EPISODE · May 31, 2026 · 7 MIN
How the 3-Year Treasury Yield Became the Stealth Indicator
from The Bond Investing Podcast with Fexingo: Treasuries, Corporate Bonds, and Fixed Income Strategy · host Fexingo
Episode 23 of The Bond Investing Podcast with Fexingo dives into the 3-year Treasury yield, a maturity that often flies under the radar. Lucas and Luna explain why the 3-year has become a stealth signal for rate expectations, especially as the yield curve steepens and the Fed holds the funds rate flat. Using current data — with the 3-year at 3.88% and the 10-year at 4.45% — they show how this mid-maturity point gives a cleaner read on the market's view of the next Fed move than the 2-year or 5-year. They discuss how it factors into corporate bond issuance, the rise of 3-year note futures, and what a steepening curve from the 3-year outward tells us about the soft landing narrative. A must-listen for fixed-income investors looking beyond the usual benchmarks. #ThreeYearTreasury #BondInvesting #TreasuryYields #YieldCurve #FedPolicy #SoftLanding #FixedIncome #CorporateBonds #LucasAndLuna #BondMarket #InterestRates #SteepeningCurve #MidMaturity #TreasuryNotes #InvestmentStrategy #FexingoBusiness #Finance #BusinessPodcast Keep every episode free: buymeacoffee.com/fexingo
Embed this episode
NOW PLAYING
How the 3-Year Treasury Yield Became the Stealth Indicator
No transcript for this episode yet
Similar Episodes
Similar Podcasts
No similar podcasts found.