At Riskdials we need to be able to understand and distill large datasets very quickly.  One of the best ways to do this is via heatmaps and 3 dimensional charts.

The below images show the US Yield Curve from 2006 to present for each of the following yields: 1YR, 2YR, 3YR, 5YR, 7YR, 10YR, 20YR, 30YR.

What does can we tell right away from these charts?

  1. The yield curve is the flattest it has been in the last 12 years since before the GFC of 2008-2009.
  2. The front end of the curve is well off the lows of the past 10 years which saw it at or below the 1% range the entire time.

*Y axis of chart above is in from starting point 2006 (day 0) to now (day 3000).  X axis of chart is Yields from 1YR to 30YR.

Which visualization do you prefer?

 

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