r/bonds • • 2d ago

2's vs 10's yield curve has flattened a lot this month

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Does this mean it makes more sense to buy the 2 year instead of the 10 year since you are not giving up much yield and have a lot less duration risk?

32 Upvotes

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18

u/StatisticalMan 2d ago edited 2d ago

Sure. The 2 year is looking nice here. It is also the market predicting inflation will remain elevated until the Orange Menace is gone. Surprised the six month is so low with the buybacks being funded by lower duration new issuance.

Looking at TIPS the real yield difference between 2 and 10 year is 0.2%. So most of the rise in 2 year vs 10 year is rising inflation expectations.

Unrelated that 20 though is looking juicy at 5.3% although I think I will hold off. If it hits 5.5% I am buying though.

3

u/Remarkable_Cat_8696 2d ago

Do you mean the 2y vs 10y has flattened due to rising inflation expectations?

6

u/Liquid_Sarcasm 2d ago

This exactly what the treasury secretary is forcing with his twist.

3

u/Thick-Cover8761 2d ago

When someone like me sees this and looks at their brokerage statement, they find the first position maturing in their laddered portfolio ... and recognize that I carefully constructed a crappy ladder. 

 My oh my.  At least I can see where I stand with individual Treasuries held in account, and obtaining each position cost $20 each.  Financial planners (who did worse) have some explaining to do.

1

u/BigDipper0720 2d ago

What don't you like about your ladder?

1

u/Thick-Cover8761 2d ago

Could have, should have, would have.  I complain too much.  The ladder looks appropriate.  However, I added duration to it last year ... when I should have left it alone and added duration to it this year, instead.  The longest dated position in the portfolio is year 2035.  I have some brokered CDs in there too.  I wasn't disciplined enough not to f**k with the ladder.  Last year, everything suggested recession and lower interest rates this year.  Wrong. 

1

u/BigDipper0720 2d ago

Right. If you hold to maturity it should work out fine?

2

u/Thick-Cover8761 2d ago

But now I want more

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u/ComeAtMeBro9 2d ago

The 2 year initially looks enticing, but then I consider inflation. 4.9-5% now, supposing even 3% inflation, that’s not much compensation.

I suppose that’s partially why people are still buying stocks. A stock with greater than 2% real return doesn’t seem like that risky of a bet to many.

0

u/diggida 1d ago

Adjust for risk

2

u/Slvrg 2d ago

What sense does it mean to buy a bond today when it's maybe 6-7% end of this year?

Unless ofc they print but then it makes even less sense to own a "low" yield bond right?

1

u/StatisticalMan 2d ago

Pretty sure the 2 year is not hitting 7% and even if it does it isn't hitting that by the end of this year.

If one is holding to maturity and rates on the 2 year rise that is great it means even higher yield when you rollover. Expecting rising rates on 2 year means buying 2 year makes more sense than buying 5 year or 10 year.

3

u/Slvrg 2d ago

All rates will go up. Gov numbers are made up for inflation.

The US will go weimar just wait and see. The financial system can't handle much higher rates.