Signum
@realsignum.bsky.social
Pinned
Signum
@realsignum.bsky.social
· Nov 18
Add hoc efforts to automated tsy bond curve analysis. Bond data is sourced from WSJ. Curve is built with open source QuantLib. Underlying yield curve is built with PiecewiseLinearZero methodology.
Nothing from this account constitutes professional and/or financial advice.
Nothing from this account constitutes professional and/or financial advice.
Banks BS Watch (as of 2025-12-31)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -19/-40/246
C&I Ln: -10/21/59
RE Ln: -10/3/120
Consumer Ln: -2/26/49
Deposits: -78/126/762
- Large: -31/120/448
- Small: 6/18/211
- Forgn: -52/-12/103
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -19/-40/246
C&I Ln: -10/21/59
RE Ln: -10/3/120
Consumer Ln: -2/26/49
Deposits: -78/126/762
- Large: -31/120/448
- Small: 6/18/211
- Forgn: -52/-12/103
January 9, 2026 at 10:01 PM
Banks BS Watch (as of 2025-12-31)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -19/-40/246
C&I Ln: -10/21/59
RE Ln: -10/3/120
Consumer Ln: -2/26/49
Deposits: -78/126/762
- Large: -31/120/448
- Small: 6/18/211
- Forgn: -52/-12/103
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -19/-40/246
C&I Ln: -10/21/59
RE Ln: -10/3/120
Consumer Ln: -2/26/49
Deposits: -78/126/762
- Large: -31/120/448
- Small: 6/18/211
- Forgn: -52/-12/103
#UST #TIPS report (as of 2026-01-09)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.301%
2Y: 1.252%
5Y: 1.516%
10Y: 1.922%
30Y: 2.676%
5Y5Y: 2.33%
breakeven:
prior 3M: 2.078%
1Y: 2.249%
2Y: 2.279%
5Y: 2.247%
10Y: 2.313%
30Y: 2.354%
5Y5Y: 2.378%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.301%
2Y: 1.252%
5Y: 1.516%
10Y: 1.922%
30Y: 2.676%
5Y5Y: 2.33%
breakeven:
prior 3M: 2.078%
1Y: 2.249%
2Y: 2.279%
5Y: 2.247%
10Y: 2.313%
30Y: 2.354%
5Y5Y: 2.378%
January 9, 2026 at 8:26 PM
#UST #TIPS report (as of 2026-01-09)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.301%
2Y: 1.252%
5Y: 1.516%
10Y: 1.922%
30Y: 2.676%
5Y5Y: 2.33%
breakeven:
prior 3M: 2.078%
1Y: 2.249%
2Y: 2.279%
5Y: 2.247%
10Y: 2.313%
30Y: 2.354%
5Y5Y: 2.378%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.301%
2Y: 1.252%
5Y: 1.516%
10Y: 1.922%
30Y: 2.676%
5Y5Y: 2.33%
breakeven:
prior 3M: 2.078%
1Y: 2.249%
2Y: 2.279%
5Y: 2.247%
10Y: 2.313%
30Y: 2.354%
5Y5Y: 2.378%
#UST #ForwardCurve report (as of 2026-01-09)
0-1Y: 3.55%
1-2Y: 3.512%
2-3Y: 3.72%
3-4Y: 3.896%
4-5Y: 4.137%
5-10Y: 4.708%
10-20Y: 5.763%
20-30Y: 5.042%
2/10 in 1Y: 78.7 bps
0-1Y: 3.55%
1-2Y: 3.512%
2-3Y: 3.72%
3-4Y: 3.896%
4-5Y: 4.137%
