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Bear flattener

The curve flattens because short yields rise faster than long yields; a selloff led by the front end, the signature of a hiking cycle.

Hot inflation data lifts the 2-year sharply as the market adds rate-hikes, while the 10-year rises less because tighter policy today implies weaker growth later. The spread compresses and can go negative.

This is the most common shape in the early and middle stages of tightening, and it is usually the first warning of eventual inversion.

Example: a hot cpi print pushes the 2-year from 4.40% to 4.72% while the 10-year goes from 4.25% to 4.33%. 2s10s flattens by 24 bp and turns from -15 bp to -39 bp.

Related: bull-flattener, bear-steepener, curve-flattener, rate-hike, inverted-yield-curve

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