Thursday, June 9, 2016

Yield curve

Nicely shaped, like one transaction cost separates terms.  But low, low growth ahead.  This is the bounce along zero scenario.   But bounce along zero does not cover central government liabilities. 

3 Month   0.24%
 6 Month   0.42%
 12 Month 0.56%
2 Year  0.77%
5 Year  1.22%
10 Year  1.68%
30 Year  2.48%


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