Top Tweets for #DURATION
Entre #OAT / #ETF il faut savoir choisir en toute connaissance de cause... Exercice de #pédagogie signé @V_Auriac #finance #sensibilité #duration @IAECaenAlumni #bourse
🧑🎓 Obligation ou ETF obligataire : la différence que peu d'investisseurs voient.
📉 Une obligation vieillit : sa sensibilité aux taux (duration) diminue chaque année jusqu'à zéro, et elle rembourse le pair à l'échéance si l'émetteur paie.
🔁 Un ETF obligataire n'a pas d'échéance : il remplace en permanence ses titres qui vieillissent. Sa duration reste constante, et le risque de taux ne disparaît jamais.
📊 Exemple : une obligation d'État à 10 ans émise au pair avec un coupon de 3 %, face à un ETF d'obligations d'État 7-10 ans. Après 5 ans, une hausse de taux de 1 point coûte environ 4,6 % à l'obligation, mais toujours 7,5 % à l'ETF !👇
The global #duration sell-off has reached levels last seen before the #financial crisis, and Friday's data could extend it. The US 10-year traded as high as 5.306%, the highest since 2002, the 30-year gilt sits at 5.96% and the #French 10-year has risen 60bp in September to its highest since 2008 as Paris presents its 2027 budget today. September #CPI prints of 3.3% in #Germany, 4.2% in #Italy and 5.0% in #Spain set up Friday's #euro-area flash #HICP against a 3.6% consensus, landing within hours of US #payrolls. A hot pairing would push term premia higher across all three #curves, pressure equity multiples and test the #dollar's 2% September rally.
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Happy Hump Day! Yield story continues to play out with 30s taking the main narrative as yield hit highest level since pre GFC. We said previously that at these levels bonds get attractive on dv01 basis and that is something now being repeated in main stream press #duration #convexity #dv01
‼️ September has punished global bond investors again. But this is not a routine calendar effect
Read More: https://t.co/U0r5YGGytI
#FixedIncome #Bonds #Treasuries #InterestRates #GlobalMarkets #Macro #InstitutionalInvesting #Duration #BondMarkets #Inflation #PortfolioStrategy #LongShort #RiskManagement #CapitalMarkets
The #duration sell-off is synchronised: the 10-year #JGB at 3.07% is at its highest since 1996, the #Bund at 3.62% its highest since 2009 and the 10-year #gilt at 5.35% near a two-decade high, while the #RBA is priced to #hike tomorrow. #Hawkish #BoJ minutes keep the Japanese #curve under pressure as Tokyo, now with explicit #USA backing, defends the 158–160 zone in #USD/#JPY. A coordinated intervention would force carry unwinds into a market where #Treasury #volatility has jumped to 104 on the #MOVE index while the #VIX sits at 14, the most mispriced relationship across assets this morning.
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Me crashing out about the bad takes on the US10Y.
#US10Y #TNX $TNX #TLT #Bonds #BondMarket #Treasury #Treasuries #Yields #BondYields #FixedIncome #InterestRates #Rates #Fed #FOMC #LongBonds #US30Y #TYX #Duration
The biggest thing that happened this week were these two last daily candles.
Proof that most people got it wrong.
The fact that $VIX is where it is right now is testament to careers that are going to end in the next 12 months.
The only fix is mean reversion now.
#tokei is now officially stable. I just released version 1.0.0 nicknamed Daria. Using duration and local time in PHP has never been that straightforward. A documentation website and a logo are now avaiable at
https://t.co/hvtgYzKE6i
#PHP #Duration #localtime #interval
Why bitcoin:native & ethereum:native & zcash:native , and not ripple:native / solana:So11111111111111111111111111111111111111112 The common factor is not "crypto." It's #duration and extension.
BTC = eigenvector of the real yield shock.
ETH = beta 1.1–1.3 of the same factor.
Short BTCÐ = short the "crypto risk" factor, not a protocol-specific view.
ZEC = right tail of September, record OI, ETF FOMO already priced in.
XRP absent from the visible: September 15 is a CLARITY binary (π Law 2026 still at 16–35%).
A macro desk shorts the rate factor; it does not sell a poorly calibrated political call on the day. The absence of XRP is information.
SOL absent: Alpenglow catalyst at end of September, non-collinear with the FOMC.
Global #duration is increasingly becoming the transmission channel linking these risks. #USA, #European and #Japanese #sovereign #yields are rising together, with #Japan's benchmark yield approaching 3% and European yields reaching multi-year highs, while Tokyo faces pressure from Washington to accelerate monetary normalization. A synchronized repricing of global policy rates would challenge leveraged carry trades, expensive growth #equities and long-#duration #credit simultaneously, leaving this week's U.S. #employment data potentially decisive for whether the #bond selloff extends.
Thoughts of the day, Daily Market News over the last 24 hours.
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Prevalence of hyperlipidemia in controlled and uncontrolled type-2 diabetic patients
#Duration #Controlled #Hyperlipidemia
#Diabetes #Uncontrolled
https://t.co/60TIp5lQeo
#Treasury intervention remains a potentially larger structural issue than the immediate rally suggests. Expanded long-#duration buybacks have helped pull #yields away from recent extremes, but markets are increasingly debating whether liquidity management is evolving into an attempt to suppress government borrowing costs. That distinction matters for the #dollar, #gold and #Bitcoin because persistent intervention against long #yields could ultimately increase rather than reduce the fiscal risk premium.
