11 Jul – 15 Jul 2016

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Rates rose across the curve rose this week although movements at the long end were a few basis points greater and the yield curve steepened after a number of weeks of clear flattening. The 3y/10y spread rose from 43bps to 47bps while the movement in the 20 year rate was less pronounced and so the 3y/20y spread rose only 2bps from 93bps to 95bps.

bond-yield-curve-15jul

yield-curve-15jul