Does anyone know where to get a 2-entry table of levels for 10-years, 5-years and 2-years such that:
example: the ZN (10-year) front month has to be greater or equal than XXX-XX (column1) given that the 5-year front month is at YYY-YY (column2) to imply that the yield curve is inverted? same for other maturities
If anyone know where to get this table or know what to type on a Bloomie to get this thing I would greatly appreciate it.
EDIT It is a table with prices when different maturities have equal yield
example: the ZN (10-year) front month has to be greater or equal than XXX-XX (column1) given that the 5-year front month is at YYY-YY (column2) to imply that the yield curve is inverted? same for other maturities
If anyone know where to get this table or know what to type on a Bloomie to get this thing I would greatly appreciate it.
EDIT It is a table with prices when different maturities have equal yield