Hello all the yield curve for June is ready…
The SW model computed without any adjustments. There were no new bonds this month but the committee considered the use of Tbills vs bond for the short end and might revisit that methodology in the coming months. The committee also considered the inclusion of 21 Jun 2038 bond in future computations.
Spreadsheets of the Yield Curves computed from October 2022 -June 2024 are included in the folder.
For all feedback and comments, please reach out to us at contact@actuaries.org.ng