Market Insights

USA Bond & Yield

U.S. government bonds are seen as a safe-haven investment for investors, with Treasury yields seen as an indicator of investor sentiment regarding the economy Low yields Recent U.S. bond yields (30.08.2021 5PM EDT): The United States 10Y Government Bond has a 1.289% yield. 10 Years vs 2 Years bond spread is 108.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities. Central […]

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High frequency data

High frequency data refers to time-series data collected at a fine scale. They are largely used in financial analysis and in high frequency trading, high frequency data provides intraday observations that can be used to understand market behaviours, dynamics, and micro-structures. Statistically, the higher the number of independently measured observations, the higher is the degrees

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Federal Reserve – Monetary Policy and Latest Market Expectation

FED & FOMC Introduction FOMC The Federal Open Market Committee (FOMC) is a branch of the Federal Reserve System (the Feds). The Board of Governors of the Federal Reserve System is responsible for the discount rate and reserve requirement, while FOMC is responsible for the open market operation. OMO is the purchase and sale of

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