14 Jun – 17 Jun 2016

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The yield curve was lower this week as yields fell at both the long and short end of the curve. The shape of the curve remained largely unchanged. The chart below uses futures pricing to determine the curve and the change to the September futures contract during the week clouds the picture a little. Nonetheless the spread between 3 year and 10 year bonds finished the week at 58bps.

bond-yield-17jun

bond-yield-spread-17jun