One month forward Gilt rates peak at 5.60% this week, compared to 5.75% the previous week. The 2-year/10-year United Kingdom Gilt spread closed the week at a positive 7.5 basis points, compared to 1.2 ...
One-month forward Gilt rates peaked at 6.27% this week, compared to 6.16% the previous week. As a result, today’s simulation shows that the peak probability of future negative 2-year/10-year Gilt ...