US Treasury curve regime · Helious

US TREASURY CURVE

BEAR STEEPENER

Long end rising fastest, dragging the front end with it. Term premium building on inflation or supply risk.

1M

4.05%

+1.0bp

3M

4.22%

+3.0bp

6M

4.3%

+3.0bp

1Y

4.47%

+1.0bp

2Y

4.84%

+1.0bp

5Y

5.06%

+0.0bp

10Y

5.31%

+3.0bp

30Y

5.66%

+3.0bp

Fed Funds

3.75%

+12.0bp

SOFR

3.89%

+1.0bp

2s10s

0.48

+1.0bp

3m10s

1.06

-3.0bp

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