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US Effective Federal Funds Rate (EFFR) minus 10 & 2Y Treasury Yield
Every time curves uninvert, it takes about 7 to 8 months, on average, for the Fed to start cutting rates. The two longest periods are 17 and 18 monhths and the shortest ones 2 a
US 5 Year Credit Default Swaps (CDS) vs CBOE Volatility Index (VIX)