7 Nov – 11 Nov 2016

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The yield curve steepened significantly this week. Rates increased across the curve as dramatic movements in long term bond yields offshore flowed through to 10 year and 20 year yields in the domestic market. The 3y/10y spread rose from 62bps to 77bps and the 3y/20y spread went from 119bps to 144bps.

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