Tuesday, August 29, 2006

Usually, as we head into a recession, the 10-yr./30-yr. spread is negative. With that spread at +13 BP, the Fed's simplest GDP formula suggests that in 9-12 months the economy will grow 1.64%.

2 comments:

Anonymous said...

Wouldn't growth that slow hurt the overall stock market? Record profits are priced into equities . . We now have 6 consecutive weeks of a 3mo/10yr inversion. Last time was July 2000. But the 10/30 is not inverted and bond quality spreads are still not wide. What gives?

Brian

Deborah said...

Looks like foreigners (especially Chinese) are supporting our long-term bond market. As Europeans tighten their money supply, their rates will increase and provide competition. Money may flow out of US bonds and cause our longer rates to increase.