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 1.57%, compared to 1.54% the previous market day and 0.47% last year. This is higher than the long term average of 1.19%.

Stats

Last Value 1.57%
Latest Period Apr 16 2021
Last Updated Apr 16 2021, 18:04 EDT
Next Release
Long Term Average 1.19%
Average Growth Rate -626.4%
Value from 1 Year Ago 0.47%
Change from 1 Year Ago 234.0%
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate

Historical Data

View and export this data back to 1962. Upgrade now.
Date Value
April 16, 2021 1.57%
April 15, 2021 1.54%
April 14, 2021 1.62%
April 13, 2021 1.61%
April 12, 2021 1.67%
April 09, 2021 1.65%
April 08, 2021 1.63%
April 07, 2021 1.66%
April 06, 2021 1.65%
April 05, 2021 1.70%
April 02, 2021 1.70%
April 01, 2021 1.67%
March 31, 2021 1.71%
March 30, 2021 1.71%
March 29, 2021 1.70%
March 26, 2021 1.65%
March 25, 2021 1.61%
March 24, 2021 1.60%
March 23, 2021 1.62%
March 22, 2021 1.66%
March 19, 2021 1.73%
March 18, 2021 1.70%
March 17, 2021 1.61%
March 16, 2021 1.60%
March 15, 2021 1.58%
Date Value
March 12, 2021 1.60%
March 11, 2021 1.50%
March 10, 2021 1.49%
March 09, 2021 1.50%
March 08, 2021 1.54%
March 05, 2021 1.52%
March 04, 2021 1.50%
March 03, 2021 1.42%
March 02, 2021 1.38%
March 01, 2021 1.40%
February 26, 2021 1.40%
February 25, 2021 1.50%
February 24, 2021 1.35%
February 23, 2021 1.33%
February 22, 2021 1.34%
February 19, 2021 1.30%
February 18, 2021 1.26%
February 17, 2021 1.25%
February 16, 2021 1.26%
February 12, 2021 1.16%
February 11, 2021 1.11%
February 10, 2021 1.10%
February 09, 2021 1.14%
February 08, 2021 1.14%
February 05, 2021 1.16%

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 1.57%, compared to 1.54% the previous market day and 0.47% last year. This is higher than the long term average of 1.19%.

Stats

Last Value 1.57%
Latest Period Apr 16 2021
Last Updated Apr 16 2021, 18:04 EDT
Next Release
Long Term Average 1.19%
Average Growth Rate -626.4%
Value from 1 Year Ago 0.47%
Change from 1 Year Ago 234.0%
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate