 Yr, 5 Yr, 10 Yr over the past quarter

Yield levels for 2 Yr, 5 Yr, 10 Yr over the past quarter

What Moved the Curve This Week?

3 commonly used proxies for curve moves:
โ€ข Level (parallel shift): +14 bps
โ€ข Slope (flattening): -5 bps
โ€ข Twist (curve shape): -1 bps

Biggest mover: Level

Current: 10 Yr 4.27% | 2s10s +51 bps

โœจ
#YieldCurve #Rates #BondMarket

13.03.2026 04:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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grep: The Hundred-Billion-Dollar Overnight Hack A 1973 one-night hack at Bell Labs became the most invoked command in computing history โ€” and now it powers the AI coding agents reshaping software development.

A 1973 one-night hack at Bell Labs became the most invoked command in computing history โ€” and now it powers the AI coding agents reshaping software development.

https://www.yieldcurve.pro/blog/grep-the-hundred-billion-dollar-overnight-hack
#YieldCurve #Treasuries

12.03.2026 23:40 ๐Ÿ‘ 1 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

Have you come up with a way to resolve that cognitive dissonance?

12.03.2026 20:42 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0

My variation on that...

17: "Marla is so annoying!"
43: "Marla is the only one with brains!"

12.03.2026 20:41 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - auctions chart

yieldcurve.pro - auctions chart

Recent Treasury auction demand.

View all auctions at https://www.yieldcurve.pro/auctions

โœจ
#YieldCurve #Auctions #Treasuries

12.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - The Laws of Trading: A Trader's Guide to Better Decision-Making for Everyone book cover

yieldcurve.pro - The Laws of Trading: A Trader's Guide to Better Decision-Making for Everyone book cover

The Laws of Trading: A Trader's Guide to Better Decision-Making for Everyone by Agustin Lebron



https://www.amazon.com/Laws-Trading-Traders-Decision-Making-Everyone/dp/1119574218/ref=sr_1_1?crid=1RZFGBUHGC4N&keywords=laws+of+trading&qid=1700449206&sprefix=laws+of+trading%252...

12.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - regimes chart

yieldcurve.pro - regimes chart

Current yield curve regime is Bull Steep.

๐Ÿ‚๐Ÿ“ˆ

Slope was constructed from 10 Yr and 2 Yr tenors with a 251 day lookback.

https://www.yieldcurve.pro/regimes

โœจ
#YieldCurve #Regimes #Rates

11.03.2026 16:02 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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The Importance of the US Treasury Yield Curve Learn why the Yield Curve is important to the economy and capital markets.

The Importance of the US Treasury Yield Curve

https://www.yieldcurve.pro/blog/why-the-yield-curve-matters

โœจ
#YieldCurve #Treasuries

11.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
Your Biggest Asset Isn't in Your Portfolio The lifecycle portfolio calculator treats future income as human capital โ€” a bond-like asset โ€” and uses Choi, Liu & Liu (2025) to derive an optimal equity glide path grounded in theory, not rules of thumb.

The lifecycle portfolio calculator treats future income as human capital โ€” a bond-like asset โ€” and uses Choi, Liu & Liu (2025) to derive an optimal equity glide path grounded in theory, not rules of thumb.

https://www.yieldcurve.pro/blog/lifecycle-portfolio-allocation

10.03.2026 16:50 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - premia chart

yieldcurve.pro - premia chart

ACM term premium decomposition as of Mar 09, 2026.

10Y term premium: +2.35%
10Y rate expectations: 1.79%

https://www.yieldcurve.pro/premia

โœจ
#YieldCurve #ForwardRates

10.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
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Prediction Markets Meet the Yield Curve YCP's new Odds page brings Kalshi and Polymarket implied probabilities for Treasury yields, spreads, and Fed decisions โ€” bridging prediction markets and fixed-income analytics on a single screen.

