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  #51  
Old 12-19-2007, 10:26 AM
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Question who put the dip in the dip-t-yield curve

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Originally Posted by JMO Fan View Post
The dip in the curve disappeared today:
gone Date 1mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10yr 20yr 30yr
12/14/07 2.61 2.88 3.26 3.28 3.31 3.32 3.63 3.88 4.24 4.71 4.66
Alas, sanity only lasted 1 day.
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  #52  
Old 01-30-2008, 05:32 PM
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The Fed cut got rid of the yield curve dip today:

gone Date 1mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10yr 20yr 30yr
01/30/08 1.93 2.21 2.29 2.30 2.30 2.44 2.96 3.32 3.78 4.45 4.44
more gone
01/31/08 1.64 1.96 2.07 2.11 2.17 2.27 2.82 3.19 3.67 4.35 4.35
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  #53  
Old 03-14-2008, 05:44 PM
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The dip reappeared last month, but as of today, it's once again

gone Date 1mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10yr 20yr 30yr
03/14/08 1.20 1.18 1.32 1.37 1.47 1.65 2.37 2.84 3.44 4.30 4.35
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  #54  
Old 03-18-2008, 05:21 PM
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Most reasonable it's been in
mos: Date 1mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10yr 20yr 30yr
03/18/08 0.71 0.92 1.32 1.40 1.58 1.74 2.42 2.88 3.48 4.30 4.35
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  #55  
Old 03-18-2008, 06:23 PM
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is the inversion related to the recession?
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  #56  
Old 04-11-2008, 11:19 AM
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This is dated, but interesting: http://money.cnn.com/popups/2005/new...t.exclude.html
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  #57  
Old 04-21-2008, 04:04 PM
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Stagflation sign:
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A.M. Best Special Report: Yield Curve Signals Imminent Stagflation
The treasury yield curve spiked to its recent steepest levels .... Additionally, credit-market fears and general economic fears drove the curve down to levels mimicking the last U.S. recession. Similarly, the trend in the slope of the entire yield curve, not just the spread between two points, tracks almost perfectly with the last two recessions. ....
http://insurancenewsnet.com/article....op_lh&id=93526
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  #58  
Old 12-01-2008, 10:34 AM
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Cool decreasing interest

time to compare
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Most reasonable it's been in
mos: Date 1mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10yr 20yr 30yr
03/18/08 0.71 0.92 1.32 1.40 1.58 1.74 2.42 2.88 3.48 4.30 4.35
11/28/08 0.02 0.01 0.44 0.90 1.00 1.27 1.93 2.35 2.93 3.71 3.45
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  #59  
Old 12-01-2008, 02:08 PM
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Dang, those rates are crazy.
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  #60  
Old 12-04-2008, 09:57 AM
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Cool grade, greyed, gr-r-reat

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time to compare
11/28/08 0.02 0.01 0.44 0.90 1.00 1.27 1.93 2.35 2.93 3.71 3.45
crazier especially considering the spread from these "risk-free" rates to high-grade corporate bond rates

Date 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr
12/4 0.01 0.02 0.26 0.61 0.82 1.02 1.51 1.93 2.55 3.35 3.06
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Last edited by JMO Fan; 12-04-2008 at 05:12 PM.. Reason: update rates
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