The document provides a detailed analysis of the US fixed income market, focusing on the seasonal changes in various financial slopes and swap spreads from 2005 to 2015. It includes data on 2Y/30Y and 5Y/30Y slope seasonals, as well as 30Y swap spread seasonals, with comparisons across different time periods.
documents/vol00010-efta01362035-pdf.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-09-04","document_type":"tabular","key_organizations":["Deutsche Bank"]}