Signum
@realsignum.bsky.social
Pinned
Signum
@realsignum.bsky.social
· Nov 18
Add hoc efforts to automated tsy bond curve analysis. Bond data is sourced from WSJ. Curve is built with open source QuantLib. Underlying yield curve is built with PiecewiseLinearZero methodology.
Nothing from this account constitutes professional and/or financial advice.
Nothing from this account constitutes professional and/or financial advice.
#UST #ForwardCurve report (as of 2025-11-17)
0-1Y: 3.71%
1-2Y: 3.485%
2-3Y: 3.605%
3-4Y: 3.792%
4-5Y: 4.038%
5-10Y: 4.668%
10-20Y: 5.692%
20-30Y: 4.81%
2/10 in 1Y: 80.4 bps
0-1Y: 3.71%
1-2Y: 3.485%
2-3Y: 3.605%
3-4Y: 3.792%
4-5Y: 4.038%
5-10Y: 4.668%
10-20Y: 5.692%
20-30Y: 4.81%
2/10 in 1Y: 80.4 bps
November 17, 2025 at 9:11 PM
#UST #ForwardCurve report (as of 2025-11-17)
0-1Y: 3.71%
1-2Y: 3.485%
2-3Y: 3.605%
3-4Y: 3.792%
4-5Y: 4.038%
5-10Y: 4.668%
10-20Y: 5.692%
20-30Y: 4.81%
2/10 in 1Y: 80.4 bps
0-1Y: 3.71%
1-2Y: 3.485%
2-3Y: 3.605%
3-4Y: 3.792%
4-5Y: 4.038%
5-10Y: 4.668%
10-20Y: 5.692%
20-30Y: 4.81%
2/10 in 1Y: 80.4 bps
#UST #YieldCurve report (as of 2025-11-17)
2Y yield: 3.602%
2/5: 11.3 bps
2/10: 51.3 bps
5/30: 102.0 bps
2-5-10: -28.7 bps
2-10-30: -10.7 bps
3M yield: 3.873%
3M/5Y5Y: 79.5 bps
2Y yield: 3.602%
2/5: 11.3 bps
2/10: 51.3 bps
5/30: 102.0 bps
2-5-10: -28.7 bps
2-10-30: -10.7 bps
3M yield: 3.873%
3M/5Y5Y: 79.5 bps
November 17, 2025 at 9:11 PM
#UST #YieldCurve report (as of 2025-11-17)
2Y yield: 3.602%
2/5: 11.3 bps
2/10: 51.3 bps
5/30: 102.0 bps
2-5-10: -28.7 bps
2-10-30: -10.7 bps
3M yield: 3.873%
3M/5Y5Y: 79.5 bps
2Y yield: 3.602%
2/5: 11.3 bps
2/10: 51.3 bps
5/30: 102.0 bps
2-5-10: -28.7 bps
2-10-30: -10.7 bps
3M yield: 3.873%
3M/5Y5Y: 79.5 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-17
U.S. 4.136% / NA
Germany 2.716% / -1.42%
EZ(top4) 3.152% / -0.984%
Japan 1.733% / -2.403%
U.K. 4.537% / 0.401%
China 1.822% / -2.314%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-17
U.S. 4.136% / NA
Germany 2.716% / -1.42%
EZ(top4) 3.152% / -0.984%
Japan 1.733% / -2.403%
U.K. 4.537% / 0.401%
China 1.822% / -2.314%
EZ(top4): Eurozone top 4, GDP weighted
November 17, 2025 at 8:00 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-17
U.S. 4.136% / NA
Germany 2.716% / -1.42%
EZ(top4) 3.152% / -0.984%
Japan 1.733% / -2.403%
U.K. 4.537% / 0.401%
China 1.822% / -2.314%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-17
U.S. 4.136% / NA
Germany 2.716% / -1.42%
EZ(top4) 3.152% / -0.984%
Japan 1.733% / -2.403%
