As of April 16, 2025, the yield for a ten-year U.S. government bond was 4.34 percent, while the yield for a two-year bond was 3.86 percent. This represents an inverted yield curve, whereby bonds of longer maturities provide a lower yield, reflecting investors' expectations for a decline in long-term interest rates. Hence, making long-term debt holders open to more risk under the uncertainty around the condition of financial markets in the future. That markets are uncertain can be seen by considering both the short-term fluctuations, and the long-term downward trend, of the yields of U.S. government bonds from 2006 to 2021, before the treasury yield curve increased again significantly in the following years. What are government bonds? Government bonds, otherwise called ‘sovereign’ or ‘treasury’ bonds, are financial instruments used by governments to raise money for government spending. Investors give the government a certain amount of money (the ‘face value’), to be repaid at a specified time in the future (the ‘maturity date’). In addition, the government makes regular periodic interest payments (called ‘coupon payments’). Once initially issued, government bonds are tradable on financial markets, meaning their value can fluctuate over time (even though the underlying face value and coupon payments remain the same). Investors are attracted to government bonds as, provided the country in question has a stable economy and political system, they are a very safe investment. Accordingly, in periods of economic turmoil, investors may be willing to accept a negative overall return in order to have a safe haven for their money. For example, once the market value is compared to the total received from remaining interest payments and the face value, investors have been willing to accept a negative return on two-year German government bonds between 2014 and 2021. Conversely, if the underlying economy and political structures are weak, investors demand a higher return to compensate for the higher risk they take on. Consequently, the return on bonds in emerging markets like Brazil are consistently higher than that of the United States (and other developed economies). Inverted yield curves When investors are worried about the financial future, it can lead to what is called an ‘inverted yield curve’. An inverted yield curve is where investors pay more for short term bonds than long term, indicating they do not have confidence in long-term financial conditions. Historically, the yield curve has historically inverted before each of the last five U.S. recessions. The last U.S. yield curve inversion occurred at several brief points in 2019 – a trend which continued until the Federal Reserve cut interest rates several times over that year. However, the ultimate trigger for the next recession was the unpredicted, exogenous shock of the global coronavirus (COVID-19) pandemic, showing how such informal indicators may be grounded just as much in coincidence as causation.
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Thioether complexes with the formula Δ/Λ-chloro(thioether)bis(2,2‘-bipyridine)metal(II) (M = Ru, Os; thioether = dimethyl sulfide (3a+), diethyl sulfide (3b+), and tetrahydrothiophene (3c+)) have been synthesized. The rates of inversion at the sulfur atom of the thioether ligands have been measured by spin-inversion transfer and line-shape NMR methods. In every case, the ruthenium derivative exhibits a faster inversion frequency at a given temperature than the corresponding osmium derivative. In contrast, similar complexes with the formula chloro(δ/λ-1,1‘-biisoquinoline)(2,2‘:6‘,2”-terpyridine)metal(II), 4(M=Ru,Os)+, undergo atropisomerization of the misdirected 1,1‘-biisoquinoline (1,1‘-biiq) ligand with rates that are faster for osmium than ruthenium. As a result of the lanthanide contraction effect and the similar metric parameters associated with the structures of second-row and third-row transition metal derivatives, steric factors associated with the isomerizations are presumably similar for the Ru and Os derivatives of these compounds. Since third-row transition metal complexes tend to have larger bond dissociation enthalpies (BDE) than their second-row congeners, we conclude the difference in reactivities of 3(M=Ru)+ versus 3(M=Os)+ and 4(M=Ru)+ versus 4(M=Os)+ are attributed to electronic effects. For 3, the S3p lone pair of the thioether, the principal σ donor orbital, is orthogonal to the metal σ acceptor orbital in the transition state of inversion at sulfur and the S 3s orbital is an ineffective σ donor. Thus, a regular relationship between the kinetic and thermodynamic stabilities of 3(M=Ru)+ and 3(M=Os)+ is observed for the directed ⇌ [misdirected]⧧ ⇌ directed (DMD) isomerization (the more thermodynamically stable bond is less reactive). In contrast, atropisomerization of 4+ involves redirecting (strengthening) the M−N bonds of the misdirected 1,1‘-biiq ligand in the transition state. Therefore, an inverse relationship between the kinetic and thermodynamic stabilities of 4(M=Ru)+ and 4(M=Os)+ is observed for the misdirected ⇌ [directed]⧧ ⇌ misdirected (MDM) isomerization (the more thermodynamically stable bond is more reactive). The rates obtained for 4+ are consistent with the rates of atropisomerization of Δ/Λ-(δ/λ-1,1‘-biisoquinoline)bis(2,2‘-bipyridine)metal(II), 1(M=Ru,Os)2+, and (η6-benzene) Δ/Λ-(δ/λ-1,1‘-biisoquinoline)halometal(II), 2(M=Ru,Os;halo=Cl,I)+, that we reported previously. We term the relative rates of reaction of second-row versus third-row transition metal derivatives kinetic element effects (KEE = ksecond/kthird). While the KEE appears to be generally useful when comparing reactions of isostructural species (e.g. the relative rates of 1(M=Ru)2+, 1(M=Os)2+, and 1(M=Ir)3+), different temperature dependencies of reactions prevent the comparison of related reactions between species that have different structures (e.g., the 1,1‘-biiq atropisomerization reactions of 1(M=Ru,Os)2+ versus 2(M=Ru,Os;halo=Cl,I)+ versus 4(M=Ru,Os)+). This problem is overcome by comparing entropies of activation and kinetic enthalpy effects (KHE = ΔH⧧third/ΔH⧧second). For a given class of 1,1‘-biiq complexes, we observe a structure/reactivity relationship between ΔH⧧ and the torsional twist of the 1,1‘-biiq ligands that are measured in the solid state.
