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Curve Flattening

When the yield spread between long- and short-term Treasuries narrows — short yields rising faster than long yields, or long yields falling faster.

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Curve flattening occurs when the spread between long and short Treasury yields compresses. A bear flattener — the most common — happens when short yields rise faster than long yields as the Fed hikes rates; the market anticipates that aggressive tightening will slow growth and bring rates back down eventually.

A bull flattener occurs when long yields fall faster than short yields, often on flight-to-safety buying of long Treasuries during risk-off events.

Sustained flattening is a warning sign for risk assets. It signals tightening financial conditions at the short end while long-end growth expectations moderate — a headwind for economically sensitive sectors and leveraged credit.

#yield-curve#interest-rates#macro

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