yield curve history - 1 apr 2022

Testing..

Note - we got some inversion folks! (the 2-10 and the 5-30)

yct-2022-04-01.png
yct-2022-04-01.pdf (hi-res)

Yields

DATE         TB3   GS1   GS2   GS5   GS7  GS10  GS20  GS30
       ...   ...   ...   ...   ...   ...   ...   ...   ...
   2021-12  0.06  0.30  0.68  1.23  1.40  1.47  1.90  1.85
   2022-01  0.15  0.55  0.98  1.54  1.70  1.76  2.15  2.10
   2022-02  0.33  1.00  1.44  1.81  1.91  1.93  2.31  2.25
   2022-03  0.44  1.34  1.91  2.11  2.15  2.13  2.51  2.41
2022-04-01  0.53  1.72  2.44  2.56   2.5  2.38   2.6  2.44

Yield spreads

DATE        yc_1_2  yc_2_5  yc_2_10  yc_5_30  yc_3m_10  yc_3m_30  yc_slope  yc_sum  yc_sum_sma3  yc_sum_sma6
       ...     ...     ...      ...      ...       ...       ...       ...     ...          ...          ...
   2021-12    0.38    0.55     0.79     0.62      1.41      1.79      2.75    4.14         4.58         4.59
   2022-01    0.43    0.56     0.78     0.56      1.61      1.95      2.88    4.38         4.38         4.55
   2022-02    0.44    0.37     0.49     0.44      1.60      1.92      2.57    3.91         4.15         4.45
   2022-03    0.57    0.20     0.22     0.30      1.69      1.97      2.42    3.69         3.99         4.29
2022-04-01    0.72    0.12    -0.06    -0.12      1.85      1.91      2.09    3.25         3.62         4.00