23 May – 27 May 2016

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This week the 3-10 year spread fell 4bps to 66bps as long end yield falls outpaced those at the short end.

Likewise, the 3-20 year spread fell again this week, down another 7bps to 127bps. (The 20 year bond futures contract has only existed since September 2015 so some caution is required here.)

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