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Thread: Bond yield normalization thread

  1. #1
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    Default Bond yield normalization thread

    Starting a new thread to track bond yield world wide as I expect bond yield to normalize towards the end of the year
    =============

    U.S. 10-year yields increased three basis points, or 0.03 percentage point, to 2.05 percent as of 6:13 a.m. in London, according to Bloomberg Bond Trader data. The price of the 1.625 percent security due in November 2022 dropped 1/4, or $2.50 per $1,000 face amount, to 96 9/32.

    The rate on Japan’s December 2022 note climbed four basis points to 0.805 percent, the highest since Jan. 15. The extra yield investors demand to hold 10-year government bonds in the U.S. instead of Japan widened to 1.28 percentage points, the most since March.

    Similar-maturity Australian yields touched 3.61 percent, the highest since May. The equivalent rate for Singapore bonds climbed to 1.55 percent, the most since September.
    Ride at your own risk !!!

  2. #2
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    note the gap

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    Quote Originally Posted by phantom_opera
    note the gap

    So does that mean interest rates and housing loan rates that bank charges are creeping up from here ?

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    my own estimate 10y UST at 2.3-2.5% by 2013, SIBOR will increase in H2

    USGG10YR:IND 2.05% +0.02 +1.16%

    SGS 10y 1.56%
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    SGS 10y closed at 1.61% yesterday
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  6. #6
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    Quote Originally Posted by phantom_opera
    SGS 10y closed at 1.61% yesterday
    Wow creeping up !

    Thank you Phantom for your updates and sharing.

    I wonder how much and how quickly this increase will tranlate in Singapore housing loan rates in H2 ?

  7. #7
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    Would 10y UST hit as high as 2.4% this year?

    SG 5y stabilize above 1% by end of year likely ...

    I maintain stocks (especially STI) will be flat this year
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  8. #8
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    Quote Originally Posted by phantom_opera
    my own estimate 10y UST at 2.3-2.5% by 2013, SIBOR will increase in H2

    USGG10YR:IND 2.05% +0.02 +1.16%

    SGS 10y 1.56%
    way way overshot my own prediction ... today 10y YST hits intraday high of 2.7x%

    ================
    Treasuries sank, sending the 10-year yield to the highest since August 2011, while the dollar rallied and gold tumbled as faster-than-forecast jobs growth fueled bets the Federal Reserve will begin to reduce its bond buying. U.S. stock-index futures pared earlier gains.
    The rate on the 10-year U.S. note climbed 21 basis points to 2.71 percent as of 9:13 a.m. in New York and the Dollar Index, which tracks the currency against six major peers, rose 1.4 percent to 84.41. Standard & Poor’s 500 Index (SPX) futures rose 0.6 percent after surging as much as 1.3 percent. The Stoxx Europe 600 Index lost 0.5 percent. Gold declined 2.2 percent to $1,221.98 an ounce.
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  9. #9
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    Australia 15y bond yield looks reasonable yummy minus the currency risk

    Australia Bond 15 Year Yield 4.30%
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  10. #10
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    now this gap really looks scary

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  11. #11
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    Hi Learned Phantom,
    Are still maintaining your prediction that the stock market will be flat this year?
    The STI or Dow you are referring?

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    Quote Originally Posted by Khng8
    Hi Learned Phantom,
    Are still maintaining your prediction that the stock market will be flat this year?
    The STI or Dow you are referring?
    STI of course, Dow is flushed with cheap money
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  13. #13
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    Bill Gross must be holding his breath tonight ...
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    10y ust at 2.74% yet Dow chiong, looks like stock market can take 10y UST at 3% and Emperor appears to wear clothes, 3m later cpf SA rate can finally peg to 10y SGS plus 1??
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    Gold is down to US$1212.

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    from zerohedge

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  17. #17
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    year end target for 10Y UST now 3%

    7y yield surged

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