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Friday, February 17

Spiking Ratios


“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!


Series
T Curving gdp ff debt mortg ... spiky spreads (Scale)
Size
Period ƒ(x)
1 GDPGross Domestic Product, 1 Decimal 3 DottedQ % Chg fYA
2 MORTG30-Year Conventional Mortgage Rate 3 SolidM %
3 GS3030-Year Treasury Constant Maturity Rate 3 SolidM %
4 GS1010-Year Treasury Constant Maturity Rate 3 SolidM %
5 FFEffective Federal Funds Rate 2 SolidM %
6 FF - MORTGFed Funds - 30yr  Mortgage Rate5 SolidM %
7 GS11-Year Treasury Constant Maturity Rate 3 SolidM %
8 GS22-Year Treasury Constant Maturity Rate 3 SolidM %
9 DGS10 - DGS210 yr - 2 yr 5 SolidM %
10 DGS30 - DGS230 yr -2 yr5 SolidM %
11 (DGS30-DGS2)/(DGS10-DGS2)T Spread Ratio: 30s less 2s over 10s less 2s2 SolidM %
12 GFDEBTNFederal Government Debt: Total Public Debt 2 SolidQ(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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