YCP's new Odds page brings Kalshi and Polymarket implied probabilities for Treasury yields, spreads, and Fed decisions โ€” bridging prediction markets and fixed-income analytics on a single screen.

https://www.yieldcurve.pro/blog/prediction-markets-meet-the-yield-curve
#YieldCurve

10.03.2026 13:38 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
Salomon Brothers: Understanding the Yield Curve The influential 1995 series that popularized forward rate analysis, duration extension strategies, and convexity bias among institutional investors. Its clear explanation of complex fixed-income mathematics helped establish modern yield curve trading and relative value frameworks still used today.

Give this classic paper a read

https://www.yieldcurve.pro/papers/salomon-brothers-understanding-yield-curve

This and other classic sources hosted for free at yieldcurve.pro

โœจ
#YieldCurve #FixedIncome

10.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Yield levels for 2 Yr, 10 Yr, 30 Yr over the past year

Yield levels for 2 Yr, 10 Yr, 30 Yr over the past year

Yield Curve Butterfly: 2s/10s/30s

Current: +2 bps
1Y change: +2 bps

Body: 10 Yr
Wings: 2 Yr, 30 Yr

+ = body rich/expensive (yields less than wings)
- = body cheap/attractive (yields more than wings)

https://www.yieldcurve.pro/levels

โœจ
#YieldCurve #BondMarket

10.03.2026 04:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - slopes chart

yieldcurve.pro - slopes chart

Yield curve slope measured using the 10 Yr Note and 2 Yr Note.

The current slope is at 59 bps (Normal ๐Ÿ“ˆ).

https://www.yieldcurve.pro/slopes

โœจ
#YieldCurve #Rates #Treasuries

09.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
yieldcurve.pro Interactive yield curve charts, Treasury auction analysis, FOMC rate decisions, and interest rate regime detection.

Top Stories

1. Here Are My Top 2 Financial Stocks to Buy Now
2. Palantir Stock Investors Just Got Good News Fro...
3. Bond ETF Bulls on Parade
4. Active ETF Growth Narrows Gap With Passive
5. Integrating AI and Quantitative Trading

https://www.yieldcurve.pro/news

โœจ
#YieldCurve

09.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
Programmatic Access to the Yield Curve yieldcurve.pro now has a REST API. Bearer token auth, JSON responses, 9 endpoints covering yields, auctions, forwards, term premia, regimes, and FOMC decisions.

yieldcurve.pro now has a REST API. Bearer token auth, JSON responses, 9 endpoints covering yields, auctions, forwards, term premia, regimes, and FOMC decisions.

https://www.yieldcurve.pro/blog/ycp-api-launch
#YieldCurve #Regimes #ForwardRates

09.03.2026 05:50 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Treasury 10-Year auction bid-to-cover ratio history

Treasury 10-Year auction bid-to-cover ratio history

Treasury Auctions

Recent:
17W 03/04: B-
4W 03/05: C-
8W 03/05: B-

Grading methodology:
https://www.yieldcurve.pro/blog/treasury-auction-grades-001

โœจ
#YieldCurve #Auctions #Treasuries

09.03.2026 04:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - levels chart

yieldcurve.pro - levels chart

Treasury yields for the 3 Mo Bill and the 10 Yr Note.

The 3 Mo and the 10 Yr ended at 3.69% and 4.15%, respectively.

https://www.yieldcurve.pro/levels

โœจ
#YieldCurve #Treasuries

08.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - Essays On Trading Strategy book cover

yieldcurve.pro - Essays On Trading Strategy book cover

Essays On Trading Strategy by Graham L. Giller

Practical trading strategies w...

https://www.amazon.com/Essays-Trading-Strategy-Scientific-Finance/dp/9811273812/?&_encoding=UTF8&tag=yieldcurvepro-20&linkCode=ur2&linkId=28bd1311427606e3d389725b44c61c55&camp=1789&creative=9325

โœจ

08.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
Treasury Yield Curve Charts | yieldcurve.pro Compare US Treasury yield curves across different dates. Interactive charts showing yield curve shape, inversions, and historical comparisons.

