Paper figures

Each figure below renders live against the latest dataset release. Use Replicate to lock the figure to the published parameters, or Fork to open the composer pre-populated and deviate.

• Figure 2

  The decline of the U.S. Treasury convenience

  The headline result — Treasury convenience has declined and turned negative against G10 government bonds.

• Figure 3

  Euro government-bond CIP at 10 years

  Spliced 10-year EUR government CIP and the erosion of U.S. Treasury convenience versus Bunds.