Treasury Yield Curve

Vital breaks next week: 1 month to 10 year

1M = 5.7640

3M = 5.3820

6M = 5.4080

1Y = 5.1645

2Y = 4.4275

3Y = 4.0970

5Y = 3.8315

7Y = 3.7935

10Y = 1.9230.

Average of the Yield curve 3.8435 at the 5 year yield. Exclude 10 year, average = 4.7788 or between the 1 and 2 year yield. All yield rates are higher than the 10 year. Normal = All rates lower than 10 year.

10 minus 2 year = minus 2.50 and 10 minus 3 month = minus 3.45.

Brian Twomey

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