Videos - Senator Sheldon Whitehouse

You can watch the entire thing here:

www.whitehouse.senate.gov/news/videos/

Carry and Rolldown: What the Curve Pays You to Hold Carry is the income a bond earns above its funding cost. Rolldown is the price appreciation from aging down a positively sloped curve. Together they define the baseline return of every duration position. A walkthrough using today's curve.

Carry is the income a bond earns above its funding cost. Rolldown is the price appreciation from aging down a positively sloped curve. Together they define the baseline return of every duration position. A walkthrough using t...

https://www.yieldcurve.pro/blog/carry-and-rolldown

Which begs the question: why do we need someone setting the Fed Funds Rate in the first place?

yieldcurve.pro - portfolio chart

How much should you invest in bonds?

A 30-year-old earning $75,000 with $50,000 saved should hold ~0% in bonds, according to lifecycle portfolio theory.

Customize your allocation at https://www.yieldcurve.pro/portfolio

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#YieldCurve #Treasuries

Interest Rate Regime Analysis | yieldcurve.pro Identify yield curve regimes: bull steepener, bear flattener, and more. Analyze historical interest rate environments and regime changes.

Regime: Bear Steep
(58 months of data)

Best avg monthly return:
reits: +0.61%
rates: +0.51%
commodities: +0.42%

Worst avg monthly return:
indices: +0.21%
currency: +0.00%
sectors: +0.00%

https://www.yieldcurve.pro/regimes

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#YieldCurve #Regimes #Rates

Front-end Treasury yields (1Mo to 1Yr) over the past quarter

Front End Monitor

Yield (1W chg bps)
1 Mo: 3.71% (-3)
3 Mo: 3.71% (-2)
6 Mo: 3.73% (-2)
1 Yr: 3.72% (-5)

Fed funds: 3.75%
3Mo near Fed funds (-4 bps)

https://www.yieldcurve.pro/levels

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#YieldCurve #Fed

yieldcurve.pro - odds chart

Prediction market update: Fed rate cut by....

Top outcome: December Meeting at 64%.

https://www.yieldcurve.pro/odds

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#YieldCurve #Fed

Fixed Income & Treasury Market News | yieldcurve.pro Curated fixed-income news from top financial sources, scored and categorized for yield curve professionals.

Top Stories

1. ETF of the Week: Shelton Equity Premium Income...
2. Massive News for Intel Stock Investors
3. Quantpedia’s Research Workflow: From Idea Disco...
4. Fed Disappointment May Make This Bond ETF Appea...
5. Wall Street Week | Fed...

https://www.yieldcurve.pro/news

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yieldcurve.pro - auctions chart

Recent Treasury auction demand.

View all auctions at https://www.yieldcurve.pro/auctions

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#YieldCurve #Auctions #Treasuries

yieldcurve.pro - The Laws of Trading: A Trader's Guide to Better Decision-Making for Everyone book cover

The Laws of Trading: A Trader's Guide to Better Decision-Making for Everyone by Agustin Lebron



www.amazon.com/Laws-Trading-Traders-Dec...

Fixed Income & Treasury Market News | yieldcurve.pro Curated fixed-income news from top financial sources, scored and categorized for yield curve professionals.

Top Stories

1. ETF of the Week: Shelton Equity Premium Income...
2. Recession Risks Are Rising According To Wall St...
3. Quantpedia’s Research Workflow: From Idea Disco...
4. Fed Disappointment May Make This Bond ETF Appea...
5. Wall Stree...

https://www.yieldcurve.pro/news

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Interest Rate Regime Analysis | yieldcurve.pro Identify yield curve regimes: bull steepener, bear flattener, and more. Analyze historical interest rate environments and regime changes.

Regime: Consolidation
(34 months of data)

Best avg monthly return:
rates: +0.20%
commodities: +0.14%
credit: +0.03%

Worst avg monthly return:
sectors: +0.00%
reits: -0.04%
indices: -0.09%

https://www.yieldcurve.pro/regimes

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#YieldCurve #Regimes

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Fixed Income & Treasury Market News | yieldcurve.pro Curated fixed-income news from top financial sources, scored and categorized for yield curve professionals.

Top Stories

1. ETF of the Week: Shelton Equity Premium Income...
2. Recession Risks Are Rising According To Wall St...
3. Taking Your ETF Strategy to Europe
4. Quantpedia’s Research Workflow: From Idea Disco...
5. Musk's xAI Turns To Wall S...

https://www.yieldcurve.pro/news

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Front-end Treasury yields (1Mo to 1Yr) over the past quarter

Front End Monitor

Yield (1W chg bps)
1 Mo: 3.74% (+1)
3 Mo: 3.73% (-1)
6 Mo: 3.75% (-4)
1 Yr: 3.77% (-3)

Fed funds: 3.75%
3Mo near Fed funds (-2 bps)

https://www.yieldcurve.pro/levels

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#YieldCurve #Fed

yieldcurve.pro - rolldown chart

Which Treasury tenor offers the best carry + rolldown?

