Yield spreads and currency moves
How has the yield spread between two countries at similar maturities historically related to the exchange rate?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Widening spread
- 31.31 %
- Lowest item: Low spread
- 8.89 %
- Average
- 16.21 %
- Number of items
- 4 items
Spread vs. exchange rate scatter
Exchange rate return over the common period (%) (Scatter)
Maturity and series
Two-country spread at the same maturity (basis points) (Bar)
Lag definition
Exchange rate return over the common period (%) and Two-country spread at the same maturity (basis points) (Table)
Sample data rows
| Two-country spread at the same maturity (basis points) | Exchange rate return over the common period (%) | Two-country spread at the same maturity (basis points) | Data date (sample) |
|---|---|---|---|
| Low spread | 8.89 | 73 | 2026-10-16 |
| Widening spread | 31.31 | 176 | 2026-10-16 |
| High spread | 15.13 | 82 | 2026-10-16 |
| Narrowing spread | 9.5 | 92 | 2026-10-16 |