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?
- The yield curve is the flattest it has been in the last 12 years since before the GFC of 2008-2009.
- 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?