10 Year-3 Month Treasury Yield Spread (I:10Y3MTS)
Level Chart
Basic Info
10 Year-3 Month Treasury Yield Spread is at -1.25%, compared to -1.22% the previous market day and -1.25% last year. This is lower than the long term average of 1.14%. |
The 10 Year-3 Month Treasury Yield Spread is the difference between the 10 year treasury rate and the 3 month treasury rate. This spread is widely used as a gauge to study the yield curve. A 10 year-3 month treasury spread that approaches 0 signifies a "flattening" yield curve. Furthermore, a negative 10 year-3 month spread has historically been viewed as a precursor or predictor of a recessionary period. The New York Fed uses the rate in a model to predict recessions 2 to 6 quarters ahead. |
Report | Daily Treasury Yield Curve Rates |
Category | Interest Rates |
Region | United States |
Source | Department of the Treasury |
Stats
Last Value | -1.25% |
Latest Period | Mar 27 2024 |
Last Updated | Mar 27 2024, 22:14 EDT |
Long Term Average | 1.14% |
Average Growth Rate | -587.2% |
Value from The Previous Market Day | -1.22% |
Change from The Previous Market Day | N/A |
Value from 1 Year Ago | -1.25% |
Change from 1 Year Ago | N/A |
Frequency | Market Daily |
Unit | Percent |
Adjustment | N/A |
Formula | 10 Year Treasury Rate - 3 Month Treasury Rate |
Historical Data
Date | Value |
---|---|
March 27, 2024 | -1.25% |
March 26, 2024 | -1.22% |
March 25, 2024 | -1.21% |
March 22, 2024 | -1.24% |
March 21, 2024 | -1.21% |
March 20, 2024 | -1.20% |
March 19, 2024 | -1.18% |
March 18, 2024 | -1.14% |
March 15, 2024 | -1.17% |
March 14, 2024 | -1.19% |
March 13, 2024 | -1.29% |
March 12, 2024 | -1.32% |
March 11, 2024 | -1.38% |
March 08, 2024 | -1.37% |
March 07, 2024 | -1.38% |
March 06, 2024 | -1.36% |
March 05, 2024 | -1.34% |
March 04, 2024 | -1.26% |
March 01, 2024 | -1.23% |
February 29, 2024 | -1.20% |
February 28, 2024 | -1.18% |
February 27, 2024 | -1.14% |
February 26, 2024 | -1.19% |
February 23, 2024 | -1.20% |
February 22, 2024 | -1.12% |
Date | Value |
---|---|
February 21, 2024 | -1.12% |
February 20, 2024 | -1.17% |
February 16, 2024 | -1.14% |
February 15, 2024 | -1.19% |
February 14, 2024 | -1.16% |
February 13, 2024 | -1.14% |
February 12, 2024 | -1.26% |
February 09, 2024 | -1.27% |
February 08, 2024 | -1.29% |
February 07, 2024 | -1.34% |
February 06, 2024 | -1.35% |
February 05, 2024 | -1.25% |
February 02, 2024 | -1.40% |
February 01, 2024 | -1.55% |
January 31, 2024 | -1.43% |
January 30, 2024 | -1.36% |
January 29, 2024 | -1.34% |
January 26, 2024 | -1.29% |
January 25, 2024 | -1.30% |
January 24, 2024 | -1.26% |
January 23, 2024 | -1.31% |
January 22, 2024 | -1.35% |
January 19, 2024 | -1.30% |
January 18, 2024 | -1.31% |
January 17, 2024 | -1.37% |
Basic Info
10 Year-3 Month Treasury Yield Spread is at -1.25%, compared to -1.22% the previous market day and -1.25% last year. This is lower than the long term average of 1.14%. |
The 10 Year-3 Month Treasury Yield Spread is the difference between the 10 year treasury rate and the 3 month treasury rate. This spread is widely used as a gauge to study the yield curve. A 10 year-3 month treasury spread that approaches 0 signifies a "flattening" yield curve. Furthermore, a negative 10 year-3 month spread has historically been viewed as a precursor or predictor of a recessionary period. The New York Fed uses the rate in a model to predict recessions 2 to 6 quarters ahead. |
Report | Daily Treasury Yield Curve Rates |
Category | Interest Rates |
Region | United States |
Source | Department of the Treasury |
Stats
Last Value | -1.25% |
Latest Period | Mar 27 2024 |
Last Updated | Mar 27 2024, 22:14 EDT |
Long Term Average | 1.14% |
Average Growth Rate | -587.2% |
Value from The Previous Market Day | -1.22% |
Change from The Previous Market Day | N/A |
Value from 1 Year Ago | -1.25% |
Change from 1 Year Ago | N/A |
Frequency | Market Daily |
Unit | Percent |
Adjustment | N/A |
Formula | 10 Year Treasury Rate - 3 Month Treasury Rate |
Related Indicators
Treasury Yield Curve |
1 Month Treasury Rate | 5.50% |
1 Year Treasury Rate | 4.99% |
10 Year Treasury Rate | 4.20% |
10-2 Year Treasury Yield Spread | -0.34% |
20 Year Treasury Rate | 4.45% |
3 Month Treasury Rate | 5.45% |
3 Year Treasury Rate | 4.36% |
30 Year Treasury Rate | 4.36% |
30-10 Year Treasury Yield Spread | 0.16% |
5 Year Treasury Rate | 4.18% |
6 Month Treasury Rate | 5.36% |
7 Year Treasury Rate | 4.18% |