5-10Y: 4.708%
10-20Y: 5.763%
20-30Y: 5.042%
2/10 in 1Y: 78.7 bps
January 9, 2026 at 8:25 PM
#UST #ForwardCurve report (as of 2026-01-09)
0-1Y: 3.55%
1-2Y: 3.512%
2-3Y: 3.72%
3-4Y: 3.896%
4-5Y: 4.137%
5-10Y: 4.708%
10-20Y: 5.763%
20-30Y: 5.042%
2/10 in 1Y: 78.7 bps
0-1Y: 3.55%
1-2Y: 3.512%
2-3Y: 3.72%
3-4Y: 3.896%
4-5Y: 4.137%
5-10Y: 4.708%
10-20Y: 5.763%
20-30Y: 5.042%
2/10 in 1Y: 78.7 bps
#UST #YieldCurve report (as of 2026-01-09)
2Y yield: 3.53%
2/5: 21.9 bps
2/10: 63.5 bps
5/30: 106.7 bps
2-5-10: -19.7 bps
2-10-30: -1.6 bps
3M yield: 3.605%
3M/5Y5Y: 110.3 bps
2Y yield: 3.53%
2/5: 21.9 bps
2/10: 63.5 bps
5/30: 106.7 bps
2-5-10: -19.7 bps
2-10-30: -1.6 bps
3M yield: 3.605%
3M/5Y5Y: 110.3 bps
January 9, 2026 at 8:25 PM
#UST #YieldCurve report (as of 2026-01-09)
2Y yield: 3.53%
2/5: 21.9 bps
2/10: 63.5 bps
5/30: 106.7 bps
2-5-10: -19.7 bps
2-10-30: -1.6 bps
3M yield: 3.605%
3M/5Y5Y: 110.3 bps
2Y yield: 3.53%
2/5: 21.9 bps
2/10: 63.5 bps
5/30: 106.7 bps
2-5-10: -19.7 bps
2-10-30: -1.6 bps
3M yield: 3.605%
3M/5Y5Y: 110.3 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-09
U.S. 4.174% / NA
Germany 2.867% / -1.307%
EZ(top4) 3.243% / -0.931%
Japan 2.097% / -2.077%
U.K. 4.378% / 0.204%
China 1.892% / -2.282%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-09
U.S. 4.174% / NA
Germany 2.867% / -1.307%
EZ(top4) 3.243% / -0.931%
Japan 2.097% / -2.077%
U.K. 4.378% / 0.204%
China 1.892% / -2.282%
EZ(top4): Eurozone top 4, GDP weighted
January 9, 2026 at 8:01 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-09
U.S. 4.174% / NA
Germany 2.867% / -1.307%
EZ(top4) 3.243% / -0.931%
Japan 2.097% / -2.077%
U.K. 4.378% / 0.204%
China 1.892% / -2.282%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-09
U.S. 4.174% / NA
Germany 2.867% / -1.307%
EZ(top4) 3.243% / -0.931%
Japan 2.097% / -2.077%
U.K. 4.378% / 0.204%
China 1.892% / -2.282%
EZ(top4): Eurozone top 4, GDP weighted
Fed BS Watch (as of 2026-01-07)
($bn change in 1wk/4wk/52wk)
Sec. Held: 7.7/31.9/-249.8
Repo: -74.6/-0.0/0.0
Loans: -2.5/-1.1/-0.4
RRP: -133.9/-3.3/-243.2
UST GA: -89.3/-22.3/163.0
Rest: 15.7/-7.1/-139.4
Reserve balances: 169.6/49.2/-309.4
($bn change in 1wk/4wk/52wk)
Sec. Held: 7.7/31.9/-249.8
Repo: -74.6/-0.0/0.0
Loans: -2.5/-1.1/-0.4
RRP: -133.9/-3.3/-243.2
UST GA: -89.3/-22.3/163.0
Rest: 15.7/-7.1/-139.4
Reserve balances: 169.6/49.2/-309.4
January 8, 2026 at 10:01 PM
Fed BS Watch (as of 2026-01-07)
($bn change in 1wk/4wk/52wk)
Sec. Held: 7.7/31.9/-249.8
Repo: -74.6/-0.0/0.0
Loans: -2.5/-1.1/-0.4
RRP: -133.9/-3.3/-243.2
