【闲谈】$TYX

lite1067

TYX 和 TLT 短期内是有对应性。但是跨越一个较长时期（比如从2008到2012）这种对应性就没了。 原因很简单，TLT对应的bond holding是在变动的. 所以呢，看weekly chart, i would prefer $TYX. anyway, short term target is marked on the chart. Little bears can hope or pray the 3.50% yield on 30yr treasury is the peak yield for a while. otherwise, we will see SPX 1600 in 2013.

hellofriend

Diffusion

silicon_beaver

I like to use TNX instead of TYX.

lite1067

silicon_beaver 发表于 2013-2-2 01:56 AM
I like to use TNX instead of TYX.

Fed's treasury purchase from QE focuses more on 7-10yr maturity. 30YR treasury yield can reflect better than 10YR yield about the market expectation at inflation risk vs. flight-to-safety.

hunting

搬个凳子上课了，

xiaochong

开小差

匪兵甲

ctcld

TLT <---------------> TBT

小呵呵