Higher Fixed Income Yields

November 10, 2010

The 10-year British gilt yield jumped another 11 basis points.  Comparable German bund and Japanese JGB yields are up six and two basis points, and so are Treasury future yields.  Irish 10-year yields advanced for a twelfth session in a row, bringing their premium versus bunds to nearly 580 basis points.  Irish yields were 171 […] More

Bond Yields in the Noughties Compared to the Nineties

December 21, 2009

As the current decade winds down, the ten-year minus two-year yield curve has lengthened to a record width and is up 136 basis points since the end of 2008.  Nonetheless, the ten-year yield of 3.67% remains 78 basis points below its decade average of 4.45%.  Likewise, that average for the present decade of the noughties […] More