U.K. 4.537% / 0.401%
China 1.822% / -2.314%
EZ(top4): Eurozone top 4, GDP weighted
Banks BS Watch (as of 2025-11-05)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: 11/32/280
C&I Ln: 9/6/-89
RE Ln: -2/19/85
Consumer Ln: 15/18/-75
Deposits: 2/-24/574
- Large: 7/-131/349
- Small: 18/-1/194
- Forgn: -8/-1/26
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: 11/32/280
C&I Ln: 9/6/-89
RE Ln: -2/19/85
Consumer Ln: 15/18/-75
Deposits: 2/-24/574
- Large: 7/-131/349
- Small: 18/-1/194
- Forgn: -8/-1/26
November 14, 2025 at 10:19 PM
Banks BS Watch (as of 2025-11-05)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: 11/32/280
C&I Ln: 9/6/-89
RE Ln: -2/19/85
Consumer Ln: 15/18/-75
Deposits: 2/-24/574
- Large: 7/-131/349
- Small: 18/-1/194
- Forgn: -8/-1/26
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: 11/32/280
C&I Ln: 9/6/-89
RE Ln: -2/19/85
Consumer Ln: 15/18/-75
Deposits: 2/-24/574
- Large: 7/-131/349
- Small: 18/-1/194
- Forgn: -8/-1/26
#UST #TIPS report (as of 2025-11-14)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.995%
2Y: 1.067%
5Y: 1.454%
10Y: 1.883%
30Y: 2.601%
5Y5Y: 2.313%
breakeven:
prior 3M: 3.616%
1Y: 2.716%
2Y: 2.534%
5Y: 2.285%
10Y: 2.329%
30Y: 2.33%
5Y5Y: 2.374%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.995%
2Y: 1.067%
5Y: 1.454%
10Y: 1.883%
30Y: 2.601%
5Y5Y: 2.313%
breakeven:
prior 3M: 3.616%
1Y: 2.716%
2Y: 2.534%
5Y: 2.285%
10Y: 2.329%
30Y: 2.33%
5Y5Y: 2.374%
November 14, 2025 at 8:26 PM
#UST #TIPS report (as of 2025-11-14)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.995%
2Y: 1.067%
5Y: 1.454%
10Y: 1.883%
30Y: 2.601%
5Y5Y: 2.313%
breakeven:
prior 3M: 3.616%
1Y: 2.716%
2Y: 2.534%
5Y: 2.285%
10Y: 2.329%
30Y: 2.33%
5Y5Y: 2.374%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.995%
2Y: 1.067%
5Y: 1.454%
10Y: 1.883%
30Y: 2.601%
5Y5Y: 2.313%
breakeven:
prior 3M: 3.616%
1Y: 2.716%
2Y: 2.534%
5Y: 2.285%
10Y: 2.329%
30Y: 2.33%
5Y5Y: 2.374%
#UST #ForwardCurve report (as of 2025-11-14)
0-1Y: 3.711%
1-2Y: 3.49%
2-3Y: 3.62%
3-4Y: 3.812%
4-5Y: 4.062%
5-10Y: 4.687%
10-20Y: 5.692%
20-30Y: 4.815%
2/10 in 1Y: 81.3 bps
0-1Y: 3.711%
1-2Y: 3.49%
2-3Y: 3.62%
3-4Y: 3.812%
4-5Y: 4.062%
5-10Y: 4.687%
10-20Y: 5.692%
20-30Y: 4.815%
2/10 in 1Y: 81.3 bps
November 14, 2025 at 8:25 PM
#UST #ForwardCurve report (as of 2025-11-14)
0-1Y: 3.711%
1-2Y: 3.49%
2-3Y: 3.62%
3-4Y: 3.812%
4-5Y: 4.062%
5-10Y: 4.687%
10-20Y: 5.692%
20-30Y: 4.815%
2/10 in 1Y: 81.3 bps
0-1Y: 3.711%
1-2Y: 3.49%
2-3Y: 3.62%
3-4Y: 3.812%
