http://ptv-investing.com/blog/2009/06/18/30-year-treasury-long-term-chart/ Is there a place where I can get the historical prices of the 10 year and 30 year long term treasury bond back up to before the Great Depression? I want to look at historically how the yield spread between T-Bill, 2 year, 10 year and 30 years have been. Does anyone happen to know the highest the spread between T-Bill and 30 year treasuries ever was? Thanks
1) The largest negative carry had to be in 1981/1982 with T-Bills yielding ~17% and the bond yielding ~15%. 2) The largest positive carry? Is it now? Maybe the year 2004? I don't know for sure. Go to some of the treasury-related websites and construct a chart from the available data.