The Traderszone Network

Published in TZ Latest News 13 September, 2015 by The TZ Newswire Staff

Correlation: Banks And Treasury Yields

As we await the Fed’s interest rate decision this week, it’s a good time to review a key area of the market that is heavily swayed by the direction of interest rates – banks ($DJUSBK).  As the 10 year treasury yield ($TNX) rises and the yield curve steepens, the net interest margin (key profit driver) for banks grows.  The chart below illustrates that there’s a fairly tight positive correlation between the direction of the TNX and the direction of the DJUSBK.  Recently, the TNX came under some pressure and that took a toll on bank stock prices.

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