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Fixed Income & Rates Desk

Government yield curve · benchmark reference rates · credit spreads

US Treasury Yield Curvesource: —

Compare:

2s10s (10Y − 2Y)

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No data

3m10y (10Y − 3M)

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No data

5s30s (30Y − 5Y)

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No data

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Benchmark Reference Ratessource: —

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Credit Spreads — IG vs HY (OAS)ICE BofA option-adjusted spreads · source: —

Investment Grade OAS

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High Yield OAS

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HY − IG Differential

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Risk premium HY over IG

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