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Yield curve formation example
| Time to maturity | YTM | note |
| 1 yr 2 yrs 3yrs 5 yrs | 8% 8.5% 8.9% 9.2% | One year T-bond Two year T-bond Three year T-bond five year T-bond |
| Time to maturity | YTM | note |
| 1 yr 2 yrs 3yrs 5 yrs | 8% 8.5% 8.9% 9.2% | One year T-bond Two year T-bond Three year T-bond five year T-bond |
How the slope of the Yield is derived
| March | February | January | |
| 3-month Treasury bill rate (percent) | 0.10 | 0.13 | 0.08 |
| 10-year Treasury bond rate (percent) | 2.04 | 2.00 | 1.87 |
| Yield curve slope (basis points) | 194 | 187 | 179 |
yield curve
7.40%
7.60%
7.80%
8.00%
8.20%
8.40%
8.60%
8.80%
9.00%
9.20%
9.40%
1235
TTM
Series1
Chart1
| 1 |
| 2 |
| 3 |
| 5 |
TTM
YTM
yield curve
0.08
0.085
0.089
0.092
Sheet1
| 1 | 8.00% |
| 2 | 8.50% |
| 3 | 8.90% |
| 5 | 9.20% |
Sheet1
time to maturity
ytm
yiled curve
Sheet2
TTM
YTM
yield curve
