Yield Curve Reversion Trade 2024
The yield curve reversion is when the US10Y Treasury Yield becomes greater than the US2Y Treasury Yield and has a track record for signalling recession. I've been tracking the reversion for the past two years for any hint of sense of whether the US FED would cut FEDFUNDS rates or if bond traders would drive yields/prices towards reversion. This time, the fed's narrative is driving the reaction here.
To express this idea I've put on long
10Y1! and short 
2YY1! via the futures market. I'll keep rolling the futures contracts until the yield curve starts to form a top, likely a spread value between 1.5-3.0.
To express this idea I've put on long
10Y1! and short 2YY1! via the futures market. I'll keep rolling the futures contracts until the yield curve starts to form a top, likely a spread value between 1.5-3.0.
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。