This article was written by Jim Wiederhold, Commodity Indices Product Manager at Bloomberg. Long-only commodities investment returns can be attributed to spot, curve and carry components. In this blog ...
This is an interesting chart I think. It shows the spot CPI swap curve (that is, expected 1y inflation, expected 2y compounded inflation, expected 3y compounded inflation), which is very, very steep ...
The probability of the inverted yield curve ending by February 9, 2024, is 32.8%, compared to 20.4% last week. There is a 23.4% probability of negative 3-month bill rates by February 5, 2027. The ...