interest rate differentials

dudenhoff

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Hi there,

does anyone know where I can find charts of US/EUR interest rate differentials,
especially the 10yr-note/Bund yield spread? Thanks
 
Try Tradesignals

They have an Interactive java chart (I think they still have it), by which you can minus one contract from another to see the spread chart of the two difference. Free.
 
Beach Runner and Anonymous - thanks a lot for your help.

However, I'm afraid i was not specific enough, because i'm not looking
for the futures spreads but for the yield spread as the 10yr yield here for example:

http://finance.lycos.com/qc/stocks/quotes.aspx?symbols=INDEX:TNX.X

The trend in the yield spread for US/German 10yr and 2yr rates is such an important
force on capital flow and therefore on exchange rates that i was surprised that i could
not find charts anywhere. Still any info is appreciated.
 
dudenhoff,

Are you looking for historical data? If you want current rates, then Bloomberg will do (no charts, though).

Don't be so quick to push futures prices aside, though. Price, after all, is how you trade the interest rate market. If the price spreads are changing, then the spreads are changing in the inverse fashion. Technically, though, you would want to make adjustments based on the fact that the contract terms are different.
 
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