Long end of the yield curve

Long end of the yield curve

Usually refers to yields that are 10-yrs or greater.
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A supply-side rebound would likely trigger upward pressure on the long end of the yield curve, giving the Fed more room to raise rates.
Seth Meyer, a portfolio manager and analyst at Janus, intends to watch the long end of the yield curve, since "signficant flattening" during the tightening cycle may signal that the markets "fear the Fed may be tightening at the wrorng time in the cycle," he said.
Fundamentally, however, when one discusses short term interest rates, the long end of the yield curve must be used as a benchmark.
Liquidity "Islamic banks have struggled in managing their liquidity as well as profit-rate risk due to the absence of having instruments at the short and long end of the yield curve," Hasan Bilgrami, chief executive at Karachi-based BankIslami Pakistan, said in a May 31 interview.
The long end of the yield curve moved 10bp north, as some foreign players sold local currency bonds.
in an attempt to keep the long end of the yield curve low.
How can we explain the volatility of the long end of the yield curve and its relationship with monetary policy?
Long-term Treasury yields increased more than 30 bp from the beginning of April, resulting in a noticeable steepening at the long end of the yield curve.
However, in keeping with the tenor of most of the economic data released during the quarter, other interest rates generally moved higher, particularly at the long end of the yield curve.
Having a yield curve flattening bias was also detrimental, as the long end of the yield curve steepened during the three-month period.
Mark Morey, senior VP and portfolio manager at AFAM Capital, expects short-term rates will rise over the next 12 to 18 months following Fed rate hikes but the long end of the yield curve won't, resulting a flattening of the yield curve.