27 Mar – 31 Mar 2017


Over the week, 3, 10 and 20 year bond yields all fell in a manner which was more usual than in the previous week. Yields fell more at the long end to produce a flatter curve. The 3 year / 10 year spread narrowed 2bps to 78bps and the 3 year / 20 year spread widened by 6bps to 132bps.