US Treasury curve regime · Helious

US TREASURY CURVE

BULL STEEPENER

Front end falling fastest, dragging the long end with it. Cut bets built this session: the front end led the rally.

1M

4.13%

-1.0bp

3M

4.25%

+2.0bp

6M

4.32%

+2.0bp

1Y

4.47%

+3.0bp

2Y

4.8%

+5.0bp

5Y

5.02%

+3.0bp

10Y

5.24%

+2.0bp

30Y

5.6%

+0.0bp

Fed Funds

3.75%

+12.0bp

SOFR

3.87%

+0.0bp

2s10s

0.42

3m10s

0.95

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