The document is a financial analysis report discussing the US Treasury (UST) yield curve, specifically the 5s-10s segment. It highlights the deviation of the current curve from the model's fair value, attributing it to differences in inflation expectations and term premiums. The report includes a model analysis of the 5s-10s UST slope, comparing actual vs. fitted values, and discusses potential reasons for the observed flatness of the curve.
documents/vol00010-efta01457190-pdf.pdf
{"title":"US Fixed Income Weekly","key_people":["Alex Li"],"document_date":"2015-03-27","document_type":"tabular","key_locations":["United States"],"document_subtype":"financial analysis","key_organizations":["Deutsche Bank","Bloomberg Finance LP"],"reference_numbers":["DB-SDNY-0116620","SDNY_GM_00262804","EFTA01457190"]}