I plotted the yield curves and 1 day % change of each maturity vs daily gbpusd…nothing really came out of it but figure i’d share in case anyone ever wondered and i puttered for ~5 hours on the data..meh
The blue is UK yield which is 1m,3m,6m,1y-10y,15y,20y,25y,30y,40y,50y
Red is US 1m,3m,6m,1y,5y,7y,10y,30y
submitted by /u/jukeboxjamboree
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May 28, 2017 at 12:40AM
from /u/jukeboxjamboree
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