Research
Weekly · every Saturday
UST Weekly
A quant read of the US Treasury curve: what moved, why, how unusual it was, and what looks rich or cheap. Built from U.S. Treasury par and real yield curves, with interactive charts you can explore.
Read the latest issueWeek ending 16 Oct 2026
- The weekThe curve then vs now, each tenor's move against every week of the year, and the share of the prior month undone.
- Why it movedPCA attribution in basis points, real yield vs breakeven, and the news behind it.
- RiskRealised volatility by tenor, carry and roll per unit of risk, and technical levels.
- Rich and cheapPCA flies and a smooth-curve fit, with half-lives and history.
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