Tag: tenor spreads

Spread between one year and ten years bond remains at decade high : Operation Twist ?

Past three months have seen the yields on short tenor papers (~ one year) crash by almost 125 bps while the yields for long tenor bonds haven’t seen a commensurate decrease. Yields on these longer tenor 10 year bonds have reduced by ~40 bps only. This has resulted in spreads between one year and ten years paper reaching levels last observed in 2010( as depicted in below chart). The tenor spread has remained over 200 bps consistently for the past […]

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