ZCYC term spread (Jun 2001 - Nov 2019)
This page shows the term spread of the ZCYC for two maturity pairs :
- The 10 year maturity and the 91 day maturity.
- The 10 year maturity and the 2 year maturity.
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.