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Rates / US 2Y Treasury

US02Y

US 2Y Treasury

3.81

+0.13% (+0.01)

ClosedUpdated 07/25, 01:59 AM

Market read

The note quantifies a relationship between rate moves and equity returns, linking a rise in the 10-year yield to 4.76% and the 2-year yield to 2.54% as simultaneous conditions coinciding with equity weakness. This matters for the US02Y instrument as its yield level is a direct component of the identified signal. Next up: 2-Year Note Auction.

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@ZeroHedge · 07/25, 02:09 AM
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Goldman Sachs identified specific yield thresholds in the 10-year and 2-year U.S. Treasury notes that they associate with equity market pressure.
The note quantifies a relationship between rate moves and equity returns, linking a rise in the 10-year yield to 4.76% and the 2-year yield to 2.54% as simultaneous conditions coinciding with equity weakness. This matters for the US02Y instrument as its yield level is a direct component of the identified signal.

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Analyst research note from Goldman Sachs identifying 2-year yield level at 2.54% and 10-year yield level at 4.76% in relation to equity returns

ZeroHedge disseminated the reported research, though the note itself was not independently sourced in this window

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