Treasury Bond Yield History

Quote from protodigm:
Does anyone happen to know the highest the spread between T-Bill and 30 year treasuries ever was?
1) The largest negative carry had to be in 1981/1982 with T-Bills yielding ~17% and the bond yielding ~15%.
2) The largest positive carry? Is it now? Maybe the year 2004? I don't know for sure. Go to some of the treasury-related websites and construct a chart from the available data. :cool:
 
Back
Top