18th June 2021

  • Long Bond Yields Plunge as Treasury Curve Flattening Accelerates

30-year yield drops to lowest level since February at 2.05%

Belly of the curve remains under pressure from hawkish Fed

https://blinks.bloomberg.com/news/stories/QUVJKPT1UM0Y

  • Oh, Yeah, Taper: Fed’s Stronger Liftoff Signal Causes Confusion

Taper signal could come at late-August Jackson Hole retreat

Hawkish dot plot seen challenging Fed’s new policy framework

https://blinks.bloomberg.com/news/stories/QUUR9BT1UM0Y

  • Cash-Soaked Money Funds Embrace Fed Lifeline in Hunt for Yield

One-day rise in demand for reverse repo was biggest on record

Central bank boosted RRP rate to five basis points from zero

https://blinks.bloomberg.com/news/stories/QUV623T0AFC1

  • U.S. Rates Option Traders Are Hedging a Summer Volatility Spike

https://blinks.bloomberg.com/news/stories/QUUM5NT1UM0Y

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