UST GA: -89.3/-22.3/163.0
Rest: 15.7/-7.1/-139.4
Reserve balances: 169.6/49.2/-309.4
($bn change in 1wk/4wk/52wk)
Sec. Held: 7.7/31.9/-249.8
Repo: -74.6/-0.0/0.0
Loans: -2.5/-1.1/-0.4
RRP: -133.9/-3.3/-243.2
UST GA: -89.3/-22.3/163.0
Rest: 15.7/-7.1/-139.4
Reserve balances: 169.6/49.2/-309.4
#UST #TIPS report (as of 2026-01-08)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.354%
2Y: 1.25%
5Y: 1.512%
10Y: 1.945%
30Y: 2.727%
5Y5Y: 2.378%
breakeven:
prior 3M: 2.078%
1Y: 2.155%
2Y: 2.23%
5Y: 2.233%
10Y: 2.309%
30Y: 2.357%
5Y5Y: 2.386%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.354%
2Y: 1.25%
5Y: 1.512%
10Y: 1.945%
30Y: 2.727%
5Y5Y: 2.378%
breakeven:
prior 3M: 2.078%
1Y: 2.155%
2Y: 2.23%
5Y: 2.233%
10Y: 2.309%
30Y: 2.357%
5Y5Y: 2.386%
January 8, 2026 at 8:26 PM
#UST #TIPS report (as of 2026-01-08)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.354%
2Y: 1.25%
5Y: 1.512%
10Y: 1.945%
30Y: 2.727%
5Y5Y: 2.378%
breakeven:
prior 3M: 2.078%
1Y: 2.155%
2Y: 2.23%
5Y: 2.233%
10Y: 2.309%
30Y: 2.357%
5Y5Y: 2.386%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.354%
2Y: 1.25%
5Y: 1.512%
10Y: 1.945%
30Y: 2.727%
5Y5Y: 2.378%
breakeven:
prior 3M: 2.078%
1Y: 2.155%
2Y: 2.23%
5Y: 2.233%
10Y: 2.309%
30Y: 2.357%
5Y5Y: 2.386%
#UST #ForwardCurve report (as of 2026-01-08)
0-1Y: 3.509%
1-2Y: 3.452%
2-3Y: 3.703%
3-4Y: 3.906%
4-5Y: 4.157%
5-10Y: 4.764%
10-20Y: 5.829%
20-30Y: 5.113%
2/10 in 1Y: 85.8 bps
0-1Y: 3.509%
1-2Y: 3.452%
2-3Y: 3.703%
3-4Y: 3.906%
4-5Y: 4.157%
5-10Y: 4.764%
10-20Y: 5.829%
20-30Y: 5.113%
2/10 in 1Y: 85.8 bps
January 8, 2026 at 8:25 PM
#UST #ForwardCurve report (as of 2026-01-08)
0-1Y: 3.509%
1-2Y: 3.452%
2-3Y: 3.703%
3-4Y: 3.906%
4-5Y: 4.157%
5-10Y: 4.764%
10-20Y: 5.829%
20-30Y: 5.113%
2/10 in 1Y: 85.8 bps
0-1Y: 3.509%
1-2Y: 3.452%
2-3Y: 3.703%
3-4Y: 3.906%
4-5Y: 4.157%
5-10Y: 4.764%
10-20Y: 5.829%
20-30Y: 5.113%
2/10 in 1Y: 85.8 bps
#UST #YieldCurve report (as of 2026-01-08)
2Y yield: 3.48%
2/5: 25.0 bps
2/10: 69.8 bps
5/30: 112.4 bps
2-5-10: -19.8 bps
2-10-30: 2.2 bps
3M yield: 3.601%
3M/5Y5Y: 116.3 bps
2Y yield: 3.48%
2/5: 25.0 bps
2/10: 69.8 bps
5/30: 112.4 bps
2-5-10: -19.8 bps
2-10-30: 2.2 bps
3M yield: 3.601%
3M/5Y5Y: 116.3 bps
January 8, 2026 at 8:25 PM
#UST #YieldCurve report (as of 2026-01-08)
2Y yield: 3.48%
2/5: 25.0 bps
2/10: 69.8 bps
5/30: 112.4 bps
2-5-10: -19.8 bps
2-10-30: 2.2 bps
3M yield: 3.601%
3M/5Y5Y: 116.3 bps
2Y yield: 3.48%
2/5: 25.0 bps
2/10: 69.8 bps
5/30: 112.4 bps
2-5-10: -19.8 bps
2-10-30: 2.2 bps
3M yield: 3.601%
