2 Comments
Mar 30, 2021Liked by DC's Chartbook

Hello. Regarding the 7-year auction weakness. Maybe the first bout of weakness coincided with the FedWire freeze on the 24th of February and thus that produced the full body dry heave we observed in the 5 to 7 to 10-year yields?

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Mar 28, 2021Liked by DC's Chartbook

Thanks. An eye opener as I have only been long or short Treasury ETFs.

My impression is that the CPI on 13/4 and/or the following 3 months may be higher than the market expects. I was looking to sell the 10 year Treasury leading upto 13/4.

I am not sure if selling the 10 year is the optimum strategy or I could sell other durations/combinations? Thx.

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