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 0.79%, compared to 0.79% the previous market day and 0.14% last year. This is lower than the long term average of 1.19%.

Stats

Last Value 0.79%
Latest Period Nov 25 2020
Last Updated Nov 25 2020, 18:02 EST
Next Release
Long Term Average 1.19%
Average Growth Rate -631.8%
Value from 1 Year Ago 0.14%
Change from 1 Year Ago 464.3%
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
November 25, 2020 0.79%
November 24, 2020 0.79%
November 23, 2020 0.78%
November 20, 2020 0.76%
November 19, 2020 0.79%
November 18, 2020 0.79%
November 17, 2020 0.78%
November 16, 2020 0.82%
November 13, 2020 0.80%
November 12, 2020 0.78%
November 10, 2020 0.88%
November 09, 2020 0.85%
November 06, 2020 0.73%
November 05, 2020 0.69%
November 04, 2020 0.68%
November 03, 2020 0.80%
November 02, 2020 0.78%
October 30, 2020 0.79%
October 29, 2020 0.76%
October 28, 2020 0.69%
October 27, 2020 0.69%
October 26, 2020 0.70%
October 23, 2020 0.75%
October 22, 2020 0.78%
October 21, 2020 0.73%
Date Value
October 20, 2020 0.71%
October 19, 2020 0.67%
October 16, 2020 0.65%
October 15, 2020 0.63%
October 14, 2020 0.61%
October 13, 2020 0.63%
October 09, 2020 0.69%
October 08, 2020 0.69%
October 07, 2020 0.71%
October 06, 2020 0.66%
October 05, 2020 0.68%
October 02, 2020 0.61%
October 01, 2020 0.59%
September 30, 2020 0.59%
September 29, 2020 0.57%
September 28, 2020 0.56%
September 25, 2020 0.56%
September 24, 2020 0.57%
September 23, 2020 0.57%
September 22, 2020 0.58%
September 21, 2020 0.58%
September 18, 2020 0.60%
September 17, 2020 0.60%
September 16, 2020 0.57%
September 15, 2020 0.57%

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 0.79%, compared to 0.79% the previous market day and 0.14% last year. This is lower than the long term average of 1.19%.

Stats

Last Value 0.79%
Latest Period Nov 25 2020
Last Updated Nov 25 2020, 18:02 EST
Next Release
Long Term Average 1.19%
Average Growth Rate -631.8%
Value from 1 Year Ago 0.14%
Change from 1 Year Ago 464.3%
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate