01 June – 05 June 2015

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Yield curves have been steepening around the world as markets begin to factor in higher economic growth and more ‘normalised’ interest rates. This has been largely caused by long bond rates rising but there have been rises in shorter dated bonds as well. The 3y/10y bond spread captures this and the chart shows that the spread is the highest since July 2014 at 94bps.

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