Markets pricing in series of rate hikes


Long-term Treasury prices show little reaction to the FOMC minutes - the 10-year yield remaining six basis points higher on the session at 3% - but there's more action at the short end of the curve. The December 2015 Eurodollar contract is lower by 12.5 points today, and now pricing in 100 basis points of tightening between now and then. December 2016 is pricing in more than 200 bps of rate hikes.

Longer duration Treasury ETFs: TBT, TLT, TMV, IEF, TBF, PST, EDV, TTT, TMF, TLH, SBND, ZROZ, IEI, DLBS, TYO, DTYS, VGLT, UST, TBX, UBT, TLO, VGIT, GSY, DTYL, SCHR, LBND, ITE, TYD, TYBS, TENZ, FIVZ, TBZ, DFVL, DLBL, DFVS, TYNS

Short-duration Treasury ETFs: SHY, BIL, SHV, VGSH, SCHO, DTUL, TUZ, DTUS, SST

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Comments (2)
  • bbro
    , contributor
    Comments (11237) | Send Message
     
    Call me when real(inflation adjusted) libor is actually positive....as a point of reference 3 month libor is priced at 2.41 for December 2016 today....
    8 Jan 2014, 02:57 PM Reply Like
  • omarbradley
    , contributor
    Comments (966) | Send Message
     
    rate hikes? Detroit just went bankrupt. "not even news?" yeah, okay. oh, and "keep on inflation trading" folks...doing great! doing great!
    8 Jan 2014, 10:18 PM Reply Like
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