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by _marlowe_ 1423 days ago
2-10 spread went through the pre-GFC record of -28 bps a day or two ago.
2 comments

I'm a little sanguine about the inverted yield curve as a real signal this time around, to be honest.

We're in an environment of very rapidly rising short-term interest rates, specifically as the Fed attempts to try to manage inflation; with back-to-back 75 bps increases. That tends to have a curve flattening effect as the yield curve is nominal; short term yields rise more than longer tenors if the market believes that inflation will decrease as real yields will be higher.

GFC = Global Financial Crisis (2007-08)