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0.04

0.02

0

Property Spread

−0.02

−0.04

−0.06

−0.08

−0.1

3 Year Maturity 5 Year Maturity 10 Year Maturity

−0.12 Feb 2007

Jul 2007

Dec 2007

May 2008

Sep 2008

Figure 2: Property spreads over time

The figure plots the evolution

of

the

Halifax

HPI

3-,

5-

and

10-year

contracts

from

February

2007

to

July

2008.

20

property

spreads

of

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