Tag Archives: Yield curve

Understanding Derivatives Rollover Data

Understanding Derivatives Rollover Data

Rollover percentage indicates whether traders are willing to carry forward their existing positions (long or short) to the next series or not. Generally, the rollover figures alone will not indicate… Read more »

Update on Emerging Markets: So Far So Good!

Update on Emerging Markets- In our previous blog, https://www.plindia.com/blog/is-a-money-tsunami-on-its-way-to-india/, we had mentioned the possibility of India starting to receive receiving excellent flows – and that transpired with March 2019 seeing… Read more »

VIX Above 20! Time to Panic?

In a previous piece (https://www.plindia.com/blog/india-vix-vs-nifty-a-see-saw/) , we had forecast that the mid term VIX movements may allow Nifty to bottom out but that it may reach 20 levels around election… Read more »

FMPs, Not As Safe As They Seem

Half a year ago, the IL&FS fiasco rocked the debt markets. Debt schemes invested in the assets lost as much as 5% of their NAV in a day. In an… Read more »

The yield curve is a simple curvy line that plots out bond yields across bond maturities (in terms of time). Typically, the curve slopes upward, with investors demanding higher yields to hold a longer term bond, given the risk of inflation,  liquidity and many other uncertainties.

Risks of an Inverted Yield Curve: All about it!

“Every U.S. recession in the past 60 years was preceded by a negative term spread, that is, an inverted yield curve. Furthermore, a negative term spread was always followed by… Read more »