Treasury Spreads Tightening…

As QE3 is on deck in the form of the “Twist”, here’s a visual on treasury spreads tightening since July 1st.

-Spread on the 2 & 10 year have dropped 91 bps from2.72 to 1.81

-Spread on the 2 & 30 year have dropped 84 bps from3.90 to 3.06

 

 

 

 

 

 

 

 

 

 

 

Cheers -1689

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