The commercial paper yield curve is about the same as in the graph below. Not enough data to complete the graph for the normal 270 days. A2P2 still truncated at 30 days.
Credit default swaps indicate increased fear according to Bloomberg: "The cost of protecting European corporate bonds from default rose, signaling an increased perception of credit risk."
2 comments:
Yield curve 3's/10's sharply higher this early in EST trade (4/24)
Yes, the curve is steep on the short end. Copmmercial paper is still a problem...
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