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Category: US Bonds

The analysis published under this category are as follows.

Interest-Rates

Saturday, February 14, 2015

U.S. Treasury Long Bond Breakdown / Interest-Rates / US Bonds

By: Dan_Norcini

Well, here we go again. I do not know how many times over the past year or so I have noted what looked like a chart breakdown in the US long bond. By that I specifically mean a close BELOW the 50 day moving average. Generally, that will get technicians to sit up and take notice and begin to approach a market from the short side. Each time I have noted this however, the bonds have done a flip-a-roo and back up they have gone continuing the bull streak.

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Interest-Rates

Saturday, February 07, 2015

The Party Is Likely Over for U.S. Treasury Bonds / Interest-Rates / US Bonds

By: Sy_Harding

U.S. treasury bonds defied the experts last year.

The consensus was that once the Fed began dialing back its massive bond-buying stimulus program last January, bond prices would have to begin plunging. With the stock market so clearly in an ongoing bull market, why would anyone but the Fed buy bonds with their yields at record lows, providing almost no income? The lack of interest in bonds was obvious from their plunge in 2013 even when the Fed was aggressively engaged in its QE bond buying.

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Interest-Rates

Saturday, February 07, 2015

U.S. Treasury Bond Yields Soaring ... But not for long / Interest-Rates / US Bonds

By: Anthony_Cherniawski

It’s time to rethink my outlook (Elliott Wave structure) in Treasuries. I had been concerned that the decline in TNX fell short of my projections. Then it hit me as I was writing about XJY and how high it might go in a panic stock decline. With gold out of the picture, it appears that the only other major asset that might be viewed as a safe haven would be US Treasuries. You can see that I have changed the Elliott Wave structure to reflect that view.

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Interest-Rates

Saturday, January 31, 2015

U.S. Bond Market Has Reached Tulip Bubble Proportions / Interest-Rates / US Bonds

By: EconMatters

Fed Officials Trying to Send Signals to the Bond Market

James Bullard on Friday noted that the Bond Market was far too dovish in relation to where the Fed is in regard to raising rates in June, and this might be the understatement of the year so far. For example the U.S. 2-Year Bond Yield is 0.45 or 45 basis points, think about this for a moment. Even if the Fed fund`s rate finishes the year at 50 basis points which is well below the Fed`s most conservative forecasts, and we use a conservative annual inflation rate of 1% (I know oil has dropped but there are more inflation categories than just the energy component). Moreover, the overall annual inflation rate is well above 1% right now, and you factor in that this bond is paying a 2-year risk premium for tying up one`s capital with all kinds of inflation risks over that 2-year time frame, this has to be the stupidest investment of all time.

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Interest-Rates

Tuesday, January 27, 2015

Why 2014's Big Investing Winner Is Still Winning in 2015 / Interest-Rates / US Bonds

By: DailyWealth

Brett Eversole writes: The BIG winner of 2014 will likely surprise you.

U.S. stocks increased a strong 14% last year. But another, much less interesting, asset crushed stocks. It soared 27%. And still, no one is paying attention.

This same boring asset is up 7% so far this year. And last year's big gains could continue throughout 2015.

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Interest-Rates

Sunday, January 11, 2015

U.S. Treasury Bonds Elliott Wave Long View / Interest-Rates / US Bonds

By: Anthony_Cherniawski

Unfortunately, this chart doesn’t go back prior to 1990, but there are clues that tell me where we are in the Elliott Wave structure. Wave III, for example, is exactly 12.9 years long. It is followed by a Triangle Wave IV, which is 3.87 years long.

Wave V is nearing an end. It is trading in a very straight trading channel. (It looks managed, don’t you think?) It is highly probable that the end of the T-bond uptrend may get a little help from a decline in equities. If so, a peak between the end of April and mid-May in bonds may correspond very neatly with the next potential bottom in the SPX. In other Words, the “flow” will be out of stocks and into bonds.

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Interest-Rates

Tuesday, January 06, 2015

U.S. Treasury Bond Bull Market Refuses to Die / Interest-Rates / US Bonds

By: Dan_Norcini

Call this the market that simply will not die. As mentioned in some previous posts, just about the time one thinks that this market is finally ready to turn lower marking the onset of the end of the ultra-low long term interest rates and the inception of the new trend towards higher rates, back up it goes and down go the rates.

Between US investors seeking safe havens due to slowing growth and falling crude oil prices, and foreign investors looking for higher yielding alternatives to their own government bonds, ( which pay next to nothing not to mention the currency risk that they are exposed to thanks to the soaring US Dollar), bond bears haven't a chance in here.

