The document provides seasonal changes in Treasury yields and slopes for different periods (2005-2014, 1997-2014, and 2015) as of January 1st. It includes data on 30Y, 10Y, 5Y, and 2Y Treasury yields, as well as 2Y/5Y and 2Y/10Y slope seasonals. The source of the data is Deutsche Bank.
documents/vol00010-efta01362034-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-09-04","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0051331","SDNY_GM_00197515","EFTA01362034"]}