Economy

What a Difference a Day Makes: The Post-Obliteration Day Yield Curve


Inversion deepens (see sky blue line vs. green line):

Figure 1. Treasury yield curve, %. Source: US Treasury.

Over time:

Figure 2: 10yr-3mo Treasury term spread (blue, left scale), 10yr-2yr Treasury term spread (red, left scale), 1yr-Fed funds (light green), all in %,  VIX at close (green, right scale). Source: Treasury, CBOE  via FRED. 



Source link

Washington Digital News

Leave a Reply