4-5Y: 4.062%
5-10Y: 4.687%
10-20Y: 5.692%
20-30Y: 4.815%
2/10 in 1Y: 81.3 bps
#UST #YieldCurve report (as of 2025-11-14)
2Y yield: 3.604%
2/5: 12.4 bps
2/10: 52.7 bps
5/30: 101.7 bps
2-5-10: -27.9 bps
2-10-30: -8.7 bps
3M yield: 3.883%
3M/5Y5Y: 80.4 bps
2Y yield: 3.604%
2/5: 12.4 bps
2/10: 52.7 bps
5/30: 101.7 bps
2-5-10: -27.9 bps
2-10-30: -8.7 bps
3M yield: 3.883%
3M/5Y5Y: 80.4 bps
November 14, 2025 at 8:25 PM
#UST #YieldCurve report (as of 2025-11-14)
2Y yield: 3.604%
2/5: 12.4 bps
2/10: 52.7 bps
5/30: 101.7 bps
2-5-10: -27.9 bps
2-10-30: -8.7 bps
3M yield: 3.883%
3M/5Y5Y: 80.4 bps
2Y yield: 3.604%
2/5: 12.4 bps
2/10: 52.7 bps
5/30: 101.7 bps
2-5-10: -27.9 bps
2-10-30: -8.7 bps
3M yield: 3.883%
3M/5Y5Y: 80.4 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-14
U.S. 4.149% / NA
Germany 2.723% / -1.426%
EZ(top4) 3.16% / -0.989%
Japan 1.702% / -2.447%
U.K. 4.583% / 0.434%
China 1.826% / -2.323%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-14
U.S. 4.149% / NA
Germany 2.723% / -1.426%
EZ(top4) 3.16% / -0.989%
Japan 1.702% / -2.447%
U.K. 4.583% / 0.434%
China 1.826% / -2.323%
EZ(top4): Eurozone top 4, GDP weighted
November 14, 2025 at 8:00 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-14
U.S. 4.149% / NA
Germany 2.723% / -1.426%
EZ(top4) 3.16% / -0.989%
Japan 1.702% / -2.447%
U.K. 4.583% / 0.434%
China 1.826% / -2.323%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-14
U.S. 4.149% / NA
Germany 2.723% / -1.426%
EZ(top4) 3.16% / -0.989%
Japan 1.702% / -2.447%
U.K. 4.583% / 0.434%
China 1.826% / -2.323%
EZ(top4): Eurozone top 4, GDP weighted
Fed BS Watch (as of 2025-11-12)
($bn change in 1wk/4wk/52wk)
Sec. Held: 0.2/-19.3/-343.1
Repo: 6.0/-0.7/6.0
Loans: -1.3/-0.2/-25.4
RRP: -30.1/-5.5/-285.8
UST GA: 0.4/91.2/134.3
Rest: -3.1/1.0/-97.8
Reserve balances: 31.4/-104.9/-308.7
($bn change in 1wk/4wk/52wk)
Sec. Held: 0.2/-19.3/-343.1
Repo: 6.0/-0.7/6.0
Loans: -1.3/-0.2/-25.4
RRP: -30.1/-5.5/-285.8
UST GA: 0.4/91.2/134.3
Rest: -3.1/1.0/-97.8
Reserve balances: 31.4/-104.9/-308.7
November 13, 2025 at 10:01 PM
Fed BS Watch (as of 2025-11-12)
($bn change in 1wk/4wk/52wk)
Sec. Held: 0.2/-19.3/-343.1
Repo: 6.0/-0.7/6.0
Loans: -1.3/-0.2/-25.4
RRP: -30.1/-5.5/-285.8
UST GA: 0.4/91.2/134.3
Rest: -3.1/1.0/-97.8
Reserve balances: 31.4/-104.9/-308.7
($bn change in 1wk/4wk/52wk)
Sec. Held: 0.2/-19.3/-343.1
Repo: 6.0/-0.7/6.0
Loans: -1.3/-0.2/-25.4
RRP: -30.1/-5.5/-285.8
UST GA: 0.4/91.2/134.3
Rest: -3.1/1.0/-97.8
Reserve balances: 31.4/-104.9/-308.7
