Yield Curve September 2015

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The yield curve flattened 6bps over September as rates at the short end held up while long end yields fell. 3y rates rose 5bps to 1.78% while 10 y rates dropped 6bps to 2.64%. The 3y/10y spread closed at 86bps, down from 92bps. The 3y/10y spread was close to its high for the month prior to the Fed meeting but immediately flattened when the decision to leave rates unchanged came out.

100115 3Y 10Y Bond Spread 100115 Govt bond Yield Curve

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