An Analysis of the Daily Changes in us treasury Security Yields

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bet	12/17
Sana	23.06.2022
Hajmi	1,72 Mb.
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Bog'liq
USTreasury

2

Δ
UST2Y

10 0.377*** -0.006***
-
-
-
-
-
-
-0.000 0.165
11 0.371*** -0.005*** 0.002***
-
-
-
-
-0.790*** -0.000 0.177
12 0.373*** -0.006***
-
-0.000
-
-
-
-0.651*** -0.000 0.167
13 0.372*** -0.005***
-
-
0.000***
-
-
-0.766*** -0.000 0.176
14 0.371*** -0.005***
-
-
-
0.002***
-
-0.753*** -0.000 0.176
15 0.371*** -0.005***
-
-
-
-
0.002*** -0.768*** -0.000 0.176
Δ
UST3Y

10 0.364*** -0.006***
-
-
-
-
-
-
-0.000 0.144
11 0.357*** -0.006*** 0.003***
-
-
-
-
-0.840*** -0.000 0.156
12 0.360*** -0.006***
-
-0.000**
-
-
-
-0.637*** -0.000 0.153
13 0.359*** -0.006***
-
-
0.000***
-
-
-0.792*** -0.000 0.154
14 0.356*** -0.006***
-
-
-
0.003***
-
-0.811*** -0.000 0.156
15 0.357*** -0.006***
-
-
-
-
0.003*** -0.825*** -0.000 0.156
Δ
UST5Y

10 0.323*** -0.007***
-
-
-
-
-
-
-0.000 0.117
11 0.316*** -0.007*** 0.003***
-
-
-
-
-0.173*** -0.000 0.127
12 0.319*** -0.007***
-
-0.000***
-
-
-
-0.425*** -0.000 0.123
13 0.318*** -0.007***
-
-
0.000***
-
-
-0.658*** -0.000 0.124
14 0.319*** -0.006***
-
-
-
0.004***
-
-0.712*** -0.000 0.129
15 0.315*** -0.007***
-
-
-
-
0.004*** -0.714*** -0.000 0.129
Δ
UST7Y

10 0.276*** -0.007***
-
-
-
-
-
-
-0.000 0.094
11 0.269*** -0.006*** 0.003***
-
-
-
-
-0.583*** -0.000 0.104
12 0.273*** -0.007***
-
-0.000*
-
-
-
-0.254** -0.000 0.100
13 0.271*** -0.007***
-
-
0.000***
-
-
-0.533*** -0.000 0.101
14 0.265*** -0.006***
-
-
-
0.005***
-
-0.600*** -0.000 0.109
15 0.268*** -0.006***
-
-
-
-
0.005*** -0.597*** -0.000 0.107
Δ
UST10Y

10 0.234*** -0.007***
-
-
-
-
-
-
-0.000 0.085
11 0.301*** -0.006*** 0.003***
-
-
-
-
-0.436*** -0.000 0.093
12 0.232*** -0.007***
-
-0.000***
-
-
-
-0.133
-0.000 0.088
13 0.230*** -0.006***
-
-
0.000***
-
-
-0.391*** -0.000 0.090
14 0.224*** -0.006***
-
-
-
0.005***
-
-0.466*** -0.000 0.100
15 0.226*** -0.006***
-
-
-
-
0.005*** -0.458*** -0.000 0.097
Δ
UST30Y

10 0.153*** -0.005***
-
-
-
-
-
-
-0.000 0.057
11 0.149*** -0.005*** 0.003***
-
-
-
-
-0.093
-0.001 0.066
12 0.152*** -0.005***
-
-0.000***
-
-
-
0.210** -0.000 0.060
13 0.151*** -0.005***
-
-
0.000***
-
-
-0.042
-0.000 0.062
14 0.144*** -0.005***
-
-
-
0.006***
-
-0.142
-0.000 0.078
15 0.147*** -0.005***
-
-
-
-
0.005***
-0.117
-0.000 0.071
Note:
*** and ** represent statistical significance at the 1 percent and 5 percent level, respectively.

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