Saturday, March 21, 2015

Inverted yield curve precedes many recessions



Inverted yield curve


The interest return is fixed for the bond's face value (let's say $100), the more the rate goes up, the more the real value of the bond will come down.

The FOMC rate decisions will have more  impact on short term bonds (2-yr, 5-yr, etc.) than the longer term bonds.. Eventually when short term bond rate > long term rates (10-yr, 30-yr) due to higher inflation, we enter a scenario called inverted yield curve.  

Historically, inversions of the yield curve have preceded many of the U.S. recessions. 







Official FOMC bond rate spread link. Please note, shaded areas are recessions.

No comments:

Post a Comment