The Starting Line for the US Yield Curve

January 6, 2025 — Two key components drive the shape of the yield curve: expectations for the short-term interest rate and expectations for the term premium. The market expects the fiscal deficit to continue growing and for the Fed to be all but done cutting rates.. Given strong economic data and lack of details around Trump’s economic policies, interest rates are near fair value; however, we see risks as skewed to the downside given current valuations.

  • DATE: January 6, 2025
  • TYPE: PDF
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