Sep 30 2021
Off

Rates - Short Duration vs. Long Duration Indexed Relative to Basket Return and 5-Year, 5-Year Forward Real U.S. Treasury Yield

Short vs. long duration tends to track the path of U.S. rates.

Image: Goldman Sachs Global Investment Research

Short Duration vs. Long Duration Indexed Relative to Basket Return and 5-Year, 5-Year Forward Real U.S. Treasury Yield