The Bond Market Podcast with Fexingo: Treasuries, Yields, and Fixed Income for Beginners

The Bond Market Podcast with Fexingo: Treasuries, Yields, and Fixed Income for Beginners

By FexingoBusiness
Download on the App Store

The Bond Market Podcast with Fexingo: Treasuries, Yields, and Fixed Income for Beginners episodes

  • Why the 5-Year Treasury Is Leading the Curve Steepening

    In this episode of The Bond Market Podcast, Lucas and Luna examine why the 5-year Treasury yield has surged 2.7% in the past week to 4.37%, outpacing gains in the 2-year and 10-year notes. They explore how this 'belly of the curve' move is reshaping the steepening narrative, with the 10-year-2-year spread at 37 basis points and the 30-year yield above 5%. The hosts discuss drivers from supply concerns to hedge fund positioning, and what it means for investors. They also touch on Jamie Dimon's recent warning about Treasury risks and how the 5-year is becoming the new battleground for rate expectations.

    #5YearTreasury #YieldCurveSteepening #TreasuryYields #BondMarket #FixedIncome #Economics #FederalReserve #JamieDimon #InvestmentStrategy #BellyOfTheCurve #TreasurySupply #HedgeFunds #CurveSteepener #BondPodcast #FexingoBusiness #BusinessPodcast #InterestRates #MarketSignal

    Keep every episode free: buymeacoffee.com/fexingo

    8 min
  • Why the 5-Year Treasury Yield Is Leading the Curve Steepening

    In this episode of The Bond Market Podcast, Lucas and Luna explain why the 5-year Treasury yield is surging faster than both the 2-year and 10-year, steepening the curve in an unusual way. With the 5-year yield up nearly 3% in the last five days to 4.37%, they explore how Fed policy uncertainty, inflation expectations, and a crowded short trade are driving this specific part of the curve. Drawing on data from July 21, 2026, they break down why the 5-year note has become the bond market's swing factor — and what it means for investors who think the curve is just a simple long-end story.

    #5YearTreasury #YieldCurveSteepening #TreasuryYields #BondMarket #FixedIncome #FedPolicy #InflationExpectations #ShortTrade #CurveDynamics #IntermediateTerm #Economics #FexingoBusiness #BusinessPodcast #BondInvesting #RateOutlook #July2026 #TreasuryNotes #MarketStructure

    Keep every episode free: buymeacoffee.com/fexingo

    9 min
  • Why the 3-Month Bill Is Sticky Above the Fed Funds Rate

    In this episode of The Bond Market Podcast with Fexingo, Lucas and Luna dig into a persistent anomaly in mid-2026: the 3-month Treasury yield is sitting at 3.85 percent, twenty-two basis points above the effective Fed funds rate of 3.63 percent. They explain why this gap matters for money market funds, the Fed's control of short-term rates, and what it signals about liquidity and bank reserve scarcity. Drawing on the interest on reserve balances rate of 3.65 percent and the ON RRP facility mechanics, they show how the Treasury's bill issuance surge has created a floor above the Fed's target. The episode also touches on Jamie Dimon's recent warning about Treasuries and why the 3-month bill is becoming the real benchmark for cash investors.

    #3MonthTreasury #FedFundsRate #TreasuryBills #MoneyMarketFunds #ONRRP #IOER #YieldCurve #LiquidityCrisis #BillIssuance #JamieDimon #TreasuryMarket #FixedIncome #ShortTermRates #CentralBanking #Economics #BondMarket #FexingoBusiness #BusinessPodcast

    Keep every episode free: buymeacoffee.com/fexingo

    11 min
  • Why the 30-Year Treasury Yield Is Breaking Above 5 Percent

    In this episode of The Bond Market Podcast, Lucas and Luna examine why the 30-year Treasury yield has climbed above 5 percent in July 2026, reaching 5.12 percent as of this week. They explore the key drivers: term premium expansion, fiscal deficit concerns, and the Fed's reduced influence at the long end. The hosts discuss how this move diverges from the 2-year yield and what it signals for mortgage rates, pension funds, and the broader economy. They also touch on the steepening yield curve and why long-term bond investors are demanding more compensation for duration risk. With data showing the 30-year yield up 5 basis points in the last five days, Lucas and Luna break down whether this is a structural shift or a temporary spike. A must-listen for fixed-income investors trying to navigate a world where the long bond is breaking out.

