Level Chart

Basic Info

10 Year-3 Month Treasury Yield Spread is at -1.23%, compared to -1.20% the previous market day and -0.83% last year. This is lower than the long term average of 1.14%.

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.

Stats

Last Value -1.23%
Latest Period Mar 01 2024
Last Updated Mar 1 2024, 18:01 EST
Long Term Average 1.14%
Average Growth Rate -588.0%
Value from The Previous Market Day -1.20%
Change from The Previous Market Day N/A
Value from 1 Year Ago -0.83%
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

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Date Value
March 01, 2024 -1.23%
February 29, 2024 -1.20%
February 28, 2024 -1.18%
February 27, 2024 -1.14%
February 26, 2024 -1.19%
February 23, 2024 -1.20%
February 22, 2024 -1.12%
February 21, 2024 -1.12%
February 20, 2024 -1.17%
February 16, 2024 -1.14%
February 15, 2024 -1.19%
February 14, 2024 -1.16%
February 13, 2024 -1.14%
February 12, 2024 -1.26%
February 09, 2024 -1.27%
February 08, 2024 -1.29%
February 07, 2024 -1.34%
February 06, 2024 -1.35%
February 05, 2024 -1.25%
February 02, 2024 -1.40%
February 01, 2024 -1.55%
January 31, 2024 -1.43%
January 30, 2024 -1.36%
January 29, 2024 -1.34%
January 26, 2024 -1.29%
Date Value
January 25, 2024 -1.30%
January 24, 2024 -1.26%
January 23, 2024 -1.31%
January 22, 2024 -1.35%
January 19, 2024 -1.30%
January 18, 2024 -1.31%
January 17, 2024 -1.37%
January 16, 2024 -1.38%
January 12, 2024 -1.49%
January 11, 2024 -1.48%
January 10, 2024 -1.42%
January 09, 2024 -1.45%
January 08, 2024 -1.48%
January 05, 2024 -1.42%
January 04, 2024 -1.49%
January 03, 2024 -1.57%
January 02, 2024 -1.51%
December 29, 2023 -1.52%
December 28, 2023 -1.61%
December 27, 2023 -1.65%
December 26, 2023 -1.56%
December 22, 2023 -1.54%
December 21, 2023 -1.53%
December 20, 2023 -1.58%
December 19, 2023 -1.50%

Basic Info

10 Year-3 Month Treasury Yield Spread is at -1.23%, compared to -1.20% the previous market day and -0.83% last year. This is lower than the long term average of 1.14%.

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.

Stats

Last Value -1.23%
Latest Period Mar 01 2024
Last Updated Mar 1 2024, 18:01 EST
Long Term Average 1.14%
Average Growth Rate -588.0%
Value from The Previous Market Day -1.20%
Change from The Previous Market Day N/A
Value from 1 Year Ago -0.83%
Change from 1 Year Ago N/A
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate