6 Feb – 10 Feb 2017

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The yield curve is being driven predominantly by movements at the long end as the short end is anchored by expectations of little in the way of change in RBA rate policy. Long end bond yields fell during the week and so the yield curve grew flatter. The 3y/10y spread fell by 6bps to 77bps while the 3y/20y spread fell by 9bps to 1.39%.

170210 YIELD1 170210 YIELD2