Two-year yields fell 3 basis points to 4.067%. They are down 73 basis points this month, the largest drop since Jan. 2008. The yield curve between two-year and 10-year notes was last at minus 58 basis points.
March 31 Friday 3:00PM New York / 1900 GMT
Price Current Net
Yield % Change
(bps)
Three-month bills 4.6475 4.7656 -0.048
Six-month bills 4.695 4.8867 0.001
Two-year note 99-163/256 4.0666 -0.032
Three-year note 102-48/256 3.8325 -0.049
Five-year note 100-12/256 3.6146 -0.048
Seven-year note 100-94/256 3.5652 -0.050
10-year note 100-12/256 3.494 -0.057
20-year bond 100-176/256 3.825 -0.065
30-year bond 98-216/256 3.689 -0.057
Be DOLLAR SWAP SPREADS
Last (bps) Net
Change
(bps)
U.S. 2-year dollar swap 32.00 -1.00
spread
U.S. 3-year dollar swap 17.50 0.25
spread
U.S. 5-year dollar swap 5.75 0.25
spread
U.S. 10-year dollar swap -0.50 0.50
spread
U.S. 30-year dollar swap -44.50 1.50
spread
(Reporting by Karen Brettell; Editing by Kirsten Donovan, Will Dunham and Jonathan Oatis)