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Pastimes : Ask Mohan about the Market
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To: Jack Clarke who wrote (11935)12/19/1997 6:38:00 PM
From: Defrocked  Read Replies (2) of 18056
 
Jack, do you follow yield curves? Today's action
dramatically flattened the YC and continued movement
in this direction has recessionary overtures. When
the 10Yr/3Mo spread goes negative, I believe a recession
follows 100% of the time.

Oct 6,'97 Dec 19,.97 Change
3 MO 4.976 5.371 0.395
6 MO 5.208 5.443 0.235
1 Yr 5.358 5.483 0.125
2 Yr 5.656 5.649 -0.007
3 Yr 5.726 5.665 -0.061
5 Yr 5.831 5.705 -0.126
10 Yr 5.952 5.734 -0.218
30 Yr 6.258 5.920 -0.338

Oct 6,'97 Dec 19,.97 Change
10Yr less 3Mo.= 0.976 0.363 0.613

Source:Bloomberg
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