Posts filed under “Fixed Income/Interest Rates”

S&P 500 Rate-Sensitive Industries


Source: BofA Merrill Lynch

 

Really interesting chart that shows how the reaction to rate increases are highly variable by industries.

Category: Fixed Income/Interest Rates, Investing, Markets

Rising Interest Rate Risk at US Banks

Rising Interest Rate Risk at US Banks William Bednar and Mahmoud Elamin Average interest rate risk in the banking system has been increasing since the end of the financial crisis and is almost back to its pre-recession level. But the increase has not occurred uniformly at large and small banks. At big banks, risk, while…Read More

Category: Federal Reserve, Fixed Income/Interest Rates, Think Tank

Fed: Not Very Good at Forward Guidance

click for larger chart Source: Bank America Merrill Lynch    

Category: Federal Reserve, Fixed Income/Interest Rates

It’s a Low, Low, Low, Low, Rate World

  Inquiring minds want to know: What is up with Yields ? Yesterday, Seabreeze Partners fund manager Doug Kass sent me a Bloomberg chart showing the 20 lowest developed nations’ 10 year bond yield. Astonishingly, the United States is number 16.  The US Treasury 10 year bond yields a little better more than Norway (#15),…Read More

Category: Fixed Income/Interest Rates

The Life of a Bond

Source: BlackRock Blog

Category: Digital Media, Fixed Income/Interest Rates

The Flight From Maturity

Category: Fixed Income/Interest Rates, Think Tank

Banks as Patient Fixed Income Investors

Category: Credit, Fixed Income/Interest Rates, Think Tank

Does the Federal Reserve Staff Still Beat Private Forecasters?

Category: Federal Reserve, Fixed Income/Interest Rates, Really, really bad calls, Think Tank

When Will the Fed End Its Zero Rate Policy?

When Will the Fed End Its Zero Rate Policy? Jens Christensen FRBSF Economic Letter, February 10, 2014     U.S. Treasury yields and other interest rates increased in the months leading up to the Federal Reserve’s December 2013 decision to cut back its large-scale bond purchases. This increase in rates probably at least partly reflected…Read More

Category: Federal Reserve, Fixed Income/Interest Rates, Think Tank

Category: Fixed Income/Interest Rates, Think Tank