Tuesday, July 18, 2006

The yield curve has been flat for two days: the 3-month and the 10-year are 5.11%. The good news is that there is no inversion and that the Fed just added three times its usual daily cash infusion.

6 comments:

Anonymous said...

Dear Deb,

Where can you access daily information on Fed cash injections?

Tx,

John

Anonymous said...

Deb,

For argument's sake: If the 3 month closed today at 5.12 and the ten year closed at 5.11, would you call that enough of an inversion (and for a long enough period of time) to begin reducing/selling stocks??? Or would you wait for the monthly averages to show an inversion? In your book you say sell "the day the curve inverts" I'm just wondering how literally to take that. If the curve inverted now, while the Fed was "raising" (as far as we know), all signs point to "OUT" Sorry to keep being so negative, but I really feel like we're more at the end of the cycle than in the middle . .

Thanks
Brian

Anonymous said...

Oh Brian. Ye of little faith.
Jinx

Anonymous said...

The 3 month is now yielding more than the 10 year. We are fully inverted.

Deborah said...

Dear John, go to www.ny.frb.org/markets/omo for daily Fed operations. Best,
Deb

Anonymous said...

Hello Debbie..

I just recently bought your book and find it excellent. When are you coming out with your next?

www.ny.frb.org/markets/omo doesn't work , it must have changed.

Where can I get data, both current and historical, for junk bond indices to use for calculating spreads. I have done some Google searches without any luck (finding actual data, that is).

Your book is very important to me at this time I was laid off over 2 1/2 yrs ago and seem to be unhirable, probably since I am 53. I hope to use the material in your book, along with others, in managing my IRA.

Any chance I can get a job at your company. I find your work fascinating and have technical degrees.

Morey