In addition, we only provide data at maturities where we think the curve can be fitted so that it is stable and meaningful. Instability arises when small movements in bond prices lead to unrealistically large moves in the estimated yield curves, essentially because there is not enough information from observed prices at a given maturity to allow us to fit that segment of the curve. This is usually a problem at short maturities where we require more information because we expect the short end of the yield curve to exhibit the greatest amount of structure. This is because expectations about the future path of.
