Saturday, January 24, 2015

US Treasuries are Historically High Relative to German Bunds

It won't last. The Goldman forecast is accurate on this, most likely underestimating the shrinking of the spread.


 -RW 

4 comments:

  1. You mean "historically low", right?

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    1. No, Wenzel is correct when he says Treasuries are historically HIGH relative to German bubd rates.

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    2. Treasuries are LOW (cheap) and their YIELDS are high relative to German Bunds. When you say X is high -- in this case X being Treasuries -- that usually means its PRICE is high. Treasuries are historically CHEAP vs German Bunds. Both GS and Wenzel have it wrong.

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    3. It's a headline. The chart is clearly showing the spread between interest rates, not the spread between the price of bonds.

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