Level Chart

Basic Info

10 Year-3 Month Treasury Yield Spread is at -1.18%, compared to -1.12% the previous market day and -1.50% last year. This is lower than the long term average of 1.13%.

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 -1.18%
Latest Period Jul 26 2024
Last Updated Jul 26 2024, 18:02 EDT
Long Term Average 1.13%
Average Growth Rate -584.0%
Value from The Previous Market Day -1.12%
Change from The Previous Market Day N/A
Value from 1 Year Ago -1.50%
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
July 26, 2024 -1.18%
July 25, 2024 -1.12%
July 24, 2024 -1.12%
July 23, 2024 -1.16%
July 22, 2024 -1.17%
July 19, 2024 -1.18%
July 18, 2024 -1.23%
July 17, 2024 -1.27%
July 16, 2024 -1.26%
July 15, 2024 -1.20%
July 12, 2024 -1.25%
July 11, 2024 -1.24%
July 10, 2024 -1.18%
July 09, 2024 -1.16%
July 08, 2024 -1.18%
July 05, 2024 -1.18%
July 03, 2024 -1.11%
July 02, 2024 -1.04%
July 01, 2024 -0.99%
June 28, 2024 -1.12%
June 27, 2024 -1.20%
June 26, 2024 -1.18%
June 25, 2024 -1.26%
June 24, 2024 -1.25%
June 21, 2024 -1.24%
Date Value
June 20, 2024 -1.25%
June 18, 2024 -1.28%
June 17, 2024 -1.24%
June 14, 2024 -1.31%
June 13, 2024 -1.27%
June 12, 2024 -1.20%
June 11, 2024 -1.13%
June 10, 2024 -1.05%
June 07, 2024 -1.09%
June 06, 2024 -1.23%
June 05, 2024 -1.22%
June 04, 2024 -1.19%
June 03, 2024 -1.11%
May 31, 2024 -0.95%
May 30, 2024 -0.91%
May 29, 2024 -0.85%
May 28, 2024 -0.92%
May 24, 2024 -1.00%
May 23, 2024 -0.99%
May 22, 2024 -1.02%
May 21, 2024 -1.04%
May 20, 2024 -1.01%
May 17, 2024 -1.04%
May 16, 2024 -1.07%
May 15, 2024 -1.09%

Basic Info

10 Year-3 Month Treasury Yield Spread is at -1.18%, compared to -1.12% the previous market day and -1.50% last year. This is lower than the long term average of 1.13%.

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 -1.18%
Latest Period Jul 26 2024
Last Updated Jul 26 2024, 18:02 EDT
Long Term Average 1.13%
Average Growth Rate -584.0%
Value from The Previous Market Day -1.12%
Change from The Previous Market Day N/A
Value from 1 Year Ago -1.50%
Change from 1 Year Ago N/A
Frequency Market Daily
Unit Percent
Adjustment N/A
Formula 10 Year Treasury Rate - 3 Month Treasury Rate