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Term Spreads Plumb New Depths as Long Yield Drops

Summary:
A picture is worth a thousand words. Figure 1: Treasury ten year constant maturity yield, % (blue, left scale), 10yr-3mo spread, % (red, right scale). Source: Federal Reserve via FRED, Treasury, and author’s calculations. Winning!

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A picture is worth a thousand words.

Term Spreads Plumb New Depths as Long Yield Drops

Figure 1: Treasury ten year constant maturity yield, % (blue, left scale), 10yr-3mo spread, % (red, right scale). Source: Federal Reserve via FRED, Treasury, and author’s calculations.

Winning!

Menzie Chinn
He is Professor of Public Affairs and Economics at the University of Wisconsin, Madison

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