    #30YearTreasury #BondMarket #TreasuryYields #YieldCurve #TermPremium #FederalReserve #Inflation #DurationRisk #FixedIncome #LongBond #BondInvesting #Steepening #FiscalDeficit #Economy #Finance #Economics #FexingoBusiness #BusinessPodcast

    Keep every episode free: buymeacoffee.com/fexingo

    7 min
  • Why the 3-Month Yield Is Sticky Above the Fed Funds Rate

    The 3-month Treasury yield has been stubbornly sitting above the Fed funds rate for months, and it's not just a technical glitch. In this episode, Lucas and Luna dig into why short-term rates are breaking from the central bank's target, what it says about liquidity in the repo market, and how the Fed's interest on reserve balances is losing its grip. With the 3-month yield at 3.84% and the Fed funds rate flat at 3.63%, the gap is signaling that the plumbing of money markets is under stress. Using fresh data from July 2026, they walk through the role of Treasury bill supply, money market fund flows, and the Fed's reverse repo facility. If you've been wondering why the yield curve's short end feels broken, this one's for you.

    #3MonthTreasury #FedFundsRate #YieldCurve #MoneyMarkets #RepoMarket #Liquidity #TreasuryBills #ReverseRepo #IOER #MoneyMarketFunds #BondMarket #FixedIncome #FexingoBusiness #BusinessPodcast #Economics #CentralBanking #LiquidityCrisis #ShortTermRates

    Keep every episode free: buymeacoffee.com/fexingo

    9 min
  • How the 2-Year Treasury Yield Became the Real Fed Signal

    In this episode of The Bond Market Podcast, Lucas and Luna explore how the 2-year Treasury yield has overtaken the Fed funds rate as the market's true compass for monetary policy. With the 2-year yield sitting at 4.16 percent and the Fed holding rates steady at 3.63 percent, the gap is sending a clear message. The hosts break down why bond traders are pricing in a higher terminal rate than the Fed projects, what the 0.53 percent spread means for inflation expectations, and how this shift changes the way investors should interpret yield curve signals. They also touch on the Dallas Fed President's recent call for 'modestly' higher rates and the broader disconnect between central bank communication and market reality.

    #BondMarket #Treasuries #YieldCurve #Fed #TwoYearYield #MonetaryPolicy #Inflation #BondInvestors #MarketSignals #CentralBank #LorieLogan #DallasFed #FixedIncome #Economics #FexingoBusiness #BusinessPodcast #Investing #Macro

    Keep every episode free: buymeacoffee.com/fexingo

    6 min
  • Why the 3-Month Treasury Yield Is Sticky Above the Fed Funds Rate

    It's mid-July 2026 and something strange is happening in short-term debt markets: the 3-month Treasury yield is sitting at 3.84 percent, a full 21 basis points above the effective fed funds rate of 3.63. Typically, the two move in lockstep, but today's gap signals that money market funds are demanding a premium for reasons that go beyond rate expectations. This episode dives into the mechanics — the role of the Treasury's General Account, the shrinking supply of T-bills after debt-ceiling resolution, and the quiet influence of the Fed's overnight reverse repo facility. Lucas and Luna walk through why this spread matters for anyone holding cash or short-duration bonds, and how it connects to the broader steepening yield curve. Specific data from July 17, 2026 anchors the conversation.

    #TreasuryYields #FedFundsRate #MoneyMarkets #ShortTermBonds #YieldCurve #TreasuryGeneralAccount #ReverseRepo #TBills #Liquidity #BondMarket #Economics #MonetaryPolicy #July2026 #FexingoBusiness #BusinessPodcast #TheBondMarketPodcast #FixedIncome #CashManagement

    Keep every episode free: buymeacoffee.com/fexingo

    9 min
  • How the 10-Year Yield Is Topping 4.5 Percent

    The 10-year Treasury yield has pushed above 4.5 percent for the first time since 2023, and it's not because of the Fed. Lucas and Luna unpack the mechanics behind the move: a surge in term premium driven by fiscal deficits and debt issuance, while short-term rate expectations stay anchored. They explain what the 2-year versus 10-year spread is really saying about the economy, and why the bond market is now leading the Fed rather than the other way around. Along the way, they reference Dallas Fed President Lorie Logan's recent call for higher rates and what it means for the yield curve. This is a focused look at the one number that matters right now in fixed income.