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Metal polyarene complexes have attracted great attention in recent years because of their appealing electronic structures and readily tunable properties and reactivity. While main group and transition metal polyarene complexes have been well studied with various degrees of reduction and different coordination modes, f-block metal polyarene complexes are rare. Here we report the synthesis of a series of uranium polyarene complexes supported by ferrocene diamide ligands. X-ray crystallography shows that the structures of uranium polyarene complexes are dependent on the topology of polyarenes. While linear polyarenes form mononuclear compounds, nonlinear polyarenes prefer an inverse-sandwich structure with a μ-η6,η6-coordination mode. Combined experimental and computational studies unveil that mononuclear uranium polyarene complexes are best described as bidentate with a three-center two-electron (3c-2e) σ bond, whereas inverse-sandwich uranium polyarene complexes are bound through two δ bonds. The correlation between the topology of polyarenes and the coordination mode of uranium polyarene complexes can be rationalized by the electronic structures and bonding interactions as well as the relative energies of coordination isomers.
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As of April 16, 2025, the yield for a ten-year U.S. government bond was 4.34 percent, while the yield for a two-year bond was 3.86 percent. This represents an inverted yield curve, whereby bonds of longer maturities provide a lower yield, reflecting investors' expectations for a decline in long-term interest rates. Hence, making long-term debt holders open to more risk under the uncertainty around the condition of financial markets in the future. That markets are uncertain can be seen by considering both the short-term fluctuations, and the long-term downward trend, of the yields of U.S. government bonds from 2006 to 2021, before the treasury yield curve increased again significantly in the following years. What are government bonds? Government bonds, otherwise called ‘sovereign’ or ‘treasury’ bonds, are financial instruments used by governments to raise money for government spending. Investors give the government a certain amount of money (the ‘face value’), to be repaid at a specified time in the future (the ‘maturity date’). In addition, the government makes regular periodic interest payments (called ‘coupon payments’). Once initially issued, government bonds are tradable on financial markets, meaning their value can fluctuate over time (even though the underlying face value and coupon payments remain the same). Investors are attracted to government bonds as, provided the country in question has a stable economy and political system, they are a very safe investment. Accordingly, in periods of economic turmoil, investors may be willing to accept a negative overall return in order to have a safe haven for their money. For example, once the market value is compared to the total received from remaining interest payments and the face value, investors have been willing to accept a negative return on two-year German government bonds between 2014 and 2021. Conversely, if the underlying economy and political structures are weak, investors demand a higher return to compensate for the higher risk they take on. Consequently, the return on bonds in emerging markets like Brazil are consistently higher than that of the United States (and other developed economies). Inverted yield curves When investors are worried about the financial future, it can lead to what is called an ‘inverted yield curve’. An inverted yield curve is where investors pay more for short term bonds than long term, indicating they do not have confidence in long-term financial conditions. Historically, the yield curve has historically inverted before each of the last five U.S. recessions. The last U.S. yield curve inversion occurred at several brief points in 2019 – a trend which continued until the Federal Reserve cut interest rates several times over that year. However, the ultimate trigger for the next recession was the unpredicted, exogenous shock of the global coronavirus (COVID-19) pandemic, showing how such informal indicators may be grounded just as much in coincidence as causation.