#UST #TIPS report (as of 2025-11-13)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.986%
2Y: 1.038%
5Y: 1.431%
10Y: 1.849%
30Y: 2.559%
5Y5Y: 2.267%
breakeven:
prior 3M: 3.616%
1Y: 2.712%
2Y: 2.536%
5Y: 2.276%
10Y: 2.322%
30Y: 2.323%
5Y5Y: 2.369%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.986%
2Y: 1.038%
5Y: 1.431%
10Y: 1.849%
30Y: 2.559%
5Y5Y: 2.267%
breakeven:
prior 3M: 3.616%
1Y: 2.712%
2Y: 2.536%
5Y: 2.276%
10Y: 2.322%
30Y: 2.323%
5Y5Y: 2.369%
November 13, 2025 at 8:25 PM
#UST #TIPS report (as of 2025-11-13)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.986%
2Y: 1.038%
5Y: 1.431%
10Y: 1.849%
30Y: 2.559%
5Y5Y: 2.267%
breakeven:
prior 3M: 3.616%
1Y: 2.712%
2Y: 2.536%
5Y: 2.276%
10Y: 2.322%
30Y: 2.323%
5Y5Y: 2.369%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.986%
2Y: 1.038%
5Y: 1.431%
10Y: 1.849%
30Y: 2.559%
5Y5Y: 2.267%
breakeven:
prior 3M: 3.616%
1Y: 2.712%
2Y: 2.536%
5Y: 2.276%
10Y: 2.322%
30Y: 2.323%
5Y5Y: 2.369%
#UST #ForwardCurve report (as of 2025-11-13)
0-1Y: 3.698%
1-2Y: 3.45%
2-3Y: 3.615%
3-4Y: 3.768%
4-5Y: 4.002%
5-10Y: 4.636%
10-20Y: 5.638%
20-30Y: 4.776%
2/10 in 1Y: 78.7 bps
0-1Y: 3.698%
1-2Y: 3.45%
2-3Y: 3.615%
3-4Y: 3.768%
4-5Y: 4.002%
5-10Y: 4.636%
10-20Y: 5.638%
20-30Y: 4.776%
2/10 in 1Y: 78.7 bps
November 13, 2025 at 8:24 PM
#UST #ForwardCurve report (as of 2025-11-13)
0-1Y: 3.698%
1-2Y: 3.45%
2-3Y: 3.615%
3-4Y: 3.768%
4-5Y: 4.002%
5-10Y: 4.636%
10-20Y: 5.638%
20-30Y: 4.776%
2/10 in 1Y: 78.7 bps
0-1Y: 3.698%
1-2Y: 3.45%
2-3Y: 3.615%
3-4Y: 3.768%
4-5Y: 4.002%
5-10Y: 4.636%
10-20Y: 5.638%
20-30Y: 4.776%
2/10 in 1Y: 78.7 bps
#UST #YieldCurve report (as of 2025-11-13)
2Y yield: 3.578%
2/5: 11.9 bps
2/10: 51.4 bps
5/30: 100.4 bps
2-5-10: -27.6 bps
2-10-30: -9.5 bps
3M yield: 3.895%
3M/5Y5Y: 74.1 bps
2Y yield: 3.578%
2/5: 11.9 bps
2/10: 51.4 bps
5/30: 100.4 bps
2-5-10: -27.6 bps
2-10-30: -9.5 bps
3M yield: 3.895%
3M/5Y5Y: 74.1 bps
November 13, 2025 at 8:24 PM
#UST #YieldCurve report (as of 2025-11-13)
2Y yield: 3.578%
2/5: 11.9 bps
2/10: 51.4 bps
5/30: 100.4 bps
2-5-10: -27.6 bps
2-10-30: -9.5 bps
3M yield: 3.895%
3M/5Y5Y: 74.1 bps
2Y yield: 3.578%
2/5: 11.9 bps
2/10: 51.4 bps
5/30: 100.4 bps
2-5-10: -27.6 bps
2-10-30: -9.5 bps
3M yield: 3.895%
3M/5Y5Y: 74.1 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-13
U.S. 4.112% / NA
Germany 2.692% / -1.42%
EZ(top4) 3.124% / -0.988%
Japan 1.692% / -2.42%
U.K. 4.441% / 0.329%
China 1.825% / -2.287%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-13
