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Basis Point Spreads

  • 3-month to 1-year: 36
  • 1-year to 2-year: 23
  • 2-year to 3-year: 15:
  • 3-year to 5-year: 19
  • 5-year to 10-year: 16
  • 1--year to 30-year: 32

If the fed hikes twice more this year, with the one-year yield at 2.11 and the 3-month yield at 1.75, there is little room for anything but inversion or a nearly flat curve if rates on the long end fail to rise.

For discussion of the long bong trend, and Lacy Hunt's law of diminishing returns, please see Relentless Yield Curve Flattening.

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Mike "Mish" Shedlock