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

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

  • How Alan Greenspan s Legacy Shapes Today s Yield Curve

    On June 22 2026 Alan Greenspan the former Federal Reserve chairman dies at age 100. Lucas and Luna discuss how Greenspan's 18 year tenure shaped modern bond market analysis from his 1990s yield curve warnings to the Greenspan put. They tie his legacy to today's market data the 10 year yield at 4.49 percent and the 2s10s spread at 27 basis points and ask whether Kevin Warsh the new Fed chair is continuing or breaking with that tradition. A thoughtful conversation about monetary history and current fixed income dynamics.

    #AlanGreenspan #FederalReserve #YieldCurve #10YearTreasury #2s10sSpread #KevinWarsh #MonetaryPolicy #BondMarket #Treasuries #GreenspanPut #Economics #Finance #FexingoBusiness #BusinessPodcast #BondMarketPodcast #FixedIncome #YieldCurveInversion #FedHistory

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    9 min
  • How FOMC Minutes Are Driving Bond Yields Now

    In episode 67 of The Bond Market Podcast, Lucas and Luna unpack why the 10-year Treasury yield has climbed to 4.49 percent even as the Fed holds rates steady at 3.63 percent. They focus on the surprising role of FOMC minutes—specifically the June 2026 statement's shift in language around uncertainty and balance sheet runoff. The hosts explain how the 'dot plot' revisions and Chair Kevin Warsh's 'velvet glove' approach have steepened the yield curve without a recession, and why the 3-month yield divergence from the fed funds rate is a liquidity signal worth watching. Along the way, they discuss how the 2s10s spread flattened to 27 basis points and what that means for portfolio positioning.

    #FOMC #FederalReserve #TreasuryYields #YieldCurve #DotPlot #KevinWarsh #MonetaryPolicy #BondMarket #FixedIncome #Liquidity #InterestRates #Investing #Economics #Finance #FexingoBusiness #BusinessPodcast #Macro #CentralBanking

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    6 min
  • Why the 3-Month Yield Is Diverging from the Fed Funds Rate

    In this episode of The Bond Market Podcast, Lucas and Luna dissect a quiet but significant anomaly: the 3-month Treasury yield is climbing while the Fed Funds rate sits frozen at 3.63 percent. With the 3-month yield now at 3.83 percent — up from 3.79 last week — Lucas explains what this 'basis point creep' signals about liquidity preferences in the banking system. He walks through the mechanics of the fed funds market, the role of interest on reserve balances (IOER) at 3.65 percent, and why a yield above that level suggests banks are hoarding cash rather than lending. Luna questions whether this divergence is a precursor to stress in short-term funding markets or just a technical quirk. Using data from June 21, 2026, the hosts connect this yield divergence to broader bond market dynamics, including the steepening yield curve and the Fed's new 'velvet glove' regime under Kevin Warsh. A focused, accessible breakdown for anyone watching the short end of the curve.

    #ThreeMonthYield #FedFundsRate #TreasuryBills #ShortEnd #YieldCurve #KevinWarsh #FederalReserve #IOER #BasisPointCreep #Liquidity #BondMarket #FixedIncome #Treasuries #Economics #FexingoBusiness #BusinessPodcast #Podcast #TheBondMarketPodcast

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    9 min
  • Why the 2s10s Spread Is Flattening Again

    The yield curve is flattening again, and Lucas and Luna explain why this matters more than the absolute level of rates. With the 2-year note yielding 4.20 percent and the 10-year at 4.49 percent, the spread has narrowed to just 27 basis points — down from 29 a week ago. They drill into what's driving the move: the market pricing in a more hawkish Fed under Chair Warsh, a surprising demand for short-dated Treasuries from money market funds, and the geopolitical risk premium from Iran closing the Strait of Hormuz. Luna questions whether this flattening is a recession signal or just a liquidity squeeze, and Lucas walks through why the 2-year yield is the real story right now. If you've been watching the 10-year yield and ignoring the front end, this episode will change how you read the curve.

    #YieldCurve #TreasuryYields #FlatteningCurve #FedPolicy #2YearNote #10YearYield #BondMarket #FixedIncome #LiquiditySqueeze #GeopoliticalRisk #Iran #StraitOfHormuz #WarshFed #MoneyMarketFunds #Economics #Finance #FexingoBusiness #BusinessPodcast

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    8 min
  • How the 2-Year Yield Jump Shows Confidence in the Fed

    On June 20, 2026, the 2-year Treasury yield jumped 15 basis points in one week to 4.20 percent, while the 10-year yield rose more slowly. Lucas and Luna break down what this steepening spread tells us about the market's view of the Fed's next move. They discuss how the 2-year yield is the bond market's purest bet on short-term rates, why a rising 2-year yield often signals confidence that the Fed will hold steady or hike, and how this week's move contradicts recession fears. Using fresh data from June 17, they show how the 2-10 spread widened to 29 basis points before settling back to 27, and what that means for bond traders. No jargon, no fluff—just the one chart that matters right now.

