10 Year-3 Month Treasury Yield Spread (I:10Y3MTS)
Level Chart
Basic Info
10 Year-3 Month Treasury Yield Spread is at -1.18%, compared to -1.12% the previous market day and -1.50% last year. This is lower than the long term average of 1.13%. |
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 | -1.18% |
Latest Period | Jul 26 2024 |
Last Updated | Jul 26 2024, 18:02 EDT |
Long Term Average | 1.13% |
Average Growth Rate | -584.0% |
Value from The Previous Market Day | -1.12% |
Change from The Previous Market Day | N/A |
Value from 1 Year Ago | -1.50% |
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 |
---|---|
July 26, 2024 | -1.18% |
July 25, 2024 | -1.12% |
July 24, 2024 | -1.12% |
July 23, 2024 | -1.16% |
July 22, 2024 | -1.17% |
July 19, 2024 | -1.18% |
July 18, 2024 | -1.23% |
July 17, 2024 | -1.27% |
July 16, 2024 | -1.26% |
July 15, 2024 | -1.20% |
July 12, 2024 | -1.25% |
July 11, 2024 | -1.24% |
July 10, 2024 | -1.18% |
July 09, 2024 | -1.16% |
July 08, 2024 | -1.18% |
July 05, 2024 | -1.18% |
July 03, 2024 | -1.11% |
July 02, 2024 | -1.04% |
July 01, 2024 | -0.99% |
June 28, 2024 | -1.12% |
June 27, 2024 | -1.20% |
June 26, 2024 | -1.18% |
June 25, 2024 | -1.26% |
June 24, 2024 | -1.25% |
June 21, 2024 | -1.24% |
Date | Value |
---|---|
June 20, 2024 | -1.25% |
June 18, 2024 | -1.28% |
June 17, 2024 | -1.24% |
June 14, 2024 | -1.31% |
June 13, 2024 | -1.27% |
June 12, 2024 | -1.20% |
June 11, 2024 | -1.13% |
June 10, 2024 | -1.05% |
June 07, 2024 | -1.09% |
June 06, 2024 | -1.23% |
June 05, 2024 | -1.22% |
June 04, 2024 | -1.19% |
June 03, 2024 | -1.11% |
May 31, 2024 | -0.95% |
May 30, 2024 | -0.91% |
May 29, 2024 | -0.85% |
May 28, 2024 | -0.92% |
May 24, 2024 | -1.00% |
May 23, 2024 | -0.99% |
May 22, 2024 | -1.02% |
May 21, 2024 | -1.04% |
May 20, 2024 | -1.01% |
May 17, 2024 | -1.04% |
May 16, 2024 | -1.07% |
May 15, 2024 | -1.09% |
News
Basic Info
10 Year-3 Month Treasury Yield Spread is at -1.18%, compared to -1.12% the previous market day and -1.50% last year. This is lower than the long term average of 1.13%. |
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 | -1.18% |
Latest Period | Jul 26 2024 |
Last Updated | Jul 26 2024, 18:02 EDT |
Long Term Average | 1.13% |
Average Growth Rate | -584.0% |
Value from The Previous Market Day | -1.12% |
Change from The Previous Market Day | N/A |
Value from 1 Year Ago | -1.50% |
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 | 5.49% |
1 Year Treasury Rate | 4.79% |
10 Year Treasury Rate | 4.20% |
10-2 Year Treasury Yield Spread | -0.16% |
20 Year Treasury Rate | 4.53% |
3 Month Treasury Rate | 5.38% |
3 Year Treasury Rate | 4.20% |
30 Year Treasury Rate | 4.45% |
30-10 Year Treasury Yield Spread | 0.25% |
5 Year Treasury Rate | 4.06% |
6 Month Treasury Rate | 5.18% |
7 Year Treasury Rate | 4.10% |