Cyber Monday Deal: Up to 60% off InvestingProCLAIM SALE

Is The Yield Curve Really Flattening?

Published 03/27/2014, 12:16 AM
Updated 07/09/2023, 06:31 AM
US2YT=X
-
US3YT=X
-
US5YT=X
-
US30YT=X
-

There is a lot of talk now about the yield curve flattening. A flattening curve is commonly viewed as bad for gold, and according to Mark Hulbert, in Why you should care about the yield curve, is an indicator of a coming recession.

But is the curve really flattening or is this all hype based on Janet Yellen’s press conference comments?  Here is a chart the likes of the type we have been using for many months now, comparing the U.S. 30-Year Treasury bond vs. the U.S. 5-Year bond's yield.

30-Y vs 5-Y Yield Daily

MarketWatch shows a similar chart in this article.

Here we should lend some perspective.  Okay Beuller, what is different this time from the last flattening?

30-Y vs. 5Y Weekly, 2000-2014

I am not going to pretend to sit here like some genius blogger and post all the conclusions so that we all know exactly what is going on (according to one guy’s imperfect world view).  But what we do know is:

  • In 2004 Alan Greenspan began to get the memo that his ultra lenient monetary policy had instigated a growing bubble in commercial credit.
  • As the stock market and economy began to show favorable signs, this policy was incrementally withdrawn, which in normal times would be the thing to do.  The curve flattened in line with policy making goals (of tamping down inflation expectations).
  • Unfortunately, it also tipped the leveraged system into a domino effect of high profile corporate financial failures, that resolved into the crash of 2008.
  • Enter ZIRP in December 2008.  This was a brave new policy decreed by the will of man and endures to this day.
  • The curve has been flattening for over a year now.
  • Some Fed jawbone “you know”, flapped about a withdrawal of ZIRP sometime well out in 2015, “that sort of thing”.
  • There is a distortion built into the system.  This is not opinion, it is a fact presented by the chart above.  How it will resolve is up for debate among various eggheads.

But there is a running distortion on the fly and not you nor I know how it will resolve.  It is not normal and it (in my opinion) belies desperation on the part of those promoting it.  To me, it looks like the latter stages of an ‘all or nothing’ operation that was put in play years ago.  ‘All or nothing’ implies all in and totally committed.  Otherwise, why has ZIRP not already (and long ago) begun to be incrementally phased out?

One conclusion that can be made is that this alignment continues to be favorable to whomever it is that borrows from the Fed Funds window exclusively.  That is of course due to the beneficial (and again in my opinion, immoral) ZIRP.  They can lend out at any other point on the curve for a favorable spread.

The curve is not flattening when ZIRP is used as the short term measurement point, as it is when the U.S. 5-YearU.S. 3-Year or U.S. 2-Year yields are measured.

And people wonder why the rich get richer.  They should stop looking at politics and start looking at finance (okay, the post rambled a little).

Latest comments

Loading next article…
Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.