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Interest-Rates

Tuesday, December 16, 2014

U.S. Bond Market Bubble is Reaching Epic Proportions / Interest-Rates / US Bonds

By: EconMatters

The 10-Year Bond now has a Yield of 2.08% right before the all-important Fed Quarterly Meeting and Press Conference this Wednesday, the 10-Year basically lost 24 basis points in a week, and mind you the week right after the strongest Employment Report (a positive 321,000 jobs added for the month) since the Financial Crisis, capping what has been a remarkable year in added jobs to the US economy, even wages spiked 0.4 % with strong upward employment revisions for the prior months. In short, in a normal functioning Bond Market Yields should be rising with improved economic conditions. Especially in a week with a robust Retail Sales Report up 0.7 % for the month. Bond Yields in the US should be much higher given the strong economic performance for 2014, and the Fed not only exiting QE, but about to start raising rates in 2015.

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Interest-Rates

Sunday, October 12, 2014

The 5–Year U.S. Treasury Bond is Emblematic of Careless Risk Taking in Bond Markets / Interest-Rates / US Bonds

By: EconMatters

Dovishness Begets Excessive Risk Taking by Speculators

The Fed minutes came out this past week and they mentioned the strong dollar and less than stellar growth out of Europe, basically more over the top dovishness which just encouraged more unwise risk taking in the bond markets. This week Dallas Fed's Fisher said that they have identified areas of risk in markets, and James Bullard has said on several occasions that the markets are even behind the most dovish participants at the Federal Reserve regarding the forecasts for rate hikes, and the actual market actions of participants.

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Interest-Rates

Friday, October 03, 2014

U.S. Bond Market Fourth Quarter Trade of 2014 / Interest-Rates / US Bonds

By: Chris_Vermeulen

If you have been paying close attention to the stock market, market internals/breadth, and bonds for the past three months, you’ve likely come to the same conclusion that I have.

The US stock market is showing signs of severe weakness with the market breadth and leading indicators pointing to a sharp correction for stock prices.

With fewer stocks trading above their 50 and 200 day moving averages each week, while the broad market S&P 500 index continues to rising, this bearish divergence is a red flag for long term investors.

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Interest-Rates

Thursday, October 02, 2014

U.S. 30 Year US T-Bonds Voodoo Analysis / Interest-Rates / US Bonds

By: Austin_Galt

There looks to be a solid opportunity arising to get involved on the long side here. Let's investigate taking a top down approach beginning with the yearly chart.

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Interest-Rates

Wednesday, October 01, 2014

How stable is the U.S. Bond Market? / Interest-Rates / US Bonds

By: BATR

Seldom does the enormous bond market turn on the fate of a single trader. Well, the news that Bill Gross was leaving Pimco under suspicious circumstances did not go unnoticed. The WSJ writes:

“The yield on the 10-year benchmark Treasury note was hovering around 2.506% immediately before the disclosure that Mr. Gross was leaving the hundreds-of-billions of dollars in Treasurys and other debt he oversaw at Pimco to go to rival firm Janus Capital Group Inc.

Within a half-hour, the yield jumped to 2.546%. While a move of 0.04 percentage point    may not seem like much in that period of time, it was perceptible enough in the $12 trillion Treasury market that several traders and strategists attributed it to the news about Mr. Gross.”

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Interest-Rates

Thursday, September 18, 2014

A New Fed Playbook for the New Normal / Interest-Rates / US Bonds

By: Peter_Schiff

While many economists and market watchers have failed to notice, we have entered a new chapter in the short and checkered history of central banking. This paradigm shift, as yet unaddressed in the textbooks, changes the basic policy tools that have traditionally defined the sphere of macroeconomic decision-making.

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Interest-Rates

Wednesday, September 17, 2014

Are Government Bonds Really ‘Safe’? / Interest-Rates / US Bonds

By: Peter_Schiff

By Dickson Buchanan Jr., Director of International Development: One of the striking ironies of our modern economy is that government bonds are considered safe-haven investments, while gold is a “barbarous relic” to be avoided at all costs. Since the 2008 financial collapse, the bond market has been on a tear, thanks to the Federal Reserve’s endless interest rate suppression. This has only served to reinforce the traditional notion that government bonds are “safe.”

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Interest-Rates

Wednesday, September 10, 2014

10 Year U.S. Treasury Short Best Place to be Remainder of 2014 / Interest-Rates / US Bonds

By: EconMatters

Strategically Shorting Bonds

I have been shorting the 10 year Treasury strategically the last 6 months buying the oversold yield conditions right before the employment report ramp up in yields, it has been quite an effective trading strategy this year, and has contributed in part along with some oil and equity trades to being up over 30% versus the overall market returns for both bond and stock investors which we just approximate to the 10% range year to date depending upon exact portfolio mix.

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