Thoughts of the day, Daily Market News over the last 24 hours.
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🧠 INTELLIGENCE ASSESSMENT
The dominant #macro driver is the interaction between #oil, long-#duration #Treasury #yields and #Ai artificial-intelligence #CapEx capital expenditure. Falling #crude has temporarily broken the feedback loop between #geopolitical risk, #inflation expectations and rising yields, allowing #technology equities to rebound. Yet the market tension remains unresolved: #equities are again approaching record territory while long-term government borrowing costs remain historically elevated and corporate AI financing requirements continue expanding. #Gold and #Bitcoin strength alongside recovering equities indicates that investors are simultaneously participating in risk assets and hedging fiscal and currency dilution.
Positioning therefore remains unusually asymmetric. #Nvidia earnings can validate another phase of AI infrastructure spending, but expectations are sufficiently elevated that execution alone may no longer produce substantial upside. Meanwhile, Treasury buybacks and lower oil have encouraged duration exposure just as fiscal supply remains structurally heavy. A benign combination of strong Nvidia guidance, falling #crude and contained inflation could extend the equity rally; renewed #energy disruption or stronger inflation would instead reconnect oil, yields, the #dollar, gold and equity valuations through a much less favourable transmission mechanism.
Thoughts of the day, Daily Market News over the last 24 hours.
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🧠 INTELLIGENCE ASSESSMENT
Markets are increasingly being driven by a three-way collision between #fiscal policy, #monetary credibility and the #Ai artificial-intelligence investment cycle. Long-#duration #Treasury #yields remain historically elevated despite Treasury's #intervention, yet #gold has pushed above $4,600 and the #dollar remains close to multi-month lows. That combination is important: investors are not treating high #USA yields as an uncomplicated expression of #economic strength. Instead, part of the yield premium increasingly reflects fiscal supply, inflation and #sovereign-duration risk. The resulting mispricing tension is visible across #rates, #currencies, #commodities and #equities: nominal yields are restrictive, yet financial assets continue to price substantial structural growth from AI investment.
Positioning therefore remains vulnerable to catalysts capable of challenging either side of that equation. Nvidia can validate the earnings assumptions underpinning technology valuations, while Wednesday's inflation data and Kevin Warsh's Jackson Hole speech can reshape the discount rate applied to those earnings. Gold inflows suggest institutional portfolios are simultaneously maintaining exposure to growth while increasing protection against fiscal and currency risk. The asymmetric scenario is one in which inflation remains sticky, Treasury intervention fails to contain long yields and AI earnings expectations weaken simultaneously. That combination would challenge equities, duration and credit together while favouring gold, volatility and defensive liquidity.
Thoughts of the day, Daily Market News over the last 24 hours.
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금리 높을 때 TGA 적극적으로 써서 매입하면, 낮아졌을 때 더 많이 발행할 수 있는 마진이 생김. 이건 채권 금리 조작 정책이 아니라 #Duration management에 가까움.
TREASURY COULD TAP $950B CASH PILE FOR BOND BUYBACKS
Treasury officials say Scott Bessent could use the roughly $950B Treasury General Account to help fund expanded purchases of long-dated government bonds.
That could give Treasury significantly more firepower to influence long-term yields after markets questioned whether the recently doubled buyback program was large enough to matter.
Treasury has already raised minimum long-end buybacks from $2B to $4B per operation, with the first scheduled for Sept. 9.
Source: CNBC
#Equity markets are therefore confronting a simultaneous #duration, #inflation and #consumer-demand test. Thursday's broad Wall Street decline, including a 1.32% fall in the #Dow and 1% drop in the #Nasdaq, demonstrated that the pressure is no longer confined to expensive #technology stocks. #Walmart's sharp decline added a consumer-growth dimension to the existing #rates shock, while #semiconductor resilience shows investors remain reluctant to abandon the structural #AI theme ahead of #Nvidia's results next week.
Thoughts of the day, Daily Market News over the last 24 hours.
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Thoughts for the day NEWS
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The global long-#duration #bond selloff remains the dominant cross-asset risk despite the #USA #Treasury's attempt to stabilize the market through expanded long-end buybacks. The 10-year #Treasury #yield returned toward 4.70% and the 30-year toward 5.25%, effectively erasing much of Wednesday's relief. The failure of technical intervention to produce durable compression in #yields reinforces the market's focus on fiscal #deficits, #inflation, heavy sovereign issuance and competing private-sector demand for capital from the AI infrastructure buildout.
Thoughts of the day, Daily Market News over the last 24 hours.
Read more, for the full analysis
Thoughts for the day NEWS
https://t.co/lse238b8VH
See our new quarterly earnings updates page.
https://t.co/dKwXKoXwsy
#FederalReserve #Tariffs #Investing #GlobalTrade #FinancialMarkets
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PRIORITY WATCH
The dominant cross-asset catalyst is the global long-#duration #bond selloff, with the #USA U.S. 30-year #Treasury #yield having reached its highest level since 2007 as investors demand greater compensation for #inflation, #fiscal supply and duration risk. The move is increasingly transmitting into #equities through higher discount rates, with #technology and #semiconductor shares bearing the greatest pressure, while elevated sovereign yields across #Germany, #France and #Japan show the repricing is global rather than U.S.-specific.
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