U.S. 4.112% / NA
Germany 2.692% / -1.42%
EZ(top4) 3.124% / -0.988%
Japan 1.692% / -2.42%
U.K. 4.441% / 0.329%
China 1.825% / -2.287%
EZ(top4): Eurozone top 4, GDP weighted
November 13, 2025 at 8:00 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-13
U.S. 4.112% / NA
Germany 2.692% / -1.42%
EZ(top4) 3.124% / -0.988%
Japan 1.692% / -2.42%
U.K. 4.441% / 0.329%
China 1.825% / -2.287%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-13
U.S. 4.112% / NA
Germany 2.692% / -1.42%
EZ(top4) 3.124% / -0.988%
Japan 1.692% / -2.42%
U.K. 4.441% / 0.329%
China 1.825% / -2.287%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2025-11-12)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.944%
2Y: 1.014%
5Y: 1.401%
10Y: 1.824%
30Y: 2.522%
5Y5Y: 2.247%
breakeven:
prior 3M: 3.616%
1Y: 2.703%
2Y: 2.541%
5Y: 2.27%
10Y: 2.318%
30Y: 2.316%
5Y5Y: 2.367%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.944%
2Y: 1.014%
5Y: 1.401%
10Y: 1.824%
30Y: 2.522%
5Y5Y: 2.247%
breakeven:
prior 3M: 3.616%
1Y: 2.703%
2Y: 2.541%
5Y: 2.27%
10Y: 2.318%
30Y: 2.316%
5Y5Y: 2.367%
November 12, 2025 at 8:27 PM
#UST #TIPS report (as of 2025-11-12)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.944%
2Y: 1.014%
5Y: 1.401%
10Y: 1.824%
30Y: 2.522%
5Y5Y: 2.247%
breakeven:
prior 3M: 3.616%
1Y: 2.703%
2Y: 2.541%
5Y: 2.27%
10Y: 2.318%
30Y: 2.316%
5Y5Y: 2.367%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.944%
2Y: 1.014%
5Y: 1.401%
10Y: 1.824%
30Y: 2.522%
5Y5Y: 2.247%
breakeven:
prior 3M: 3.616%
1Y: 2.703%
2Y: 2.541%
5Y: 2.27%
10Y: 2.318%
30Y: 2.316%
5Y5Y: 2.367%
#UST #ForwardCurve report (as of 2025-11-12)
0-1Y: 3.647%
1-2Y: 3.463%
2-3Y: 3.566%
3-4Y: 3.718%
4-5Y: 3.962%
5-10Y: 4.614%
10-20Y: 5.579%
20-30Y: 4.727%
2/10 in 1Y: 77.6 bps
0-1Y: 3.647%
1-2Y: 3.463%
2-3Y: 3.566%
3-4Y: 3.718%
4-5Y: 3.962%
5-10Y: 4.614%
10-20Y: 5.579%
20-30Y: 4.727%
2/10 in 1Y: 77.6 bps
November 12, 2025 at 8:27 PM
#UST #ForwardCurve report (as of 2025-11-12)
0-1Y: 3.647%
1-2Y: 3.463%
2-3Y: 3.566%
3-4Y: 3.718%
4-5Y: 3.962%
5-10Y: 4.614%
10-20Y: 5.579%
20-30Y: 4.727%
2/10 in 1Y: 77.6 bps
0-1Y: 3.647%
1-2Y: 3.463%
2-3Y: 3.566%
3-4Y: 3.718%
4-5Y: 3.962%
5-10Y: 4.614%
10-20Y: 5.579%
20-30Y: 4.727%
2/10 in 1Y: 77.6 bps
#UST #YieldCurve report (as of 2025-11-12)
2Y yield: 3.558%
2/5: 10.4 bps
2/10: 50.5 bps
5/30: 99.7 bps
2-5-10: -29.7 bps
2-10-30: -9.1 bps
3M yield: 3.875%
3M/5Y5Y: 73.9 bps
2Y yield: 3.558%
2/5: 10.4 bps
2/10: 50.5 bps
5/30: 99.7 bps
2-5-10: -29.7 bps
2-10-30: -9.1 bps
