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.
Instructions
Notes
This week's 10-year and 30-year auctions both printed soft while 2-year demand stayed near multi-year highs. What bid-to-cover measures, where each tenor stands today, and two case studies that show when one weak auction is noise and when it's signal.