Yield Curve History: March 08

Today's 2s10s spread: +59 bps

Same date in past years:
2008 (steep): +203 bps
2019 (flat): +17 bps
2020 (flat): +25 bps
2022 (flat): +23 bps

https://www.yieldcurve.pro/curves

โœจ
#YieldCurve #Rates #FixedIncome

08.03.2026 04:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - forwards chart

yieldcurve.pro - forwards chart

Spot vs 1 Yr implied forward yield curve.

The 1 Yr forward 10 Yr Note rate is 4.37%, which is +16 bps from the current spot rate.

https://www.yieldcurve.pro/forwards

โœจ
#YieldCurve #ForwardRates #Treasuries

07.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
Diversifying Return Stacked Allocations (Part 1) So You Have Chosen Your Return Stacked Asset Classes. Now What?

Diversifying Return Stacked Allocations (Part 1)

https://www.yieldcurve.pro/blog/diversifying-return-stacked-allocations-001

โœจ
#YieldCurve

07.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Spot vs 1 Yr implied forward yield curve

Spot vs 1 Yr implied forward yield curve

Forward Rate Monitor (1 Yr)

Tenor: Spot / Fwd (diff)
2 Yr: 3.56% / 3.61% (+5 bps)
5 Yr: 3.73% / 3.90% (+17 bps)
10 Yr: 4.21% / 4.37% (+16 bps)

Market implies higher rates across all key tenors.

https://www.yieldcurve.pro/forwards

โœจ
#YieldCurve #ForwardRates

07.03.2026 04:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - curves chart

yieldcurve.pro - curves chart

Today's yield curve vs last year's.

The 1 year change in the yield curve level and slope was -3 bps and +62 bps, respectively.

https://www.yieldcurve.pro/curves

โœจ
#YieldCurve #Rates

06.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
Salomon Brothers: Understanding the Yield Curve The influential 1995 series that popularized forward rate analysis, duration extension strategies, and convexity bias among institutional investors. Its clear explanation of complex fixed-income mathematics helped establish modern yield curve trading and relative value frameworks still used today.

Give this classic paper a read

https://www.yieldcurve.pro/papers/salomon-brothers-understanding-yield-curve

This and other classic sources hosted for free at yieldcurve.pro

โœจ
#YieldCurve #FixedIncome

06.03.2026 10:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro news feed preview

yieldcurve.pro news feed preview

๐Ÿ“ฐ Curated Fixed Income News

Highly curated market and podcast news feed.

Recent highlights:

โ€ข Wall Street Assessing War Risks to US Economy, Homeowners...
โ€ข Personal Finance Survey
โ€ข Vibes based investing

https://www.yieldcurve.pro/news

โœจ
#YieldCurve #FixedIncome

06.03.2026 04:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - fed chart

yieldcurve.pro - fed chart

Federal Reserve rate update.

The current Fed Funds Rate sits at 3.75% compared to the 2 Yr Note at 3.54%.

Everyone knows we should replace the FOMC with the 2 Yr Note anyway. ๐Ÿค“

https://www.yieldcurve.pro/fed

โœจ
#YieldCurve #Fed #Treasuries

05.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
Preview
yieldcurve.pro Interactive yield curve charts, Treasury auction analysis, FOMC rate decisions, and interest rate regime detection.

Top Stories

1. Here Are My Top 2 Financial Stocks to Buy Now
2. Here Are My Top 2 Financial Stocks to Buy Now
3. Bond ETF Bulls on Parade
4. Active ETF Growth Narrows Gap With Passive
5. Integrating AI and Quantitative Trading

https://www.yieldcurve.pro/news

โœจ
#YieldCurve

05.03.2026 10:02 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0
yieldcurve.pro - auctions chart

yieldcurve.pro - auctions chart

Recent Treasury auction demand.

View all auctions at https://www.yieldcurve.pro/auctions

โœจ
#YieldCurve #Auctions #Treasuries

04.03.2026 16:01 ๐Ÿ‘ 0 ๐Ÿ” 0 ๐Ÿ’ฌ 0 ๐Ÿ“Œ 0