3M yield: 3.875%
3M/5Y5Y: 73.9 bps
November 12, 2025 at 8:27 PM
#UST #YieldCurve report (as of 2025-11-12)
2Y yield: 3.558%
2/5: 10.4 bps
2/10: 50.5 bps
5/30: 99.7 bps
2-5-10: -29.7 bps
2-10-30: -9.1 bps
3M yield: 3.875%
3M/5Y5Y: 73.9 bps
2Y yield: 3.558%
2/5: 10.4 bps
2/10: 50.5 bps
5/30: 99.7 bps
2-5-10: -29.7 bps
2-10-30: -9.1 bps
3M yield: 3.875%
3M/5Y5Y: 73.9 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-12
U.S. 4.069% / NA
Germany 2.647% / -1.422%
EZ(top4) 3.081% / -0.988%
Japan 1.691% / -2.378%
U.K. 4.403% / 0.334%
China 1.821% / -2.248%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-12
U.S. 4.069% / NA
Germany 2.647% / -1.422%
EZ(top4) 3.081% / -0.988%
Japan 1.691% / -2.378%
U.K. 4.403% / 0.334%
China 1.821% / -2.248%
EZ(top4): Eurozone top 4, GDP weighted
November 12, 2025 at 8:02 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-12
U.S. 4.069% / NA
Germany 2.647% / -1.422%
EZ(top4) 3.081% / -0.988%
Japan 1.691% / -2.378%
U.K. 4.403% / 0.334%
China 1.821% / -2.248%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-12
U.S. 4.069% / NA
Germany 2.647% / -1.422%
EZ(top4) 3.081% / -0.988%
Japan 1.691% / -2.378%
U.K. 4.403% / 0.334%
China 1.821% / -2.248%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2025-11-10)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.948%
2Y: 1.038%
5Y: 1.436%
10Y: 1.86%
30Y: 2.561%
5Y5Y: 2.285%
breakeven:
prior 3M: 3.616%
1Y: 2.739%
2Y: 2.541%
5Y: 2.278%
10Y: 2.326%
30Y: 2.319%
5Y5Y: 2.374%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.948%
2Y: 1.038%
5Y: 1.436%
10Y: 1.86%
30Y: 2.561%
5Y5Y: 2.285%
breakeven:
prior 3M: 3.616%
1Y: 2.739%
2Y: 2.541%
5Y: 2.278%
10Y: 2.326%
30Y: 2.319%
5Y5Y: 2.374%
November 10, 2025 at 8:26 PM
#UST #TIPS report (as of 2025-11-10)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.948%
2Y: 1.038%
5Y: 1.436%
10Y: 1.86%
30Y: 2.561%
5Y5Y: 2.285%
breakeven:
prior 3M: 3.616%
1Y: 2.739%
2Y: 2.541%
5Y: 2.278%
10Y: 2.326%
30Y: 2.319%
5Y5Y: 2.374%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.948%
2Y: 1.038%
5Y: 1.436%
10Y: 1.86%
30Y: 2.561%
5Y5Y: 2.285%
breakeven:
prior 3M: 3.616%
1Y: 2.739%
2Y: 2.541%
5Y: 2.278%
10Y: 2.326%
30Y: 2.319%
5Y5Y: 2.374%
#UST #ForwardCurve report (as of 2025-11-10)
0-1Y: 3.687%
1-2Y: 3.472%
2-3Y: 3.632%
3-4Y: 3.774%
4-5Y: 4.007%
5-10Y: 4.659%
10-20Y: 5.628%
20-30Y: 4.758%
2/10 in 1Y: 78.5 bps
0-1Y: 3.687%
1-2Y: 3.472%
2-3Y: 3.632%
3-4Y: 3.774%
4-5Y: 4.007%
5-10Y: 4.659%
10-20Y: 5.628%
20-30Y: 4.758%
2/10 in 1Y: 78.5 bps
