Sovereign Yield Curves

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Yield Curves have long been considered to be an indicator of future economic activity
and interest rate trends. Nearly all bonds are compared to US Treasuries for relative value.
Ratecurve.com provides daily intelligence on the yield curves for US fixed income markets
and global government markets - on demand, at an easily affordable price.
• Track US Treasury Yields to set borrowing rates.
• Research US preferred stock yields, by rating categories.
• Research historical yield and spread relationships.
• Chart Daily or Historical Relationships.
• Follow intra-day yields for US markets.
• Follow International Government Rates.
Sovereign Yield Curves
Current and Historic Sovereign Bond yields with spreads to US Treasuries, for Europe, Asia, and the Americas.
Daily bond market yields are available for:
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Australian Government Bonds
Brazil Government Bonds (Emerging Market Debt)
Canadian Government Bonds
Colombia Government Bonds (Emerging Market Debt)
French Government Bonds and Treasury Notes BTAN
German Government Bonds
-Bundesobligation
-Bundesrepublik Deutschland
• Italian Government Bonds
• Italy Buoni
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Japan Government Bonds
Netherlands Government Bonds
New Zealand Government Bonds
Spain Government Bonds
Sweden Government Bonds
Switzerland Government Bonds
US Treasury Bonds/Notes
Historical data from February 2008
US Fixed Income Yield Curves – throughout the day, and historically.
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Preferred Stock Yields - Available by credit quality from AAA to C, daily and historically.
In text formDate
PreferredsOnline Index© Aaa/AAA Aa/AA A/A
Baa/BBB Ba/BB B/B
Caa/CCC C/D
10/6/2009 7.54%
1.58%
8.61% 6.12% 6.52%
7.67% 8.59% 11.59%
26.35%
Or, graphically –
compare to Treasury
benchmarks, or other
ratings.
Chart Center - gives you the ability to display one or more yield sectors – or historic comparisons
BondsOnline 121 Lakeside Ave suite 100a Seattle WA 98122
phone 800.883.1808
fax 206.236.4230
For more information on this or other BondsOnline
products call 206-236-3040 or email
bonds@bondsonline.com
Daily US Treasury Yield Curves – daily and historic data
The YLD column shows US Treasury yields as of about
5:30PM Eastern today.
The MATRIX shows spreads between maturities of
Treasuries.
TREASURY
MATRIX
10/7/09
Maturity
YLD
90
180
PRIME
3.25
DISC
0.50
-0.42
-0.35
FUNDS
1.00
-0.92
90 DAY
0.08
180 DAY
2YR
3YR
5YR
10YR
20YR
30YR
2008
3.25
0.93
1.75
2.77
3.53
3.57
1.25
-0.85
0.41
0.09
0.43
1.25
2.27
3.03
3.07
1.00
0.07
0.83
1.35
2.17
3.19
3.95
3.99
0.11
0.15
0.76
1.28
2.10
3.12
3.88
3.92
0.27
YEAR
0.37
0.54
1.06
1.88
2.90
3.66
3.70
0.37
2 YR
0.91
0.52
1.34
2.36
3.12
3.16
0.76
3 YR
1.43
0.82
1.84
2.60
2.64
1.00
5 YR
2.25
1.02
1.78
1.82
1.55
7 YR
2.85
0.42
1.18
1.22
1.87
10 YR
3.27
0.76
0.80
2.25
20 YR
4.03
0.04
3.05
30 YR
4.07
The "shape" of the curve…how steeply positive or
inverted
2.69
90D-30Y
3.99
1.09
2Y-30Y
3.16
1.40
90D-10Y
3.19
0.68
BondsOnline 121 Lakeside Ave suite 100a Seattle WA 98122
phone 800.883.1808
fax 206.236.4230
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