    #2YearTreasury #TreasuryYields #YieldCurve #FederalReserve #BondMarket #Steepening #InterestRates #LucasAndLuna #FexingoBusiness #BusinessPodcast #Economics #FixedIncome #BondInvesting #FedPause #Spread #MarketSignals #June2026 #TreasuryNotes

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    8 min
  • How SpaceXs IPO Reshaped the Bond Market in One Week

    In this episode of The Bond Market Podcast, Lucas and Luna dissect how SpaceX's long-awaited IPO has sent ripples through fixed-income markets. With the 10-year yield climbing to 4.49 percent and the 2-year yield at 4.20 percent, the hosts explore the connection between a blockbuster equity debut and Treasury volatility. They discuss how the 'riskiest SpaceX trade' impacted high-yield spreads, why the Fed's hawkish stance under Chair Warsh is amplifying bond swings, and what the steepening yield curve signals about investor sentiment. Using real data from June 2026, they break down whether the SpaceX effect is a one-off or a harbinger for fixed-income markets. Tune in for a sharp, data-driven conversation that connects the dots between a historic IPO and your bond portfolio.

    #SpaceX #IPO #BondMarket #TreasuryYields #FedPolicy #WarshFed #YieldCurve #HighYield #FixedIncome #MarketVolatility #IPOEffect #Liquidity #TenYearYield #InvestorSentiment #Finance #Economics #FexingoBusiness #BusinessPodcast

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    8 min
  • How the 3-Month Treasury Yield Signals a Liquidity Squeeze

    Episode 62 of The Bond Market Podcast digs into a quiet but critical signal: the 3-month Treasury yield has risen to 3.83 percent, outpacing the Fed funds rate at 3.63. Lucas and Luna explain why this inversion between short-term rates and the central bank's policy rate matters for money markets, repo activity, and the broader economy. They walk through the mechanics of how the 3-month yield behaves when liquidity tightens, drawing on the current data from June 2026, and contrast it with the behavior of longer-term yields like the 10-year at 4.49 percent. The episode connects this to recent headlines about the Fed's stance under Chair Warsh and what it means for the bond market's plumbing. No jargon, just a clear look at a yield curve corner most investors ignore.

    #3MonthTreasury #TreasuryYields #LiquiditySqueeze #MoneyMarkets #FedFundsRate #YieldCurve #ShortTermRates #BondMarket #CentralBankPolicy #RepoMarket #WarshFed #TreasuryBills #FixedIncome #Economics #FexingoBusiness #BusinessPodcast #BondMarketPodcast #FinancialPlumbing

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    12 min
  • How the Fed Funds Rate Stays Stuck at 3.63 and What That Means for Bonds

    The Fed Funds effective rate has been pinned at 3.63 percent since May, even as the 2-year and 10-year Treasury yields climb. In this episode, Lucas and Luna break down why the Fed's interest on reserve balances (IORB) creates a floor under short-term rates, and how that floor is shaping the yield curve today. They walk through the mechanics of the Fed's rate toolkit, what the 3.63 percent level reveals about policy, and why the bond market is starting to price in a different path than the Fed's own dot plot. Plus, a look at how the 3.63 anchor is pulling the 2-year yield higher, and what the 2s10s spread says about recession risk in mid-2026.

    #FedFundsRate #InterestOnReserveBalances #TreasuryYields #BondMarket #YieldCurve #MonetaryPolicy #CentralBanking #2YearYield #10YearYield #RateFloor #Fed #Economics #FixedIncome #FexingoBusiness #BusinessPodcast #MarketMechanics #June2026 #RateHikePause

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    9 min
  • How the Yield Curve is Steepening Without a Recession

    In episode 60 of The Bond Market Podcast, Lucas and Luna explore a remarkable anomaly in the Treasury market in June 2026: the yield curve has been steepening sharply over the past five trading days, but not because the economy is weakening. Instead, long-term yields have dropped faster than short-term yields, compressing the 10-year from 4.47 to 4.43 and the 30-year from 4.97 to 4.90. Meanwhile the 2-year yield barely budged. This type of curve flattening via a long-end rally is historically rare outside of flight-to-safety events. The hosts examine what's driving demand for long-dated Treasuries in a world where the Fed is on hold at 3.63 percent and the new Fed chair Kevin Warsh has signaled a more hawkish stance. They discuss whether this is a genuine repricing of growth expectations or just repositioning ahead of next week's refunding announcement. No recession call, no panic — just a market that is pricing something different than many investors expect. Tune in for a focused, data-rich breakdown of the curve mechanics that matter right now.

    #YieldCurve #Treasuries #BondMarket #FederalReserve #KevinWarsh #Steepening #Flattening #10YearYield #30YearYield #2YearYield #FixedIncome #Economics #Business #FexingoBusiness #BusinessPodcast #Podcast #Investing #CurveDynamics

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    7 min
  • Why the Fed Changed Its Statement and What That Means for Bonds

    The Fed held rates steady on June 17, but the real story is the statement itself. Chairman Warsh pared down the language, removed the cutting bias, and refused to give a rate forecast. This episode unpacks why that matters for bond markets right now. We look at the new 10-year yield at 4.43, the 2-year at 4.05, and what the flattening curve signals about the Fed's next move. Lucas and Luna discuss whether the bond market is pricing in a rate hike later this year or settling into a higher plateau. We also explore what Warsh's shift away from easy money means for duration risk.

    #FedStatementChange #ChairmanWarsh #BondMarket #TreasuryYields #10YearYield #2YearYield #YieldCurve #RateHike #EasyMoney #FederalReserve #June2026 #Economics #FixedIncome #BondPodcast #FexingoBusiness #BusinessPodcast #MarketAnalysis #MonetaryPolicy

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    10 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.