10-Year Treasury Non-Commercial Net Positioning and Market Yield on U.S. Treasury at 10-Year Constant Maturity Given the high level of short positions in 10-year U.S. Treasuries, some investors may find it advantageous to increase the duration of their bond portfolio in a scenario of falling interest rates. Image: Real Investment Advice
U.S. Treasury Bill Yield by Maturity A default by the U.S. government could have significant negative effects on the economy, including financial market disruptions and a loss of faith in the United States by international investors. Image: BofA Global Research
Interest Service On Debt (Treasury Rate) and Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity Could the Fed’s rate hikes lead to a federal debt crisis? Image: Real Investment Advice
Earnings Price Yield for S&P 500 Minus Maturity of 10-Year Treasuries This chart suggests that equities are more attractive relative to fixed income. But the equity risk does not disappear because the spread (earnings yield minus Treasury yield) is positive. Image: Bhirud Associates
Investment Grade Bond Maturity Wall Should investors be concerned about the IG bond maturity wall? Image: Goldman Sachs Global Investment Research
U.S. Treasury Debt Average Maturity The U.S. Treasury debt average maturity has risen since the Great Recession. Image: Bianco Research
Debt – U.S. Shale’s Maturity Wall and Interest Should investors be concerned about the shale’s wall of maturity? There is no doubt about it. Image: Quill Intelligence, LLC
U.S. Corporate Debt Maturity Wall This chart shows the massive wave of maturities faced by investment-grade and speculative-grade U.S. companies in coming years. Image: Oxford Economics
The Fed’s Treasury Holdings by Maturity Nice chart showing the Fed’s Treasury holdings by maturity before and after the financial crisis. Image: Reuters
S&P 500 and the Shortest Maturity U.S. Treasury Yielded Highest Houston, we have a problem! Image: OddStats
S&P 500 Options: % of S&P 500 Listed Volume Expiring within 24 Hours Driven by the desire for quick profits, trading activity for short-term S&P 500 options with under 24 hours to maturity has surged to unprecedented levels. Image: Goldman Sachs Global Investment Research