The current streak of negative 2-year/10-year Treasury spreads is the second longest since 1976. Short and long-term peaks in 1-month Treasury forward rates are only 4 basis points apart. The most ...
28-day Bund forward rate peaks in the short term (3.67%) and long term (3.59%) moved closer together this week. This yield curve flattening implied a narrower 2-year/10-year negative spread in the ...