The document provides a detailed analysis of Treasury yield seasonals and slope seasonals for various durations (2Y, 5Y, 10Y, 30Y) from 1997 to 2015. It includes data on changes since January 1st for each year and compares them across different time periods. The source of the data is Deutsche Bank.
doj/DataSet10/EFTA01385963.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-03-27","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0087431","SDNY_GM_00233615","EFTA01385963"]}