or “My Lifetime In Federal Paper”
Series | T Curving 30 10 7 3 2 1 6mo 3mo & mortg gdp | (Scale) Size |
Period | ƒ(x) | |||
1 | GS1 | 1-Year Treasury Constant Maturity Rate | 3 | Solid | M | % | |
2 | GS6M | 6-Month Treasury Constant Maturity Rate | 3 | Solid | M | % | |
3 | MORTG | 30-Year Conventional Mortgage Rate | 2 | Solid | M | % | |
4 | GS30 | 30-Year Treasury Constant Maturity Rate | 4 | Solid | M | % | |
5 | GS10 | 10-Year Treasury Constant Maturity Rate | 2 | Solid | M | % | |
6 | WPCREDIT | Primary Credit Rate | 2 | Solid | M | % | |
7 | FF | Effective Federal Funds Rate | 2 | Solid | M | % | |
8 | GS3M | 3-Month Treasury Constant Maturity Rate | 1 | Solid | M | % | |
9 | GS7 | 7-Year Treasury Constant Maturity Rate | 2 | Solid | M | % | |
10 | GS3 | 3-Year Treasury Constant Maturity Rate | 2 | Solid | M | % | |
11 | GS2 | 2-Year Treasury Constant Maturity Rate | 2 | Solid | M | % | |
12 | GDP | Gross Domestic Product, 1 Decimal | 1 | Solid | Q | % Chg fYA |
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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