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 1.44%, compared to 1.44% the previous market day and 0.56% last year. This is higher than the long term average of 1.20%.

Stats

Last Value 1.44%
Latest Period Sep 27 2021
Last Updated Sep 27 2021, 18:03 EDT
Next Release
Long Term Average 1.20%
Average Growth Rate -621.7%
Value from 1 Year Ago 0.56%
Change from 1 Year Ago 157.1%
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 27, 2021 1.44%
September 24, 2021 1.44%
September 23, 2021 1.38%
September 22, 2021 1.29%
September 21, 2021 1.30%
September 20, 2021 1.27%
September 17, 2021 1.33%
September 16, 2021 1.30%
September 15, 2021 1.27%
September 14, 2021 1.24%
September 13, 2021 1.27%
September 10, 2021 1.30%
September 09, 2021 1.26%
September 08, 2021 1.30%
September 07, 2021 1.33%
September 03, 2021 1.28%
September 02, 2021 1.24%
September 01, 2021 1.26%
August 31, 2021 1.26%
August 30, 2021 1.24%
August 27, 2021 1.26%
August 26, 2021 1.29%
August 25, 2021 1.29%
August 24, 2021 1.24%
August 23, 2021 1.20%
Date Value
August 20, 2021 1.21%
August 19, 2021 1.18%
August 18, 2021 1.20%
August 17, 2021 1.19%
August 16, 2021 1.20%
August 13, 2021 1.23%
August 12, 2021 1.30%
August 11, 2021 1.30%
August 10, 2021 1.31%
August 09, 2021 1.27%
August 06, 2021 1.25%
August 05, 2021 1.18%
August 04, 2021 1.14%
August 03, 2021 1.14%
August 02, 2021 1.15%
July 30, 2021 1.18%
July 29, 2021 1.22%
July 28, 2021 1.21%
July 27, 2021 1.20%
July 26, 2021 1.24%
July 23, 2021 1.25%
July 22, 2021 1.22%
July 21, 2021 1.25%
July 20, 2021 1.18%
July 19, 2021 1.14%

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 1.44%, compared to 1.44% the previous market day and 0.56% last year. This is higher than the long term average of 1.20%.

Stats

Last Value 1.44%
Latest Period Sep 27 2021
Last Updated Sep 27 2021, 18:03 EDT
Next Release
Long Term Average 1.20%
Average Growth Rate -621.7%
Value from 1 Year Ago 0.56%
Change from 1 Year Ago 157.1%
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate