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positive butterfly

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Financial Dictionary

Positive Butterfly

A non-parallel yield curve shift in which short- and long-term rates shift upward by a greater magnitude than medium term rates. This yield curve shift effectively humps the curve, adding to its curvature.

Investopedia Commentary

A non-parallel shift in the yield curve happens when not all of the maturities on the curve move by the same rate. For example, if short-term and long-term rates move upward by 100 basis points (1%) while medium-term rates remain the same, the convexity of the yield curve will increase. This yield curve shift is called a positive butterfly shift because it causes the curve to hump.

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See also: Inverted Yield Curve, Negative Butterfly, Normal Yield Curve, Yield, Yield Curve

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