November 10, 2025 at 8:25 PM
#UST #ForwardCurve report (as of 2025-11-10)
0-1Y: 3.687%
1-2Y: 3.472%
2-3Y: 3.632%
3-4Y: 3.774%
4-5Y: 4.007%
5-10Y: 4.659%
10-20Y: 5.628%
20-30Y: 4.758%
2/10 in 1Y: 78.5 bps
0-1Y: 3.687%
1-2Y: 3.472%
2-3Y: 3.632%
3-4Y: 3.774%
4-5Y: 4.007%
5-10Y: 4.659%
10-20Y: 5.628%
20-30Y: 4.758%
2/10 in 1Y: 78.5 bps
#UST #YieldCurve report (as of 2025-11-10)
2Y yield: 3.582%
2/5: 12.3 bps
2/10: 52.5 bps
5/30: 99.7 bps
2-5-10: -27.9 bps
2-10-30: -7.0 bps
3M yield: 3.877%
3M/5Y5Y: 78.2 bps
2Y yield: 3.582%
2/5: 12.3 bps
2/10: 52.5 bps
5/30: 99.7 bps
2-5-10: -27.9 bps
2-10-30: -7.0 bps
3M yield: 3.877%
3M/5Y5Y: 78.2 bps
November 10, 2025 at 8:25 PM
#UST #YieldCurve report (as of 2025-11-10)
2Y yield: 3.582%
2/5: 12.3 bps
2/10: 52.5 bps
5/30: 99.7 bps
2-5-10: -27.9 bps
2-10-30: -7.0 bps
3M yield: 3.877%
3M/5Y5Y: 78.2 bps
2Y yield: 3.582%
2/5: 12.3 bps
2/10: 52.5 bps
5/30: 99.7 bps
2-5-10: -27.9 bps
2-10-30: -7.0 bps
3M yield: 3.877%
3M/5Y5Y: 78.2 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-10
U.S. 4.114% / NA
Germany 2.669% / -1.445%
EZ(top4) 3.117% / -0.997%
Japan 1.702% / -2.412%
U.K. 4.468% / 0.354%
China 1.768% / -2.346%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-10
U.S. 4.114% / NA
Germany 2.669% / -1.445%
EZ(top4) 3.117% / -0.997%
Japan 1.702% / -2.412%
U.K. 4.468% / 0.354%
China 1.768% / -2.346%
EZ(top4): Eurozone top 4, GDP weighted
November 10, 2025 at 8:01 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-10
U.S. 4.114% / NA
Germany 2.669% / -1.445%
EZ(top4) 3.117% / -0.997%
Japan 1.702% / -2.412%
U.K. 4.468% / 0.354%
China 1.768% / -2.346%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2025-11-10
U.S. 4.114% / NA
Germany 2.669% / -1.445%
EZ(top4) 3.117% / -0.997%
Japan 1.702% / -2.412%
U.K. 4.468% / 0.354%
China 1.768% / -2.346%
EZ(top4): Eurozone top 4, GDP weighted
Banks BS Watch (as of 2025-10-29)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -3/14/269
C&I Ln: 2/-11/-94
RE Ln: 5/23/84
Consumer Ln: 0/2/-84
Deposits: 17/-132/569
- Large: -128/43/430
- Small: -33/14/201
- Forgn: 18/-9/68
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -3/14/269
C&I Ln: 2/-11/-94
RE Ln: 5/23/84
Consumer Ln: 0/2/-84
Deposits: 17/-132/569
- Large: -128/43/430
- Small: -33/14/201
- Forgn: 18/-9/68
November 7, 2025 at 10:01 PM
Banks BS Watch (as of 2025-10-29)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -3/14/269
C&I Ln: 2/-11/-94
RE Ln: 5/23/84
Consumer Ln: 0/2/-84
Deposits: 17/-132/569
