The blog shares commentary on capital markets, interest rates, fixed-income securities, and the yield curve. Posts cover topics ranging from auction analysis to regime detection to yield curve similarity measures.

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Latest Popular
February 20, 2026 By yieldcurve.pro
How to Read Implied Forward Rates


What are implied forward rates and how do you read them? A practical guide to extracting market expectations from the yield curve, with interactive charts.

Tags: Forward Rates, Yield Curve, Treasury, Term Premium, Carry Trade, Fixed Income, Salomon Brothers, Expectations Hypothesis, Term Structure

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February 04, 2026 By yieldcurve.pro
Is Gold a Stock-Bond Diversifier (Part 4)?


Does adding gold to traditional stock-bond portfolios provide diversification?

Tags: AGG, Bonds, Correlation, Diversification, ETFs, GLD, Gold, IEF, IEI, Inflation, SHY, SPY, Stocks, TLH, TLT

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December 04, 2025 By yieldcurve.pro
Forward Rates as Market Forecasts: What Salomon Brothers Got Right About Expectations


The second installment of Salomon Brothers' Understanding the Yield Curve series exposes the gap between forward-implied rate changes and actual market expectations, revealing persistent risk premia that inform modern fixed income strategies.

Tags: Bond Risk Premium, ETFs, Fixed Income, Forward Rates, Market Expectations, Salomon Brothers, Survey Data, Term Structure, Treasury, Yield Curve

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