10 Year-3 Month Treasury Yield Spread (I:10Y3MTS)
Level Chart
Basic Info
|
10 Year-3 Month Treasury Yield Spread is at -0.96%, compared to -0.97% the previous market day and 0.40% last year. This is lower than the long term average of 1.16%. |
|
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 | -0.96% |
| Latest Period | Sep 29 2023 |
| Last Updated | Sep 29 2023, 16:01 EDT |
| Long Term Average | 1.16% |
| Average Growth Rate | -592.7% |
| Value from The Previous Market Day | -0.97% |
| Change from The Previous Market Day | N/A |
| Value from 1 Year Ago | 0.40% |
| 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 |
|---|---|
| September 29, 2023 | -0.96% |
| September 28, 2023 | -0.97% |
| September 27, 2023 | -0.97% |
| September 26, 2023 | -1.02% |
| September 25, 2023 | -1.03% |
| September 22, 2023 | -1.12% |
| September 21, 2023 | -1.08% |
| September 20, 2023 | -1.21% |
| September 19, 2023 | -1.17% |
| September 18, 2023 | -1.23% |
| September 15, 2023 | -1.23% |
| September 14, 2023 | -1.26% |
| September 13, 2023 | -1.30% |
| September 12, 2023 | -1.29% |
| September 11, 2023 | -1.26% |
| September 08, 2023 | -1.29% |
| September 07, 2023 | -1.26% |
| September 06, 2023 | -1.25% |
| September 05, 2023 | -1.28% |
| September 01, 2023 | -1.35% |
| August 31, 2023 | -1.47% |
| August 30, 2023 | -1.44% |
| August 29, 2023 | -1.44% |
| August 28, 2023 | -1.38% |
| August 25, 2023 | -1.36% |
| Date | Value |
|---|---|
| August 24, 2023 | -1.35% |
| August 23, 2023 | -1.38% |
| August 22, 2023 | -1.23% |
| August 21, 2023 | -1.23% |
| August 18, 2023 | -1.29% |
| August 17, 2023 | -1.26% |
| August 16, 2023 | -1.28% |
| August 15, 2023 | -1.35% |
| August 14, 2023 | -1.37% |
| August 11, 2023 | -1.38% |
| August 10, 2023 | -1.45% |
| August 09, 2023 | -1.55% |
| August 08, 2023 | -1.55% |
| August 07, 2023 | -1.47% |
| August 04, 2023 | -1.49% |
| August 03, 2023 | -1.34% |
| August 02, 2023 | -1.45% |
| August 01, 2023 | -1.49% |
| July 31, 2023 | -1.58% |
| July 28, 2023 | -1.56% |
| July 27, 2023 | -1.50% |
| July 26, 2023 | -1.65% |
| July 25, 2023 | -1.60% |
| July 24, 2023 | -1.65% |
| July 21, 2023 | -1.66% |
Basic Info
|
10 Year-3 Month Treasury Yield Spread is at -0.96%, compared to -0.97% the previous market day and 0.40% last year. This is lower than the long term average of 1.16%. |
|
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 | -0.96% |
| Latest Period | Sep 29 2023 |
| Last Updated | Sep 29 2023, 16:01 EDT |
| Long Term Average | 1.16% |
| Average Growth Rate | -592.7% |
| Value from The Previous Market Day | -0.97% |
| Change from The Previous Market Day | N/A |
| Value from 1 Year Ago | 0.40% |
| 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 | 5.55% |
| 1 Year Treasury Rate | 5.46% |
| 10 Year Treasury Rate | 4.59% |
| 10-2 Year Treasury Yield Spread | -0.44% |
| 20 Year Treasury Rate | 4.92% |
| 3 Month Treasury Rate | 5.55% |
| 3 Year Treasury Rate | 4.80% |
| 30 Year Treasury Rate | 4.73% |
| 30-10 Year Treasury Yield Spread | 0.14% |
| 5 Year Treasury Rate | 4.60% |
| 6 Month Treasury Rate | 5.53% |
| 7 Year Treasury Rate | 4.61% |