Duration, curve and crowding — the rates book. Charts live in the chartbook.
FI DailyFixed Income Chartbook
G7 curve relative value
10Y levels, 2s10s and 10s30s, plus the cross-country 10Y spreads a rates book actually quotes. A spread with a missing leg is omitted — never filled with zero.
Sovereign 10Y spreads
FRED / FinanceFlowAPIUST − Bund 10Y
1.40pp
Gilt − Bund 10Y
1.87pp
UST − JGB 10Y
1.78pp
UST − Gilt 10Y
-0.47pp
BTP − Bund 10Y
0.40pp
OAT − Bund 10Y
0.35pp
10Y levels
snapshot2s10s
10Y − 2Y · omitted when a leg is missing10Y history
FRED (DGS10 daily, OECD IRLTLT01 monthly)- US
- DE
- UK
- JP
- CA
- AU
- IT
- FR
Cross-country 10Y spreads
as-of join · never a later close- UST − Bund 10Y
- Gilt − Bund 10Y
- UST − JGB 10Y
- UST − Gilt 10Y
- BTP − Bund 10Y
- OAT − Bund 10Y
US 2s10s history
DGS10 − DGS2Rates & Curves · 3D Surface
Yield Curve History Surface — US
Each line = one week's curve. Hover a line to preview that week's curve on the right; click to pin it.
Country:
Window:
Curve detail
US
Hover a ribbon line to preview that week's curve. Click to pin it.
US yield curve surface, weekly samples over ~3y. Each row in `matrix` is one tenor; each column is one date.
Country grid
2s10s = 10Y − 2Y · 10s30s = 30Y − 10Y| Sovereign | 2Y | 10Y | 30Y | 2s10s | 10s30s |
|---|---|---|---|---|---|
| United States | 4.34% | 4.73% | 5.22% | 0.39pp | 0.49pp |
| Germany | 2.92% | 3.33% | 3.81% | 0.41pp | 0.48pp |
| United Kingdom | 4.41% | 5.20% | 5.78% | 0.79pp | 0.58pp |
| Japan | 1.75% | 2.95% | 4.14% | 1.20pp | 1.19pp |
| Canada | 3.01% | 3.74% | 4.15% | 0.73pp | 0.41pp |
| Australia | 4.74% | 5.11% | 5.59% | 0.37pp | 0.48pp |
| Italy· OECD monthly | — | 3.73% | — | — | — |
| France· OECD monthly | — | 3.68% | — | — | — |
| New Zealand | 3.66% | 4.75% | — | 1.09pp | — |
| Switzerland | 0.12% | 0.42% | — | 0.30pp | — |
A spread is omitted when either leg is missing — never filled with zero.
Hawk / dove
speech-scored composite · one fetchFED+0.49Hawkish
2026-08-28 · Kevin Warsh: But on the price-stability side of our mandate, the numbers are more concerning.
BOE-0.06Neutral
2026-07-14 · Andrew Bailey: we are operating in a fairly soft economic setting activity-wise
ECB+0.19Neutral
2026-08-28 · Isabel Schnabel: Isabel Schnabel: Central banks on-chain
BOJ+0.56Hawkish
2026-08-27 · Ryozo Himino: given that underlying inflation has been approaching 2 percent and financial conditions have been accommodative, I believe the Bank should continue to raise …
BOC+0.14Neutral
2026-09-02 · Carolyn Rogers: Press Conference: Policy Rate Announcement — September 2026
RBA+0.43Hawkish
2026-08-19 · Andrew Hauser: Inflation is too high.
