13 Mar – 17 Mar 2017


Over the week, 3, 10 and 20 year bond yields all fell, more so at the long end than the short end. The 3 year / 10 year spread narrowed by a basis point to 0.83% and the 3 year / 20 year spread narrowed by 4bp to 1.36%.

(NB. We have moved to using bond yields from June futures contracts instead of March futures contracts, so this week’s figures will not be consistent with those from last week.)