10-2 Year Treasury Yield Spread
Level Chart
Basic Info
|
The 10-2 Treasury Yield Spread is the difference between the 10 year treasury rate and the 2 year treasury rate. A 10-2 treasury spread that approaches 0 signifies a "flattening" yield curve. A negative 10-2 yield spread has historically been viewed as a precursor to a recessionary period. A negative 10-2 spread has predicted every recession from 1955 to 2018, but has occurred 6-24 months before the recession occurring, and is thus seen as a far-leading indicator. The 10-2 spread reached a high of 2.91% in 2011, and went as low as -2.41% in 1980. 10-2 Year Treasury Yield Spread is at 0.94%, compared to 0.92% the previous market day and 0.17% last year. This is higher than the long term average of 0.93%. |
| Report | Daily Treasury Yield Curve Rates |
| Category | Interest Rates |
| Region | United States |
| Source | Department of the Treasury |
Stats
| Last Value | 0.94% |
| Latest Period | Jan 26 2021 |
| Last Updated | Jan 26 2021, 18:03 EST |
| Next Release | |
| Long Term Average | 0.93% |
| Average Growth Rate | -103.5% |
| Value from 1 Year Ago | 0.17% |
| Change from 1 Year Ago | 452.9% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
| Formula | 10 Year Treasury Rate - 2 Year Treasury Rate |
Historical Data
| Date | Value |
|---|---|
| January 26, 2021 | 0.94% |
| January 25, 2021 | 0.92% |
| January 22, 2021 | 0.97% |
| January 21, 2021 | 0.99% |
| January 20, 2021 | 0.97% |
| January 19, 2021 | 0.96% |
| January 15, 2021 | 0.98% |
| January 14, 2021 | 0.99% |
| January 13, 2021 | 0.96% |
| January 12, 2021 | 1.01% |
| January 11, 2021 | 1.01% |
| January 08, 2021 | 0.99% |
| January 07, 2021 | 0.94% |
| January 06, 2021 | 0.90% |
| January 05, 2021 | 0.83% |
| January 04, 2021 | 0.82% |
| December 31, 2020 | 0.80% |
| December 30, 2020 | 0.81% |
| December 29, 2020 | 0.82% |
| December 28, 2020 | 0.81% |
| December 24, 2020 | 0.81% |
| December 23, 2020 | 0.83% |
| December 22, 2020 | 0.80% |
| December 21, 2020 | 0.82% |
| December 18, 2020 | 0.82% |
| Date | Value |
|---|---|
| December 17, 2020 | 0.81% |
| December 16, 2020 | 0.79% |
| December 15, 2020 | 0.81% |
| December 14, 2020 | 0.77% |
| December 11, 2020 | 0.79% |
| December 10, 2020 | 0.78% |
| December 09, 2020 | 0.79% |
| December 08, 2020 | 0.78% |
| December 07, 2020 | 0.80% |
| December 04, 2020 | 0.81% |
| December 03, 2020 | 0.76% |
| December 02, 2020 | 0.79% |
| December 01, 2020 | 0.75% |
| November 30, 2020 | 0.68% |
| November 27, 2020 | 0.68% |
| November 25, 2020 | 0.71% |
| November 24, 2020 | 0.72% |
| November 23, 2020 | 0.70% |
| November 20, 2020 | 0.67% |
| November 19, 2020 | 0.68% |
| November 18, 2020 | 0.72% |
| November 17, 2020 | 0.69% |
| November 16, 2020 | 0.72% |
| November 13, 2020 | 0.72% |
| November 12, 2020 | 0.71% |
Basic Info
|
The 10-2 Treasury Yield Spread is the difference between the 10 year treasury rate and the 2 year treasury rate. A 10-2 treasury spread that approaches 0 signifies a "flattening" yield curve. A negative 10-2 yield spread has historically been viewed as a precursor to a recessionary period. A negative 10-2 spread has predicted every recession from 1955 to 2018, but has occurred 6-24 months before the recession occurring, and is thus seen as a far-leading indicator. The 10-2 spread reached a high of 2.91% in 2011, and went as low as -2.41% in 1980. 10-2 Year Treasury Yield Spread is at 0.94%, compared to 0.92% the previous market day and 0.17% last year. This is higher than the long term average of 0.93%. |
| Report | Daily Treasury Yield Curve Rates |
| Category | Interest Rates |
| Region | United States |
| Source | Department of the Treasury |
Stats
| Last Value | 0.94% |
| Latest Period | Jan 26 2021 |
| Last Updated | Jan 26 2021, 18:03 EST |
| Next Release | |
| Long Term Average | 0.93% |
| Average Growth Rate | -103.5% |
| Value from 1 Year Ago | 0.17% |
| Change from 1 Year Ago | 452.9% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
| Formula | 10 Year Treasury Rate - 2 Year Treasury Rate |
Related Indicators
| Treasury Yield Curve |
| 1 Month Treasury Rate | 0.05% |
| 1 Year Treasury Rate | 0.09% |
| 10 Year Treasury Rate | 1.05% |
| 10 Year-3 Month Treasury Yield Spread | 0.98% |
| 20 Year Treasury Rate | 1.61% |
| 3 Month Treasury Rate | 0.07% |
| 3 Year Treasury Rate | 0.18% |
| 30 Year Treasury Rate | 1.80% |
| 30-10 Year Treasury Yield Spread | 0.75% |
| 5 Year Treasury Rate | 0.42% |
| 6 Month Treasury Rate | 0.09% |
| 7 Year Treasury Rate | 0.74% |
| US Economy |
| ADP Nonfarm Payrolls MoM | -123.03K |
| Effective Federal Funds Rate | 0.08% |
| US Durable Goods New Orders MoM | 0.16% |
| US Housing Starts MoM | 5.77% |
| US Index of Consumer Sentiment | 79.20 |
| US Inflation Rate | 1.36% |
| US Initial Claims for Unemployment Insurance | 900000.0 |
| US ISM Manufacturing PMI | 60.70 |
| US Real GDP QoQ | 33.40% |
| US Retail and Food Services Sales MoM | -0.68% |
| US Unemployment Rate | 6.70% |