07 Sep – 11 Sep 2015

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The yield curve for government bonds flattened as 3y rates rose 16bps while 10y rates rose 11bps, with both rates finishing the week near or at their highs. The 3y/10y spread finished the week at 87bps, down a little from previous recordings but still well among the higher levels for 2015. The peak for 2015 was the 104bps recorded in early July while the low of 47bps low was recorded in February.

bondspread-11sep
yieldcurve-11sep

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