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Operation Twist

A central bank operation that sells short-dated holdings and buys long-dated ones, lowering long yields without changing the size of the balance sheet.

Twist targets the shape of the curve rather than the quantity of reserves. By taking duration out of private hands and giving back bills, it compresses term-premium at the long end while leaving bank-reserves roughly unchanged.

It is attractive when a central bank wants to ease financial conditions without the political and plumbing costs of outright balance sheet expansion. The mechanism is the same portfolio balance channel that makes quantitative-easing work.

Example: the Fed sells $400 billion of holdings under three years and buys $400 billion of 6 to 30 year paper. The balance sheet total is unchanged, the 10-year falls around 15 basis points, and the curve flattens.

Related: quantitative-easing, term-premium, curve-flattener, balance-sheet-runoff, duration

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