    #10YearYield #TreasuryYields #BondMarket #TermPremium #YieldCurve #FedPolicy #LorieLogan #FiscalDeficit #DebtIssuance #FixedIncome #Economics #Finance #InvestmentStrategy #Macro #InterestRates #FexingoBusiness #BusinessPodcast #BondMarketPodcast

    Keep every episode free: buymeacoffee.com/fexingo

    7 min
  • Why the 30-Year Yield Is Breaking Above 5 Percent in July 2026

    The 30-year Treasury yield has pushed above 5 percent, a level not sustained since before the 2008 financial crisis. In this episode, Lucas and Luna examine what's driving the break — a term premium shock, not a growth story. They look at how the 5.06 percent yield is reshaping mortgage pricing, pension fund assumptions, and the logic of long-duration bonds. Using data from July 18, 2026, they walk through the gap between the 30-year and the 10-year, and what it says about the market's view of long-run fiscal risk. This isn't a repeat of the 2020-2025 rate cycle; it's a new regime where the long end has decoupled from Fed policy.

    #30YearTreasury #LongBond #YieldCurve #TermPremium #TreasuryYields #BondMarket #FixedIncome #FedPolicy #PensionFunds #MortgageRates #InflationRisk #FiscalDeficit #DurationRisk #Economics #Finance #FexingoBusiness #BusinessPodcast #July2026

    Keep every episode free: buymeacoffee.com/fexingo

    8 min
  • Why the 2-Year Yield Is a Better Signal Than the Fed Funds Rate

    In this episode of The Bond Market Podcast, Lucas and Luna explore why the 2-year Treasury yield has become a more reliable indicator of monetary policy direction than the Fed funds rate itself. With the Fed holding rates at 3.63% since June and the 2-year yield dropping to 4.13%, the bond market is pricing in cuts the Fed hasn't signaled. They examine the mechanics: how the 2-year yield reflects market expectations for future Fed actions, why it's leading the funds rate in mid-2026, and what this means for investors. They also touch on Dallas Fed President Lorie Logan's recent call for 'modestly higher' rates and why the market isn't buying it. A practical look at a key fixed-income signal.

    #2YearYield #FedFundsRate #TreasuryYields #BondMarket #MonetaryPolicy #FederalReserve #LorieLogan #YieldCurve #RateCuts #FixedIncome #Economics #FexingoBusiness #BusinessPodcast #Macro #Investing #Bonds #Treasuries #CentralBanking

    Keep every episode free: buymeacoffee.com/fexingo

    8 min

About The Bond Market Podcast with Fexingo: Treasuries, Yields, and Fixed Income for Beginners

From the publisher's feed

Lucas and Luna cut through the noise of the fixed-income market every day on The Bond Market Podcast with Fexingo. This is not a show about predicting the next Fed cut or chasing yield — it is a methodical, data-grounded conversation about the mechanics of Treasuries, corporate bonds, and the yield curve. Lucas, a former bond trader turned journalist, brings the institutional perspective: what the belly of the curve is telling us, why duration risk matters now, and how repo market stress reveals hidden leverage. Luna, a macro strategist with a talent for making the arcane accessible, asks the questions that turn a Bloomberg screen into a story. Together they walk through real price action — steepeners, bull flatteners, credit spreads — without jargon for jargon's sake. Each episode is built around a single theme: the liquidity profile of an ETF, the tax implications of munis, the math behind a corporate debt restructuring. The listener comes away not with a tip but with a framework. By the time the closing bell rings, you will understand why a two-year note moved three basis points — and why that matters more than most headlines. Can you read a yield curve? After this show, you won't just read it — you'll know what it's saying.