5. US 1-10 Treasury Yield Spread — Through October 12, 2018
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5. US 1-10 Treasury Yield Spread — Through October 12, 2018
4
US 1-10 Treasury Yield Spread During 2018
3 12 4
2 1.0 -
0.8
= 1
= 0.51
aaa : 0.6
8 0 0.51
3. 04 | ad
wo
1 0.2 5
-2 0.0
Jan Feb Mar Apr May Jun Jul Aug Sep Oct
3
4
193 190 1%7 1974 191 188 195 202 209 2016
Source: Investment Strategy Group, Bloomberg.
6. “Near-Term Forward Spread”* — Through October 12, 2018
“Near-Term Forward Spread” During 2018
1.25
2
1.0 5
S
os) 0.8 | 0.78
os 1
g 0.78 a
2 0.6 -
fou
wn
0.4 -
0
0.2 -
0.0
-1 Jan Feb Mar Apr May Jun Jul Aug Sep Oct
-2
1996 1999 2002 2005 2008 2011 2014 2017
*“Near-Term Forward Spread’ is the implied 3-month forward yield 18-months from now.
Source: Investment Strategy Group, Bloomberg.
HOUSE_OVERSIGHT_026914
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