ZCYC term spread (Jun 2001 - September 2020)

This page shows the term spread of the ZCYC for two maturity pairs :

Instructions for using the plot -

  • Hover over a particular legend to highlight the respective curve on the plot.
  • To zoom into a period on the term spread graph, click and select that period on the bottom panel. Click anywhere on the bottom panel to un-zoom.
More details about the methodology and data sources can be found here.