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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Bonds 36 ETFs 27 Yield Curve 25 Stocks 20 TLT 18 SPY 17 60/40 13 Fixed Income 11 US Treasury 11 Auction 8 Bills 7 Diversification 7
More topics (48)
Notes 7 Treasury 6 Bid to Coverage Ratio 5 Gold 5 IEF 5 Bear Steepener 4 Bond Beta 4 Feature 4 Forward Rates 4 GLD 4 IEI 4 Salomon Brothers 4 SHY 4 Stock Beta 4 Term Structure 4 TLH 4 Correlation 3 Duration 3 Fixed-Income 3 GICS 3 Recession 3 Return Stacking 3 Trend Following 3 60-40 Portfolios 2 AGG 2 AI 2 Bid-to-Coverage Ratio 2 Bond Risk Premium 2 Carry 2 Convexity 2 Direct Bids 2 Federal Reserve 2 Government Bonds 2 History 2 Indirect Bids 2 Inflation 2 Interest Rate environments 2 Portfolio Construction 2 Price Tail 2 Rates 2 Regime 2 Rolldown 2 SHV 2 SSRN 2 Term Premium 2 Treasury Bonds 2 2s10s Spread 1 3m10s Spread 1
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Latest Popular
December 04, 2025 By yieldcurve.pro
Forward Rates as Market Forecasts

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.

Bond Risk Premium ETFs Fixed Income Forward Rates Market Expectations Salomon Brothers Survey Data Term Structure Treasury Yield Curve
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November 17, 2025 By yieldcurve.pro
Salomon Brothers' 1995 Yield Curve Primer

The first installment of Salomon Brothers' Understanding the Yield Curve series laid groundwork for systematic yield curve trading that remains relevant three decades later.

Bond Risk Premium Convexity Bias ETFs Fixed Income Forward Rates Par Rates Salomon Brothers Spot Rates Term Structure Treasury Yield Curve
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November 03, 2025 By yieldcurve.pro
Lehman's 2005 Repo Manual: A Document With Historical Relevance

A detailed examination of Lehman Brothers' repo operations manual from 2005 provides a window into pre-crisis dealer financing practices and market mechanics.

Collateral Dealer Financing Financial Crisis Fixed Income Haircuts Lehman Brothers Market Microstructure Matched Book Repo Repurchase Agreements Securities Financing Tri-party Repo
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Topics Clear
Bonds 36 ETFs 27 Yield Curve 25 Stocks 20 TLT 18 SPY 17 60/40 13 Fixed Income 11 US Treasury 11 Auction 8 Bills 7 Diversification 7
More topics (48)
Notes 7 Treasury 6 Bid to Coverage Ratio 5 Gold 5 IEF 5 Bear Steepener 4 Bond Beta 4 Feature 4 Forward Rates 4 GLD 4 IEI 4 Salomon Brothers 4 SHY 4 Stock Beta 4 Term Structure 4 TLH 4 Correlation 3 Duration 3 Fixed-Income 3 GICS 3 Recession 3 Return Stacking 3 Trend Following 3 60-40 Portfolios 2 AGG 2 AI 2 Bid-to-Coverage Ratio 2 Bond Risk Premium 2 Carry 2 Convexity 2 Direct Bids 2 Federal Reserve 2 Government Bonds 2 History 2 Indirect Bids 2 Inflation 2 Interest Rate environments 2 Portfolio Construction 2 Price Tail 2 Rates 2 Regime 2 Rolldown 2 SHV 2 SSRN 2 Term Premium 2 Treasury Bonds 2 2s10s Spread 1 3m10s Spread 1
Year Clear
202616 20255 202426 202314