Level Chart

Basic Info

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.

10 Year-3 Month Treasury Yield Spread is at 0.32%, compared to 0.62% the previous market day and 1.50% last year. This is lower than the long term average of 1.20%.

Stats

Last Value 0.32%
Latest Period Sep 28 2022
Last Updated Sep 28 2022, 18:03 EDT
Next Release
Long Term Average 1.20%
Average Growth Rate -602.5%
Value from The Previous Market Day 0.62%
Change from The Previous Market Day -48.39%
Value from 1 Year Ago 1.50%
Change from 1 Year Ago -78.67%
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate

Historical Data

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Date Value
September 28, 2022 0.32%
September 27, 2022 0.62%
September 26, 2022 0.49%
September 23, 2022 0.45%
September 22, 2022 0.41%
September 21, 2022 0.20%
September 20, 2022 0.22%
September 19, 2022 0.12%
September 16, 2022 0.25%
September 15, 2022 0.23%
September 14, 2022 0.17%
September 13, 2022 0.14%
September 12, 2022 0.20%
September 09, 2022 0.25%
September 08, 2022 0.23%
September 07, 2022 0.20%
September 06, 2022 0.29%
September 02, 2022 0.26%
September 01, 2022 0.29%
August 31, 2022 0.19%
August 30, 2022 0.14%
August 29, 2022 0.15%
August 26, 2022 0.15%
August 25, 2022 0.15%
August 24, 2022 0.29%
Date Value
August 23, 2022 0.25%
August 22, 2022 0.21%
August 19, 2022 0.24%
August 18, 2022 0.17%
August 17, 2022 0.21%
August 16, 2022 0.12%
August 15, 2022 0.07%
August 12, 2022 0.21%
August 11, 2022 0.25%
August 10, 2022 0.13%
August 09, 2022 0.13%
August 08, 2022 0.12%
August 05, 2022 0.25%
August 04, 2022 0.18%
August 03, 2022 0.21%
August 02, 2022 0.19%
August 01, 2022 0.04%
July 29, 2022 0.26%
July 28, 2022 0.26%
July 27, 2022 0.34%
July 26, 2022 0.26%
July 25, 2022 0.19%
July 22, 2022 0.28%
July 21, 2022 0.43%
July 20, 2022 0.53%

Basic Info

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.

10 Year-3 Month Treasury Yield Spread is at 0.32%, compared to 0.62% the previous market day and 1.50% last year. This is lower than the long term average of 1.20%.

Stats

Last Value 0.32%
Latest Period Sep 28 2022
Last Updated Sep 28 2022, 18:03 EDT
Next Release
Long Term Average 1.20%
Average Growth Rate -602.5%
Value from The Previous Market Day 0.62%
Change from The Previous Market Day -48.39%
Value from 1 Year Ago 1.50%
Change from 1 Year Ago -78.67%
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate