yield curve

Discussion in 'Economics' started by newbunch, Feb 10, 2006.

  1. any idea how to chart the curve on esignal

    i also use the two sites you mentioned
     
  2. EMZ

    EMZ

    Try
    http://www.economagic.com/fedbog.htm

    http://www.economagic.com/em-cgi/PW_MChartOmni.exe/save:economagic!fedbogCM3m152030y


    You can create a variety of charts, by turning advanced features on, and selecting desired series.

    I hope this helps.
     
  3. anyone can explain why the 30 year rate dropped 10 basis points?
    I understand the new bond drew a yield of 4.53% , why does that cause the yield to drop from 4.64 to 4.47 at the open on Friday? How is the new yield calculated?
     
  4. here's a less than exact answer: the 30 year tsy most often used to create the curve has just switched from the old one to the new issued (or when-issued) one which is a largely different bond than the previous. Plus the 30 yr has supply/demand technicals that are unique b/c its just getting out of the gates for the first time. add that and a dose of eco news. 10 bps tight can easily happen. I recall it was mostly the technical situation.