Yield
Curve

US Treasuries · Government of Canada · 1M – 30Y

Curve Regime · US

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As of —

I. 3D Yield Surface —

Camera 35° · 22°

Sampling Weekly · — samples

Range — → —

· Selected Snapshot

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2s10s

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3m10y

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Short 1Y

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Long 10Y

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Curve Slope · 2s10s %

−2−0.50+0.5+1.5+3

Red = inverted · Gray = flat · Blue = normal · Green = steep

All Tenors Δ 7d

II. Curve Replay —

Ghosts 16 frames

— — History (fading older) X · Log Tenor Y · Yield %

Selected —

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Snapshot & Spreads

2s10s

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3m10y

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Short 1Y

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Long 10Y

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All Tenors Δ 1 mo

III·a 2s10s spread

US — bps

CA — bps

III·b 3m10y spread

US — bps

CA — bps

III·c US vs CA · curve overlay —

US Treasuries Government of Canada