Yield Curve 28 Sep – 2 Oct 2015

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While rates in general fell across the curve and finished near their lows, the yield curve for government bonds flattened slightly as 3y rates fell 6bps while 10y rates fell 8bps.

The 3y/10y spread finished the week at 84bps, down 1bps from 85bps. The spread has averaged 88bps over the last (rolling) month, with a low of 83bps and a peak of 94bps.

10052015 Govt Bond Yield Curve 3Y 10Y Bond Spread Weekly

 

 

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