OPEN-SOURCE SCRIPT
Mis à jour

US Treasury All Yield Curve FEDFUNDS Weighted

3 976
Rather than picking a benchmark pair of treasuries to express a yield curve, this indicator weighs all (excluding the new 20 Year) durations, each against the next, and weights that against the FEDFUNDS rate.
Notes de version
Now correctly weights against the FEDFUNDS rate.

Replaced histogram with a line indicator over a zero line.
Notes de version
Updated with cleaner chart.

NOTE: the FRED:FEDFUNDS rate is only updated monthly, so while this indicator is useful for looking back, it will lag real time rate changes by a couple of weeks. For faster data, use the IORB weighted version of this indicator instead. I will link it in the comments below.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.