The Traderszone Network

Published in TZ Latest News 6 October, 2014 by The TZ Newswire Staff

Treasury Yields Sliding Back In Line With Taper

Via Gavekal Capital blog,

For about 15 days between the end of August and mid-September the action in the treasury bond market deviated from our model comparing bond yields to the change in the size of the Fed’s balance sheet. Our model simply calculates the three month difference in total assets held by the Fed projected out through the beginning of 2015, when the three month difference will fall to zero.

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