See the sweet spot at https://www.yieldcurve.pro/rolldown

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#YieldCurve #Duration #Treasuries

Anatomy of a Failed Trade: The 2s10s Steepener The 2s10s steepener requires 4x capital, carries flat, and just ran into a bear flattener. Three calculators put exact numbers on every dimension of the trade's failure — tenor by tenor, basis point by basis point.

The 2s10s steepener requires 4x capital, carries flat, and just ran into a bear flattener. Three calculators put exact numbers on every dimension of the trade's failure — tenor by tenor, basis point by basis point.

www.yieldcurve.pro/blog/anatomy-of-a-failed...

yieldcurve.pro news feed preview

📰 Curated Fixed Income News

Highly curated market and podcast news feed.

Recent highlights:

• ETF of the Week: Shelton Equity Premium Income ETF (SEPI)
• Recession Risks Are Rising According To Wall Street. Here...
• Analyst Report: Sun L...

https://www.yieldcurve.pro/news

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10-Year minus 2-Year Treasury spread over time

Duration Extension: Worth It?

2Y → 10Y trade-off:
• Extra yield: +49 bps
• Break-even: ~8 bps/year rate rise

If rates rise <8 bps over the next year, extension wins.
If rates rise more, price loss wipes out yield pickup.

2Y: 3.84% | 10Y...

https://www.yieldcurve.pro/slopes

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Salomon Brothers: Understanding the Yield Curve The influential 1995 series that popularized forward rate analysis, duration extension strategies, and convexity bias among institutional investors. Its clear explanation of complex fixed-income mathematics helped establish modern yield curve trading and relative value frameworks still used today.

Give this classic paper a read

www.yieldcurve.pro/papers/salomon-brothers-...

This and other classic sources hosted for free at www.yieldcurve.pro

✨
#YieldCurve #FixedIncome

yieldcurve.pro - Essays On Trading Strategy book cover

Essays On Trading Strategy by Graham L. Giller

Practical trading strategies w...

www.amazon.com/Essays-Trading-Strategy-...

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Annual Fixed-Income Performance Examining How Different Bond ETFs Have Performed Historically

Annual Fixed-Income Performance

https://www.yieldcurve.pro/blog/annual-bond-perf-001

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#YieldCurve #Treasuries

yieldcurve.pro - scenarios chart

What happens to bond prices if the Fed hikes 100bp? Or if a recession hits?

Simulate rate scenarios at https://www.yieldcurve.pro/scenarios

✨
#YieldCurve #Fed #Treasuries

Diversifying Return Stacked Allocations (Part 3) So You Have Chosen Your Return Stacked Asset Classes. Now What?

Diversifying Return Stacked Allocations (Part 3)

www.yieldcurve.pro/blog/diversifying-return...

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#YieldCurve

Interest Rate Regime Analysis | yieldcurve.pro Identify yield curve regimes: bull steepener, bear flattener, and more. Analyze historical interest rate environments and regime changes.

Regime: Bull Steep
(69 months of data)

Best avg monthly return:
commodities: +0.91%
rates: +0.32%
credit: +0.11%

Worst avg monthly return:
sectors: -0.01%
indices: -0.01%
reits: -0.10%

https://www.yieldcurve.pro/regimes

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#YieldCurve #Regimes #Rates

yieldcurve.pro - Advanced Portfolio Management book cover

Advanced Portfolio Management by Giuseppe A. Paleologo

Portfolio cons...

www.amazon.com/Advanced-Portfolio-Manag...

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The Yield Curve Has a Pop Quiz We built a daily fixed-income quiz, then four more calculators to help you study for it.

We built a daily fixed-income quiz, then four more calculators to help you study for it.

www.yieldcurve.pro/blog/the-yield-curve-has...
#YieldCurve

yieldcurve.pro - levels chart

Treasury yields for the 3 Mo Bill and the 10 Yr Note.

The 3 Mo and the 10 Yr ended at 3.72% and 4.20%, respectively.

https://www.yieldcurve.pro/levels

✨
#YieldCurve #Treasuries

yieldcurve.pro - Little Book That Beats The Market book cover

Little Book That Beats The Market...

www.amazon.com/Little-Book-Still-Beats-...

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Salomon Brothers: Understanding the Yield Curve The influential 1995 series that popularized forward rate analysis, duration extension strategies, and convexity bias among institutional investors. Its clear explanation of complex fixed-income mathematics helped establish modern yield curve trading and relative value frameworks still used today.

Give this classic paper a read

www.yieldcurve.pro/papers/salomon-brothers-...

This and other classic sources hosted for free at www.yieldcurve.pro

✨
#YieldCurve #FixedIncome