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Wednesday, February 15

Curvaceous T's

or “My Lifetime In Federal Paper”

More fun with numbers!

Series
T Curving 30 10 7 3 2 1 6mo 3mo & mortg gdp (Scale)
Size
Period ƒ(x)
1 GS11-Year Treasury Constant Maturity Rate 3SolidM%
2 GS6M6-Month Treasury Constant Maturity Rate 3SolidM%
3 MORTG30-Year Conventional Mortgage Rate 2SolidM%
4 GS3030-Year Treasury Constant Maturity Rate 4SolidM%
5 GS1010-Year Treasury Constant Maturity Rate 2SolidM%
6 WPCREDITPrimary Credit Rate 2SolidM%
7 FFEffective Federal Funds Rate 2SolidM%
8 GS3M3-Month Treasury Constant Maturity Rate 1SolidM%
9 GS77-Year Treasury Constant Maturity Rate 2SolidM%
10 GS33-Year Treasury Constant Maturity Rate 2SolidM%
11 GS22-Year Treasury Constant Maturity Rate 2SolidM%
12 GDPGross Domestic Product, 1 Decimal 1SolidQ% Chg fYA
Here's the
chart
at the
FrED
.

It's all just a blur. I can't say anything about spreads or curves inverting, but I can see them.

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