In: Finance
Go to treasury.gov and download the daily yield rates as of June 15, 2020. Calculate the yield spread between the securities with 30-year and 1-year maturities.
I have taken a screenshot of the Daily yield rates as of June 15, 2020 from treasury.gov and shared the same below for your reference.
Yield for 1-year security as of June 15, 2020 = 0.17%
Yield for 30-year security as of June 15, 2020 = 1.45%
Thus, Yield spread = 1.45% - 0.17% = 1.28%