You Want An Upward Sloping Yield Curve? That's Easy!

Just have China, the Fed or the U.S. Treasury sell a trillion in 10 to 30 year maturities.
There might be unintended consequences, so maybe best to put the idea in the "What's this button for" file but rates at the long end would head north right quick.

And From Barron's, August 14:

The Yield Curve Inversion Might Not Be Predicting a Recession. Why That Doesn’t Help at All.

Another section of the yield curve briefly inverted Wednesday morning, signaling, perhaps, the countdown to a recession—and triggering a big drop in the Dow Jones Industrial Average. But is the yield curve the slowdown indicator it once was?

Not everyone thinks so. A yield curve inversion occurs when a longer-term bond yield sinks below that of a shorter-term bond’s yield. The two most watched sections of the U.S. Treasury curve—the difference between 3-month and 10-year yields and the difference between 2-year and 10-year yields—have now inverted, though the latter only inverted briefly.

The yield curve, however, may be a less reliable indicator than in the past. In a column on May 31, Barron’s Randall W. Forsyth highlighted the Federal Reserve’s bond buying, which may have distorted the market, as one reason it might be different this time. He also pointed to the recent economic data, which had held up despite the inversion of the 10-year/three-month portion of the curve.

Others make similar arguments. In a note released Wednesday morning, Tom Porcelli, chief U.S. economist at RBC Capital Markets, highlights how this instance is different from past yield curve inversions. In the past, the curve was a gauge of U.S. economic growth, but these days it is being driven by what’s happening around the world. “What this means is the United States is able to finance relatively good rates of DOMESTIC growth at GLOBALLY suppressed interest rates,” Porcelli writes. “This type of dynamic has historically been very positive for asset inflation...So, no, we are not on recession watch because of this dynamic.”...MORE

Here are the maturities the Fed has to work with if cutting rates at the front end isn't palatable:

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Release Date: Thursday, August 8, 2019
....2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, August 7, 2019

Millions of dollars

Remaining Maturity	Within 15 days	16 days to 90 days	91 days to 1 year	Over 1 year to 5 years	Over 5 year to 10 years	Over 10 years	All
Loans	30	72	0	0	0	...	102
U.S. Treasury securities1
Holdings	54,814	43,341	251,235	853,063	265,731	612,519	2,080,704
Weekly changes	-        3	+   15,682	-    5,579	-   10,103	+        3	+        3	+        4
Federal agency debt securities2
Holdings	0	0	0	0	486	1,861	2,347
Weekly changes	0	0	0	0	0	0	0
Mortgage-backed securities3
Holdings	0	0	8	412	78,844	1,432,513	1,511,777
Weekly changes	0	0	+        2	+       85	+    2,221	-    2,306	+        2
Repurchase agreements4	0	0	...	...	...	...	0
Central bank liquidity swaps5	30	0	0	0	0	0	30
Reverse repurchase agreements4	284,134	0	...	...	...	...	284,134
Term deposits	0	0	0	...	...	...	0

Note: Components may not sum to totals because of rounding.
...Not applicable.

1.	Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the original face value of such securities.
2.	Face value.
3.	Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.
4.	Cash value of agreements.
5.	Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.

And from the Wiggles: