Treasurys Curve Movements

March 24, 2014

Yellen's remarks roll forward market's expectations of a rate increase.

Treasury Curve Update_03212014

  • Changes in the Treasury yield curve were greatest in the intermediate section, where rates climbed 16-18 bps.
  • Taken together with the previous week's changes, there has been a steepening of the yield curve, as Yellen's press conference remarks rolled forward the market's expectations for the Federal Reserve's first rate hike from late 2015 to early 2015.
  • Our "Analyst Picks" to target the yield curve:
  1. Ultra-short term: (BIL | A-62)
  2. Short term: (SHY | A-97)
  3. Intermediate: (ITE | B-100)
  4. Long term: (TLO | B-100)
  5. Broad Treasurys Exposure: (GOVT | B-97)

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