26 Oct – 30 Oct 2015


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The yield curve steepened a little this week, rising 2bps to 87bps, as 3 year rates fell a few points while the yields at the long end remained stable. Compared with other months October has seen a remarkable lack of change in the yield curve with the gap between 3 year bonds and 10 year bonds typically around 84bps to 88bps.

Yield Curve 30102015