This app allows users to chart the difference in rates between two distinct tenors
as a function of time.
Instructions
choose the desired Start and End dates using the two date selectors — the chart updates automatically
choose the desired Long Tenor and Short Tenor from the dropdown menus
click the sparkle button to open ChatYCP and ask questions about the data (login required)
Notes
Start and End are pre-populated with the earliest and latest dates
available, respectively
Long Tenor and Short Tenor are pre-populated with system defaults
(10 Yr and 3 Mo, respectively). Logged-in users can change these via
Account Defaults
try asking ChatYCP: "Is the 10Y-2Y spread currently positive or negative?" or "When was the 10Y-2Y spread most inverted, and what was the value?"
Use Cases
identify periods of upward or downward sloping yields between two tenors