meep
January 6, 2021, 6:04pm
1
I’m really looking forward to a time of increasing interest rates. Eventually.
meep
February 9, 2021, 8:11pm
5
I liked this animation of the yield curve [with the sound off]
13,141 votes and 963 comments so far on Reddit
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meep
September 21, 2022, 8:12am
8
It’s been a while (I suppose we’ve got more than one thread, too… but oh well)
Here are yesterday’s rates (compared to the beginning of the year)
look at that lovely inversion
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The inversion has become a lasting fixture for 2022. Most carriers base their preliminary year-end financials on 9/30 numbers. The difference between now and 12/31 should be very interesting, and make it very difficult for actuaries developing 12/31/2023 memos to guess where 2023 will lead.
4-month T-bill was added to the curve today.
meep
October 20, 2022, 3:03am
11
Yes, I saw that when I updated my graph this morning.
They added the column before there was a number to put in there.
meep
October 20, 2022, 2:26pm
12
So, I’ve sometimes been updating a yield curve first thing in the morning on actuarial.news
Just added the 4-month in:
prior day for comparison:
4-month seems superfluous.
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This is the year-end Treasury yield curve. How does the inversion affect cashflow testing?
Date
1 Mo
2 Mo
3 Mo
4 Mo
6 Mo
1 Yr
2 Yr
3 Yr
5 Yr
7 Yr
10 Yr
20 Yr
30 Yr
12/30/2022
4.12
4.41
4.42
4.69
4.76
4.73
4.41
4.22
3.99
3.96
3.88
4.14
3.97
09/30/2022 | 2.79 | 3.20 | 3.33 | N/A | 3.92 | 4.05 | 4.22 | 4.25 | 4.06 | 3.97 | 3.83 | 4.08 | 3.79
Most work was probably done as of 9/30. Here’s the 9/30 curve. Seems less inverted than 12/31/22.
We’ve had a full year (12 months) of inverted yield curve. When’s the recession?
meep
August 10, 2023, 7:57am
19
1 Like
meep
October 20, 2023, 7:50am
20
1 Like