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“T Curving
GDP FF DEBT MORTG
30 10 2 1
spiky spreads”
Go play with the unvarnished chart. Cool links under the legend's series column. Cheers!GDP FF DEBT MORTG
30 10 2 1
spiky spreads”
Series | T Curving gdp ff debt mortg ... spiky spreads | (Scale) Size† |
Period | ƒ(x) | |||
1 | GDP | ![]() | Gross Domestic Product, 1 Decimal | 3 | Dotted | Q | % Chg fYA |
2 | MORTG | ![]() | 30-Year Conventional Mortgage Rate | 3 | Solid | M | % |
3 | GS30 | ![]() | 30-Year Treasury Constant Maturity Rate | 3 | Solid | M | % |
4 | GS10 | ![]() | 10-Year Treasury Constant Maturity Rate | 3 | Solid | M | % |
5 | FF | ![]() | Effective Federal Funds Rate | 2 | Solid | M | % |
6 | FF - MORTG | ![]() | Fed Funds - 30yr Mortgage Rate | 5 | Solid | M | % |
7 | GS1 | ![]() | 1-Year Treasury Constant Maturity Rate | 3 | Solid | M | % |
8 | GS2 | ![]() | 2-Year Treasury Constant Maturity Rate | 3 | Solid | M | % |
9 | DGS10 - DGS2 | ![]() | 10 yr - 2 yr | 5 | Solid | M | % |
10 | DGS30 - DGS2 | ![]() | 30 yr -2 yr | 5 | Solid | M | % |
11 | (DGS30-DGS2)/(DGS10-DGS2) | ![]() | T Spread Ratio: 30s less 2s over 10s less 2s | 2 | Solid | M | % |
12 | GFDEBTN | ![]() | Federal Government Debt: Total Public Debt | 2 | Solid | Q(eop) | % Chg fYA |
† As with the chart for “Some Spreads” the narrower time frame shown has thicker lines than the underlying work.
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