US and 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.

USTWorld

General overview
Yields 10Y world

Yields 10Y world

Spread 10Y vs 2Y

Yields 10Y vs 2Y US & EU

10Y 3M spread USA/JPY/CNY

10Y vs 3M - USA/JPY/CNY

10Y 3M spread EU/GER/FR

10Y vs 3M - EU/GER/FR

10Y 3M spread ITA/SPA/UK

10Y vs 3M - ITA/SPA/UK

USTUST

Dashboard
Yields curve UST

Yields curve UST

Long & Short Rates

Long & Short Rates

UST general volatility

UST general volatility

Interbank
EFFR / REPO GC

EFFR//SOFR/GC

SOFR/GC/DvP

SOFR/GC/DvP

GC/MBS/GCF/DvP

GC/MBS/GCF/DvP

REPO GC vs AA

GC vs AA OV.

SOFR
UST 3M vs SOFR 3M spread

3M UST vs 3M SOFR

Forward curve SOFR 3M

3M SOFR Futures curve

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

3M SOFR FUTURES
3-month T-Bill US Gov.
T-Bill 3M

Yield 3M T-Bill

T-Bill 3M - HV

HV - Yield 3M T-Bill

T-Bill 1M & 3M

Yield 1M & 3M T-Bill

2-year FRN US Gov.
Yield 2-year FRN

Yield 2Y FRN

Future 2-year T-Note spread

Future 2Y FRN

2-year vs 3M bond spread

2Y vs 3M spread

5-year vs 2-year T-Note spread

5Y vs 2Y spread

10-year vs 2-year T-Note spread

10Y vs 2Y spread

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

Yield 5Y T-Note

Future 5-year T-Note

Future 5Y T-Note

5-year vs 2-year T-Note spread

5Y vs 2Y spread

10-year vs 5-year T-Note spread

10Y vs 5Y spread

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

Yield 10Y T-Note

Future 10-year T-Note

Future 10Y T-Note

10-year vs 3-month spread

10Y vs 3M spread

10-year vs 2-year spread

10Y vs 2Y spread

10-year vs 5-year spread

10Y vs 5Y spread

USTUSTEuropeEURO

UST vs EURO
Interbank US vs EU spread

Interbank US vs EU spread

TED

TED - EU & 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

3-month EURIBOR vs ESTR spread

3M EURIBOR vs ESTR spread

3-month ESTR & Euribor yields curves

3M €STR & EURIBOR futures curve

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

SPREADS & FUTURES
Dashboard
Taux EU AAA synthetique

EU AAA synthetic curve

Dashboard EU AAA

Dashboard

Yield 10Y UE AAA synthetic

Yield 10Y UE synthetic

Yield 10Y UE vs world spreads

Yield 10Y UE vs world spreads

GermanyGermany

Dashboard
German yields curve

German yields curve

Long & Short rates German

Long & Short rates

General volatility German

General volatility (HV)

10-year Bund German Gov.
Yield 10-year Bund

Yield 10Y Bund

Future 10-year Bund

Future 10Y Bund

10-year vs 2-year spread

10Y vs 2Y spread

10-year vs 3-month spread

10Y vs 3M spread

10-year Bund vs world spreads
Yield 10Y Bund vs EU spread

Yield 10Y Bund vs EU spread

Yield 10-year T-Note vs Bund spread

Yield 10Y T-Note vs Bund spread

Future Bund 10-year vs T-Note spread

Future 10Y Bund vs T-Note spread

FranceFrance

Dashboard
French yields curve

French yields curve

Long & Short rates French

Long & Short rates

General volatility French

General volatility (HV)

10-year OAT French Gov.
Yield 10-year OAT French

Yield 10Y OAT

Future 10-year OAT French

Future 10Y OAT

10-year vs 2-year French spread

10Y vs 2Y spread

10-year vs 3-month French spread

10Y vs 3M spread

10-year OAT vs world spreads
Yield 10-year OAT vs EU spread<

Yield 10Y OAT vs EU spread

Yield 10-year OAT vs Bund spread

Yield 10Y OAT vs Bund spread

Future 10-year Bund vs OAT

Future 10Y Bund vs OAT spread

ItalyItaly

Dashboard
Italian yields curve

Italian yields curve

Long vs Short Rates

Long & Short Rates

General volatility ITA

General volatility (HV)

10-year BTP Italian Gov.
BTP 10Y ITA - Weekly

Yield 10Y BTP

Future BTP 10Y

Future 10Y BTP

Spread 10 vs 2Y

10Y vs 2Y spread

Spread 10Y vs 3M

10Y vs 3M spread

10-year BTP vs world spreads
Yield spread BTP 10Y vs EU

Yield 10Y BTP vs EU spread

Yield spread BTP vs Bund 10Y

Yield 10Y BTP vs Bund spread

Future Bund vs BTP 10Y

Future 10Y Bund vs BTP spread

WorldWorld

Yield 10-year world Gov.
Yield 10Y Japan

Yield 10Y Japan

Yield 10Y China

Yield 10Y China

Yield 10Y United Kingdom

Yield 10Y United Kingdom

Yield 10Y Spain

Yield 10Y Spain