- Large: -128/43/430
- Small: -33/14/201
- Forgn: 18/-9/68
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -3/14/269
C&I Ln: 2/-11/-94
RE Ln: 5/23/84
Consumer Ln: 0/2/-84
Deposits: 17/-132/569
- Large: -128/43/430
- Small: -33/14/201
- Forgn: 18/-9/68
#UST #TIPS report (as of 2025-11-07)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.976%
2Y: 1.044%
5Y: 1.432%
10Y: 1.859%
30Y: 2.572%
5Y5Y: 2.288%
breakeven:
prior 3M: 3.616%
1Y: 2.702%
2Y: 2.5%
5Y: 2.25%
10Y: 2.31%
30Y: 2.31%
5Y5Y: 2.369%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.976%
2Y: 1.044%
5Y: 1.432%
10Y: 1.859%
30Y: 2.572%
5Y5Y: 2.288%
breakeven:
prior 3M: 3.616%
1Y: 2.702%
2Y: 2.5%
5Y: 2.25%
10Y: 2.31%
30Y: 2.31%
5Y5Y: 2.369%
November 7, 2025 at 8:26 PM
#UST #TIPS report (as of 2025-11-07)
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.976%
2Y: 1.044%
5Y: 1.432%
10Y: 1.859%
30Y: 2.572%
5Y5Y: 2.288%
breakeven:
prior 3M: 3.616%
1Y: 2.702%
2Y: 2.5%
5Y: 2.25%
10Y: 2.31%
30Y: 2.31%
5Y5Y: 2.369%
real yield (const maturity zero rate):
prior 3M: 0.679%
1Y: 0.976%
2Y: 1.044%
5Y: 1.432%
10Y: 1.859%
30Y: 2.572%
5Y5Y: 2.288%
breakeven:
prior 3M: 3.616%
1Y: 2.702%
2Y: 2.5%
5Y: 2.25%
10Y: 2.31%
30Y: 2.31%
5Y5Y: 2.369%
#UST #ForwardCurve report (as of 2025-11-07)
0-1Y: 3.678%
1-2Y: 3.411%
2-3Y: 3.591%
3-4Y: 3.746%
4-5Y: 3.983%
5-10Y: 4.657%
10-20Y: 5.632%
20-30Y: 4.781%
2/10 in 1Y: 82.1 bps
0-1Y: 3.678%
1-2Y: 3.411%
2-3Y: 3.591%
3-4Y: 3.746%
4-5Y: 3.983%
5-10Y: 4.657%
10-20Y: 5.632%
20-30Y: 4.781%
2/10 in 1Y: 82.1 bps
November 7, 2025 at 8:25 PM
#UST #ForwardCurve report (as of 2025-11-07)
0-1Y: 3.678%
1-2Y: 3.411%
2-3Y: 3.591%
3-4Y: 3.746%
4-5Y: 3.983%
5-10Y: 4.657%
10-20Y: 5.632%
20-30Y: 4.781%
2/10 in 1Y: 82.1 bps
0-1Y: 3.678%
1-2Y: 3.411%
2-3Y: 3.591%
3-4Y: 3.746%
4-5Y: 3.983%
5-10Y: 4.657%
10-20Y: 5.632%
20-30Y: 4.781%
2/10 in 1Y: 82.1 bps
#UST #YieldCurve report (as of 2025-11-07)
2Y yield: 3.547%
2/5: 12.6 bps
2/10: 54.1 bps
5/30: 102.5 bps
2-5-10: -28.9 bps
2-10-30: -6.9 bps
3M yield: 3.852%
3M/5Y5Y: 80.5 bps
2Y yield: 3.547%
2/5: 12.6 bps
2/10: 54.1 bps
5/30: 102.5 bps
2-5-10: -28.9 bps
2-10-30: -6.9 bps
3M yield: 3.852%
3M/5Y5Y: 80.5 bps
November 7, 2025 at 8:25 PM
#UST #YieldCurve report (as of 2025-11-07)
2Y yield: 3.547%
2/5: 12.6 bps
2/10: 54.1 bps
5/30: 102.5 bps
2-5-10: -28.9 bps
2-10-30: -6.9 bps
3M yield: 3.852%
3M/5Y5Y: 80.5 bps
2Y yield: 3.547%
2/5: 12.6 bps
2/10: 54.1 bps
5/30: 102.5 bps
2-5-10: -28.9 bps
2-10-30: -6.9 bps
3M yield: 3.852%
3M/5Y5Y: 80.5 bps