Intermediate T-Notes Moving

March 31, 2014

Yellen's comments on interest-rates market mover of the month.

Treasury Curve Update_03282014

  • For the month of March, the biggest shifts in the Treasury curve were in the intermediate maturities, where rates rose 15-25 bps.
  • Rates fell a few bps in the short and long ends of the curve.
  • In March, the yield curve was most impacted by the ongoing crisis in Ukraine and, more importantly, by Fed Chair Janet Yellen's suggestion in a news conference that the Federal Reserve may raise rates in the beginning of 2015—a few months sooner than previously anticipated.
  • Our "Analyst Picks" to target the yield curve:
  1. Ultra-short term: (BIL | A-62)
  2. Short term: (SHY | A-97)
  3. Intermediate: (ITE | A-100)
  4. Long term: (TLO | B-100)
  5. Broad Treasurys Exposure: (GOVT | B-97)

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