21 Sep '23 at 12:16 pm #65755
Keymaster
Bounce in shorter tenors alleviate pressure on slope of yield curve
Longer dated deep in red, 2yr slight gain off low
Expanding 2s10s spread by 12 bps to -66 bps
Yield
2yr UNCH at 5.13%
3yr +4 bps to 4.85%
5yr +9 bps to 4.61%
10yr +12 bps to 4.47%