3M/5Y5Y: 116.3 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-08
U.S. 4.185% / NA
Germany 2.83% / -1.355%
EZ(top4) 3.239% / -0.946%
Japan 2.08% / -2.105%
U.K. 4.395% / 0.21%
China 1.904% / -2.281%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-08
U.S. 4.185% / NA
Germany 2.83% / -1.355%
EZ(top4) 3.239% / -0.946%
Japan 2.08% / -2.105%
U.K. 4.395% / 0.21%
China 1.904% / -2.281%
EZ(top4): Eurozone top 4, GDP weighted
January 8, 2026 at 8:01 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-08
U.S. 4.185% / NA
Germany 2.83% / -1.355%
EZ(top4) 3.239% / -0.946%
Japan 2.08% / -2.105%
U.K. 4.395% / 0.21%
China 1.904% / -2.281%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-08
U.S. 4.185% / NA
Germany 2.83% / -1.355%
EZ(top4) 3.239% / -0.946%
Japan 2.08% / -2.105%
U.K. 4.395% / 0.21%
China 1.904% / -2.281%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2026-01-07)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.385%
2Y: 1.263%
5Y: 1.482%
10Y: 1.904%
30Y: 2.69%
5Y5Y: 2.328%
breakeven:
prior 3M: 2.078%
1Y: 2.128%
2Y: 2.196%
5Y: 2.218%
10Y: 2.303%
30Y: 2.35%
5Y5Y: 2.387%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.385%
2Y: 1.263%
5Y: 1.482%
10Y: 1.904%
30Y: 2.69%
5Y5Y: 2.328%
breakeven:
prior 3M: 2.078%
1Y: 2.128%
2Y: 2.196%
5Y: 2.218%
10Y: 2.303%
30Y: 2.35%
5Y5Y: 2.387%
January 7, 2026 at 8:25 PM
#UST #TIPS report (as of 2026-01-07)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.385%
2Y: 1.263%
5Y: 1.482%
10Y: 1.904%
30Y: 2.69%
5Y5Y: 2.328%
breakeven:
prior 3M: 2.078%
1Y: 2.128%
2Y: 2.196%
5Y: 2.218%
10Y: 2.303%
30Y: 2.35%
5Y5Y: 2.387%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.385%
2Y: 1.263%
5Y: 1.482%
10Y: 1.904%
30Y: 2.69%
5Y5Y: 2.328%
breakeven:
prior 3M: 2.078%
1Y: 2.128%
2Y: 2.196%
5Y: 2.218%
10Y: 2.303%
30Y: 2.35%
5Y5Y: 2.387%
#UST #ForwardCurve report (as of 2026-01-07)
0-1Y: 3.513%
1-2Y: 3.405%
2-3Y: 3.65%
3-4Y: 3.844%
4-5Y: 4.089%
5-10Y: 4.715%
10-20Y: 5.797%
20-30Y: 5.064%
2/10 in 1Y: 85.6 bps
0-1Y: 3.513%
1-2Y: 3.405%
2-3Y: 3.65%
3-4Y: 3.844%
4-5Y: 4.089%
5-10Y: 4.715%
10-20Y: 5.797%
20-30Y: 5.064%
2/10 in 1Y: 85.6 bps
January 7, 2026 at 8:25 PM
#UST #ForwardCurve report (as of 2026-01-07)
0-1Y: 3.513%
1-2Y: 3.405%
2-3Y: 3.65%
3-4Y: 3.844%
4-5Y: 4.089%
5-10Y: 4.715%
10-20Y: 5.797%
20-30Y: 5.064%
2/10 in 1Y: 85.6 bps
0-1Y: 3.513%
1-2Y: 3.405%
2-3Y: 3.65%
3-4Y: 3.844%
4-5Y: 4.089%
5-10Y: 4.715%
10-20Y: 5.797%
20-30Y: 5.064%
2/10 in 1Y: 85.6 bps
#UST #YieldCurve report (as of 2026-01-07)
2Y yield: 3.459%
2/5: 22.7 bps
2/10: 67.3 bps
5/30: 112.7 bps
2-5-10: -21.9 bps
