US & EU Bond market trends and volatility

To optimize the risk and profitability of your investments in the bond markets.

The inversion or non-inversion of yield curve segments and risk adjustment are essential elements of the bond market. Our analysis tools enable you to track trends in the main US and European bond markets. They help you examine changes in the yield curve, yields, volatility and future interest rate levels.

WORLD UST UST vs EURO EUROPE GERMAN FRANCE ITALY SPAIN JPY CNY UK

World flagsWorld

General overview
10-year world average yields weighted GDP

10Y weighted world GDP

10-year vs 2-year All country

10Y vs 2Y All country

10-year vs 3-month All country

10Y vs 3M All country

Government Bond Yield Curve
U.S. Treasury Yield Curve

UST Yield Curve

German Government Bond Yield Curve

German Yield Curve

French Government Bond Yield Curve

French Yield Curve

Italian Government Bond Yield Curve

Italian Yield Curve

Spanish Government Bond Yield Curve

Spanish Yield Curve

Japanese Government Bond Yield Curve

Japanese Yield Curve

USA flagUST

Sovereign bond market - Treasuries
Yields curve UST

Yields curve UST

Short & long yields UST

Short & long yields

UST general volatility

UST general volatility

Interbank - Liquidity volume
Deposits Commercial Banks US

Deposits

Market Reserve Price

Reserve Price

Marginal market liquidity

Liquidity availability

Money Market Funding Conditions
Liquidity rates and premium

Liquidity rates and premium

US REPO Collaterales constraints & tensions

Tensions collaterales

REPO US Collaterales MBS

GC vs MBS

2-year FRN vs SOFR cash spread

2Y FRN vs SOFR

3-month SOFR vs 3-month T-Bill spread

3M SOFR vs 3M T-Bill

3-Month SOFR futures yield and price curve

3M SOFR forward curve

Section dedicated to spreads between maturities, forward curves, and yields curve of 3-month SOFR futures

3M SOFR FUTURES
T-Bill US
4-week T-Bill US yield

4w T-Bill yield

4 semaines T-Bill vs RRP/IORB & 3 mois T-Bill US yields

4w TBill/RRP/3M TBill

3-month T-Bill US yield

4w TBill/RRP/3M TBill

2-year FRN US Gov.
2-year FRN US Future

2Y FRN Future

2-year FRN US yield

2Y FRN yield

2-year vs 3-month US bond yields spread

2Y vs 3M spread

5-year vs 2-year US futures and yields spread

5Y vs 2Y spread

10-year vs 2-year US futures and yields spread

10Y vs 2Y spread

5-year T-Note US Gov.
5-year T-Note Future

5Y T-Note Future

5-year US T-Note yield

5Y T-Note yield

5-year vs 2-year US bond spread

5Y vs 2Y spread

10-year vs 5-year US T-Note spread

10Y vs 5Y spread

10-year T-Note US Gov.
10-year T-Note US Future

10Y T-Note Future

10-year T-Note US yield

10Y T-Note yield

10-year vs 3-month US yields spread

10Y vs 3M spread

10-year vs 2-year US futures and yields spread

10Y vs 2Y spread

10-year vs 5-year US futures and yields spread

10Y vs 5Y spread

30-year Bond US Gov.
30-year Bond Future

30Y Bond Future (UBH26)

30-year Bond yield

30Y Bond yield

30-year vs 5-year UST spread

30Y vs 5Y spread

10-year T-Note vs World
10-year JGB vs 10-year T-Note yields and futures spreads

10Y JGB vs T-Note spreads

10-year T-Note vs 10-year Bund yields and futures spreads

10Y T-Note vs Bund spreads

10-year BTP vs 10-year T-Note futures and yields spreads

10Y BTP vs T-Note spreads

USTUSTEuropeEURO

USD vs EURO
Interbank US vs EU spread

Interbank US vs EU spread

TED

TED - UE & US

Future - 3-month Euribor vs 3-month SOFR

Future 3M Euribor vs 3M SOFR spread

EuropeEurope

Interbank
DFR MRO €STR EURIBOR 3M

DFR MRO €STR EURIBOR 3M

European collaterals

EU collaterals

3M EURIBOR vs ESTR

3M EURIBOR vs ESTR

3-Month Euribor and 3-Month €STR futures yield or price curve

3M €STR & EURIBOR futures curves

Section dedicated to spreads between maturities, term curves, and yields of 3-month €STR & 3-month Euribor futures

SPREADS & FUTURES
Sovereign bond market EU
European curves

European curves

EU AAA synthetic yields curve

EU AAA synthetic yields curve

Dashboard European AAA and Carry rates

Long & Short Carry Rates

Germany flagGermany

Sovereign bond market - Bund
German yields curve

German yields curve

Short & long yields - Germany Bund

Short & long yields

Historical bond volatility German

General volatility (HV)

10-year Bund German Gov.
German 10-year Bund future

10Y Bund Future

German 10-year Bund yield

10Y Bund yield

German 10-year vs. 2-year yields spread

10Y vs. 2Y spread

German 30-year vs. 10-year yields spread

30Y vs. 10Y spread

10-year Bund vs. world spreads
10-year German Bund vs. Europe yields spreads

10Y Bund vs. EU yield spreads

10-year T-Note vs. Bund futures and yields spreads

10Y T-Note vs. Bund spread

10-year Bund vs. OAT futures and yields spreads

10Y Bund vs. OAT spread

10-year BTP vs. Bund futures and yields spreads

10Y BTP vs. Bund spread

French flagFrance

Sovereign bond market - OAT
French yields curve

French yields curve

Short & long yields - France OAT

Short & long yields

Historical bond volatility French

General volatility (HV)

10-year OAT French Gov.
French 10-year OAT Future

10Y OAT Future

French 10-year OAT yield

10Y OAT yield

French 10-year vs. 2-year French yields spread

10Y vs. 2Y spread

French 30Y vs. 10Y yields spread

30Y vs. 10Y spread

10-year OAT vs. world spreads
10-year French OAT vs. Europe yields spreads

10Y OAT vs. EU yields spreads

10-year OAT vs. Bund futures and yields spreads

10Y OAT vs. Bund spread

10-year OAT vs. JGB futures and yields spreads

10Y OAT vs. JGB spread

Italian flagItaly

Sovereign bond market - BTP
Italian yields curve

Italian yields curve

Italy Long & Short Carry Rates

Long & Short yields

Historical volatility bonds Italy

General volatility (HV)

10-year BTP Italian Gov.
Italy 10-year BTP future

10Y BTP future

Italy 10-year BTP yield

10Y BTP yield

Italy 10-year vs. 2-year yields spread

10Y vs. 2Y spread

Italy 30Y vs. 10Y yields spread

30Y vs. 10Y spread

10-year BTP vs. world spreads
10-year Italy BTP vs. Europe yields spreads

10Y BTP vs. EU yield spreads

10-year BTP vs. Bund futures and yields spreads

10Y BTP vs. Bund spreads

10-year BTP vs. T-Note futures and yields spreads

10Y BTP vs. T-Note spreads

SpainSpain

10-year Bonos Spanish Gouv.
Courbe des taux espagnols

Spanish yield curve

Spanish Long & Short Carry Rates

Long & Short Carry Rates

Taux 10 ans Espagnol

10-year Bonos Spanish

MondeWorld

10-year world Gov. yield
10-year Japan yield

10Y Japan yield

10-year China yield

10Y China yield

10-year United Kingdom yield

10Y United Kingdom yield