Fixed Income

surfer01
surfer01 ✭
in Other Charting Tools
I am trying to put together a graph showing what happens to 5, 10 and 30 year us treasuries when rates rise -can you help me ? tx

Comments

  • markd
    markd mod
    The notes and bonds themselves have one symbol, the yields for each have another:

    notes:

    5yr - $USFV
    10yr - $UST
    30yr - $USB

    yields:

    5yr - $FVX
    10yr - $UST10Y
    30yr - $TYX

    make a chart for one, then put the corresponding symbol in the "Price" indicator and place it "Behind Price".
  • Kevo
    Kevo ✭
    edited April 2015
    You likely already know this basic InterMarket relationship: Treasury yields move inversely to their corresponding Bond or Note price. If you use the Correlation Coefficient indicator, the relationship would be described as negatively correlated.

Categories