2-10-30: -0.8 bps
3M yield: 3.606%
3M/5Y5Y: 110.9 bps
2Y yield: 3.459%
2/5: 22.7 bps
2/10: 67.3 bps
5/30: 112.7 bps
2-5-10: -21.9 bps
2-10-30: -0.8 bps
3M yield: 3.606%
3M/5Y5Y: 110.9 bps
January 7, 2026 at 8:25 PM
#UST #YieldCurve report (as of 2026-01-07)
2Y yield: 3.459%
2/5: 22.7 bps
2/10: 67.3 bps
5/30: 112.7 bps
2-5-10: -21.9 bps
2-10-30: -0.8 bps
3M yield: 3.606%
3M/5Y5Y: 110.9 bps
2Y yield: 3.459%
2/5: 22.7 bps
2/10: 67.3 bps
5/30: 112.7 bps
2-5-10: -21.9 bps
2-10-30: -0.8 bps
3M yield: 3.606%
3M/5Y5Y: 110.9 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-07
U.S. 4.14% / NA
Germany 2.814% / -1.326%
EZ(top4) 3.223% / -0.917%
Japan 2.121% / -2.019%
U.K. 4.417% / 0.277%
China 1.916% / -2.224%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-07
U.S. 4.14% / NA
Germany 2.814% / -1.326%
EZ(top4) 3.223% / -0.917%
Japan 2.121% / -2.019%
U.K. 4.417% / 0.277%
China 1.916% / -2.224%
EZ(top4): Eurozone top 4, GDP weighted
January 7, 2026 at 8:01 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-07
U.S. 4.14% / NA
Germany 2.814% / -1.326%
EZ(top4) 3.223% / -0.917%
Japan 2.121% / -2.019%
U.K. 4.417% / 0.277%
China 1.916% / -2.224%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-07
U.S. 4.14% / NA
Germany 2.814% / -1.326%
EZ(top4) 3.223% / -0.917%
Japan 2.121% / -2.019%
U.K. 4.417% / 0.277%
China 1.916% / -2.224%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2026-01-06)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.405%
2Y: 1.282%
5Y: 1.505%
10Y: 1.937%
30Y: 2.729%
5Y5Y: 2.37%
breakeven:
prior 3M: 2.078%
1Y: 2.102%
2Y: 2.181%
5Y: 2.222%
10Y: 2.314%
30Y: 2.366%
5Y5Y: 2.406%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.405%
2Y: 1.282%
5Y: 1.505%
10Y: 1.937%
30Y: 2.729%
5Y5Y: 2.37%
breakeven:
prior 3M: 2.078%
1Y: 2.102%
2Y: 2.181%
5Y: 2.222%
10Y: 2.314%
30Y: 2.366%
5Y5Y: 2.406%
January 6, 2026 at 8:40 PM
#UST #TIPS report (as of 2026-01-06)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.405%
2Y: 1.282%
5Y: 1.505%
10Y: 1.937%
30Y: 2.729%
5Y5Y: 2.37%
breakeven:
prior 3M: 2.078%
1Y: 2.102%
2Y: 2.181%
5Y: 2.222%
10Y: 2.314%
30Y: 2.366%
5Y5Y: 2.406%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.405%
2Y: 1.282%
5Y: 1.505%
10Y: 1.937%
30Y: 2.729%
5Y5Y: 2.37%
breakeven:
prior 3M: 2.078%
1Y: 2.102%
2Y: 2.181%
5Y: 2.222%
10Y: 2.314%
30Y: 2.366%
5Y5Y: 2.406%
#UST #ForwardCurve report (as of 2026-01-06)
0-1Y: 3.507%
1-2Y: 3.419%
2-3Y: 3.682%
3-4Y: 3.884%
4-5Y: 4.142%
5-10Y: 4.776%
10-20Y: 5.862%
20-30Y: 5.115%
2/10 in 1Y: 88.6 bps
0-1Y: 3.507%
1-2Y: 3.419%
