OUTLOOK
"Bearish on US Treasuries"
3/6/2007
 
We believe the yield on the 10-Year Treasury Note will rise to 4.65% or more within the next 8 weeks.
 
Our bond system is indicating extremes in bullish sentiment and overbought conditions in the 10-Year Treasury Note as a result of flight to safety buying.  We believe these conditions will unwind and cause bond prices to fall and yields to rise.  As of 3/6/07, we have entered a short position in TLT at 90.06.
 
Mark Yuan, CFA