The natural complement to duration is the extent to which the yield curve will experience non-parallel shifts. The application of trend analysis to yield curve movement provides the insight necessary to make curve decisions, such as the choice between bullet and barbell strategies. In addition, curve shape provides insight into Fed policy, inflationary expectations and the general economic outlook.

DAILY YIELD CURVE SUMMARY
This one-page daily report provides a quick summary of the yield curve as of 3pm (futures market close).  Yields, spreads, volatility, the current RWP Rich/Cheap term structure and other relevant information are presented in an easy-to-read tabular format.

DAILY CHART OF THE MONEY MARKET CURVE
This graphic report is updated daily and presents the Money Market curve (which we define as the 3mo/2yr spread) over the past year.

DAILY CHART OF THE COUPON CURVE
This graphic report is updated daily and presents the Coupon curve (which we define as the 2yr/10yr spread) over the past year.

DAILY CHART OF THE 10-30 YEAR SPREAD CHART
This graphic report is updated daily and presents the 10yr/30yr spread over the past year.

SPREAD PROBABILITY MONITOR
The Spread Monitor is a tabular report which presents current spreads relative to their past levels.  This report is updated daily and includes highs, lows, averages, standard deviations and ranges (based upon a normal distribution assumption).