2-3Y: 3.682%
3-4Y: 3.884%
4-5Y: 4.142%
5-10Y: 4.776%
10-20Y: 5.862%
20-30Y: 5.115%
2/10 in 1Y: 88.6 bps
January 6, 2026 at 8:40 PM
#UST #ForwardCurve report (as of 2026-01-06)
0-1Y: 3.507%
1-2Y: 3.419%
2-3Y: 3.682%
3-4Y: 3.884%
4-5Y: 4.142%
5-10Y: 4.776%
10-20Y: 5.862%
20-30Y: 5.115%
2/10 in 1Y: 88.6 bps
0-1Y: 3.507%
1-2Y: 3.419%
2-3Y: 3.682%
3-4Y: 3.884%
4-5Y: 4.142%
5-10Y: 4.776%
10-20Y: 5.862%
20-30Y: 5.115%
2/10 in 1Y: 88.6 bps
#UST #YieldCurve report (as of 2026-01-06)
2Y yield: 3.463%
2/5: 24.9 bps
2/10: 71.0 bps
5/30: 115.1 bps
2-5-10: -21.2 bps
2-10-30: 2.0 bps
3M yield: 3.601%
3M/5Y5Y: 117.5 bps
2Y yield: 3.463%
2/5: 24.9 bps
2/10: 71.0 bps
5/30: 115.1 bps
2-5-10: -21.2 bps
2-10-30: 2.0 bps
3M yield: 3.601%
3M/5Y5Y: 117.5 bps
January 6, 2026 at 8:40 PM
#UST #YieldCurve report (as of 2026-01-06)
2Y yield: 3.463%
2/5: 24.9 bps
2/10: 71.0 bps
5/30: 115.1 bps
2-5-10: -21.2 bps
2-10-30: 2.0 bps
3M yield: 3.601%
3M/5Y5Y: 117.5 bps
2Y yield: 3.463%
2/5: 24.9 bps
2/10: 71.0 bps
5/30: 115.1 bps
2-5-10: -21.2 bps
2-10-30: 2.0 bps
3M yield: 3.601%
3M/5Y5Y: 117.5 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-06
U.S. 4.183% / NA
Germany 2.845% / -1.338%
EZ(top4) 3.255% / -0.928%
Japan 2.13% / -2.053%
U.K. 4.487% / 0.304%
China 1.897% / -2.286%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-06
U.S. 4.183% / NA
Germany 2.845% / -1.338%
EZ(top4) 3.255% / -0.928%
Japan 2.13% / -2.053%
U.K. 4.487% / 0.304%
China 1.897% / -2.286%
EZ(top4): Eurozone top 4, GDP weighted
January 6, 2026 at 8:00 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-06
U.S. 4.183% / NA
Germany 2.845% / -1.338%
EZ(top4) 3.255% / -0.928%
Japan 2.13% / -2.053%
U.K. 4.487% / 0.304%
China 1.897% / -2.286%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-06
U.S. 4.183% / NA
Germany 2.845% / -1.338%
EZ(top4) 3.255% / -0.928%
Japan 2.13% / -2.053%
U.K. 4.487% / 0.304%
China 1.897% / -2.286%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2026-01-05)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.433%
2Y: 1.305%
5Y: 1.51%
10Y: 1.932%
30Y: 2.722%
5Y5Y: 2.354%
breakeven:
prior 3M: 2.078%
1Y: 2.069%
2Y: 2.142%
5Y: 2.209%
10Y: 2.305%
30Y: 2.361%
5Y5Y: 2.403%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.433%
2Y: 1.305%
5Y: 1.51%
10Y: 1.932%
30Y: 2.722%
5Y5Y: 2.354%
breakeven:
prior 3M: 2.078%
1Y: 2.069%
2Y: 2.142%
5Y: 2.209%
10Y: 2.305%
30Y: 2.361%
5Y5Y: 2.403%
January 5, 2026 at 8:25 PM
#UST #TIPS report (as of 2026-01-05)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.433%
2Y: 1.305%
5Y: 1.51%
