Saturday, May 30, 2009

Yield Curve for May

The following are the yield curve data on Treasuries for May. Note that there is some growth in the tail but at these rates they may very well still reflection deflationary trends as of yet. Movement in the 30 year rates should be watched on a month to month basis.



















The following is the 30 year rate per day. We can see the movement upward and then the drop on the last day of the month. The curve may be showing volatility and not a trend yet.



















The following is the variation in the 30 day rates. This is most likely just volatility.