A version of this article first appeared in Total Derivatives. Total Derivatives is the prime source of real-time news and analysis of the global fixed income derivatives markets. Authors: ...
When the European Central Bank signalled that its next likely rate move would be upwards, it triggered a sharp shift in interest rate expectations. The euro swaps yield curve dramatically inverted ...
The US Treasury yield curve has been inverted since 2022, signalling a potential economic downturn. Analytics suggest the ballooning budget deficit is hiding weakness in the economy. Inversion ...