10Y: 1.932%
30Y: 2.722%
5Y5Y: 2.354%
breakeven:
prior 3M: 2.078%
1Y: 2.069%
2Y: 2.142%
5Y: 2.209%
10Y: 2.305%
30Y: 2.361%
5Y5Y: 2.403%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.433%
2Y: 1.305%
5Y: 1.51%
10Y: 1.932%
30Y: 2.722%
5Y5Y: 2.354%
breakeven:
prior 3M: 2.078%
1Y: 2.069%
2Y: 2.142%
5Y: 2.209%
10Y: 2.305%
30Y: 2.361%
5Y5Y: 2.403%
#UST #ForwardCurve report (as of 2026-01-05)
0-1Y: 3.502%
1-2Y: 3.391%
2-3Y: 3.682%
3-4Y: 3.887%
4-5Y: 4.13%
5-10Y: 4.757%
10-20Y: 5.848%
20-30Y: 5.113%
2/10 in 1Y: 88.7 bps
0-1Y: 3.502%
1-2Y: 3.391%
2-3Y: 3.682%
3-4Y: 3.887%
4-5Y: 4.13%
5-10Y: 4.757%
10-20Y: 5.848%
20-30Y: 5.113%
2/10 in 1Y: 88.7 bps
January 5, 2026 at 8:24 PM
#UST #ForwardCurve report (as of 2026-01-05)
0-1Y: 3.502%
1-2Y: 3.391%
2-3Y: 3.682%
3-4Y: 3.887%
4-5Y: 4.13%
5-10Y: 4.757%
10-20Y: 5.848%
20-30Y: 5.113%
2/10 in 1Y: 88.7 bps
0-1Y: 3.502%
1-2Y: 3.391%
2-3Y: 3.682%
3-4Y: 3.887%
4-5Y: 4.13%
5-10Y: 4.757%
10-20Y: 5.848%
20-30Y: 5.113%
2/10 in 1Y: 88.7 bps
#UST #YieldCurve report (as of 2026-01-05)
2Y yield: 3.447%
2/5: 25.7 bps
2/10: 71.3 bps
5/30: 114.8 bps
2-5-10: -19.9 bps
2-10-30: 2.1 bps
3M yield: 3.604%
3M/5Y5Y: 115.3 bps
2Y yield: 3.447%
2/5: 25.7 bps
2/10: 71.3 bps
5/30: 114.8 bps
2-5-10: -19.9 bps
2-10-30: 2.1 bps
3M yield: 3.604%
3M/5Y5Y: 115.3 bps
January 5, 2026 at 8:24 PM
#UST #YieldCurve report (as of 2026-01-05)
2Y yield: 3.447%
2/5: 25.7 bps
2/10: 71.3 bps
5/30: 114.8 bps
2-5-10: -19.9 bps
2-10-30: 2.1 bps
3M yield: 3.604%
3M/5Y5Y: 115.3 bps
2Y yield: 3.447%
2/5: 25.7 bps
2/10: 71.3 bps
5/30: 114.8 bps
2-5-10: -19.9 bps
2-10-30: 2.1 bps
3M yield: 3.604%
3M/5Y5Y: 115.3 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-05
U.S. 4.168% / NA
Germany 2.874% / -1.294%
EZ(top4) 3.284% / -0.884%
Japan 2.12% / -2.048%
U.K. 4.507% / 0.339%
China 1.874% / -2.294%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-05
U.S. 4.168% / NA
Germany 2.874% / -1.294%
EZ(top4) 3.284% / -0.884%
Japan 2.12% / -2.048%
U.K. 4.507% / 0.339%
China 1.874% / -2.294%
EZ(top4): Eurozone top 4, GDP weighted
January 5, 2026 at 8:01 PM
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-05
U.S. 4.168% / NA
Germany 2.874% / -1.294%
EZ(top4) 3.284% / -0.884%
Japan 2.12% / -2.048%
U.K. 4.507% / 0.339%
China 1.874% / -2.294%
EZ(top4): Eurozone top 4, GDP weighted
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-01-05
U.S. 4.168% / NA
Germany 2.874% / -1.294%
EZ(top4) 3.284% / -0.884%
Japan 2.12% / -2.048%
U.K. 4.507% / 0.339%
China 1.874% / -2.294%
EZ(top4): Eurozone top 4, GDP weighted
Fed BS Watch (as of 2025-12-31)
($bn change in 1wk/4wk/52wk)
Sec. Held: -11.3/24.4/-257.5
Repo: 74.1/74.6/74.6
Loans: -0.2/1.8/0.1
RRP: 140.7/129.6/-426.2
UST GA: 71.3/-35.7/151.0
Rest: 22.3/-31.6/-131.3
Reserve balances: -127.1/-24.7/-38.9
($bn change in 1wk/4wk/52wk)
Sec. Held: -11.3/24.4/-257.5
Repo: 74.1/74.6/74.6
Loans: -0.2/1.8/0.1
RRP: 140.7/129.6/-426.2
UST GA: 71.3/-35.7/151.0
Rest: 22.3/-31.6/-131.3
Reserve balances: -127.1/-24.7/-38.9
January 2, 2026 at 10:02 PM
Fed BS Watch (as of 2025-12-31)
($bn change in 1wk/4wk/52wk)
Sec. Held: -11.3/24.4/-257.5
Repo: 74.1/74.6/74.6
Loans: -0.2/1.8/0.1
RRP: 140.7/129.6/-426.2
UST GA: 71.3/-35.7/151.0
Rest: 22.3/-31.6/-131.3
Reserve balances: -127.1/-24.7/-38.9
($bn change in 1wk/4wk/52wk)
Sec. Held: -11.3/24.4/-257.5
Repo: 74.1/74.6/74.6
Loans: -0.2/1.8/0.1
RRP: 140.7/129.6/-426.2
UST GA: 71.3/-35.7/151.0
Rest: 22.3/-31.6/-131.3
Reserve balances: -127.1/-24.7/-38.9
#UST #TIPS report (as of 2026-01-02)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.484%
2Y: 1.339%
5Y: 1.552%
10Y: 1.955%
30Y: 2.726%
5Y5Y: 2.359%
breakeven:
prior 3M: 2.078%
1Y: 2.033%
2Y: 2.131%
5Y: 2.196%
10Y: 2.304%
30Y: 2.363%
5Y5Y: 2.412%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.484%
2Y: 1.339%
5Y: 1.552%
10Y: 1.955%
30Y: 2.726%
5Y5Y: 2.359%
breakeven:
prior 3M: 2.078%
1Y: 2.033%
2Y: 2.131%
5Y: 2.196%
10Y: 2.304%
30Y: 2.363%
5Y5Y: 2.412%
January 2, 2026 at 8:25 PM
#UST #TIPS report (as of 2026-01-02)
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.484%
2Y: 1.339%
5Y: 1.552%
10Y: 1.955%
30Y: 2.726%
5Y5Y: 2.359%
breakeven:
prior 3M: 2.078%
1Y: 2.033%
2Y: 2.131%
5Y: 2.196%
10Y: 2.304%
30Y: 2.363%
5Y5Y: 2.412%
real yield (const maturity zero rate):
prior 3M: 1.985%
1Y: 1.484%
2Y: 1.339%
5Y: 1.552%
10Y: 1.955%
30Y: 2.726%
5Y5Y: 2.359%
breakeven:
prior 3M: 2.078%
1Y: 2.033%
2Y: 2.131%
5Y: 2.196%
10Y: 2.304%
30Y: 2.363%
5Y5Y: 2.412%
#UST #ForwardCurve report (as of 2026-01-02)
0-1Y: 3.517%
1-2Y: 3.423%
2-3Y: 3.709%
3-4Y: 3.923%
4-5Y: 4.171%
5-10Y: 4.771%
10-20Y: 5.853%
20-30Y: 5.094%
2/10 in 1Y: 87.8 bps
0-1Y: 3.517%
1-2Y: 3.423%
2-3Y: 3.709%
3-4Y: 3.923%
4-5Y: 4.171%
5-10Y: 4.771%
10-20Y: 5.853%
20-30Y: 5.094%
2/10 in 1Y: 87.8 bps
January 2, 2026 at 8:25 PM
#UST #ForwardCurve report (as of 2026-01-02)
0-1Y: 3.517%
1-2Y: 3.423%
2-3Y: 3.709%
3-4Y: 3.923%
4-5Y: 4.171%
5-10Y: 4.771%
10-20Y: 5.853%
20-30Y: 5.094%
2/10 in 1Y: 87.8 bps
0-1Y: 3.517%
1-2Y: 3.423%
2-3Y: 3.709%
3-4Y: 3.923%
4-5Y: 4.171%
5-10Y: 4.771%
10-20Y: 5.853%
20-30Y: 5.094%
2/10 in 1Y: 87.8 bps