10-2 Year Treasury Yield Spread
Level Chart
Basic Info
|
The 10-2 Treasury Yield Spread is the difference between the 10 year treasury rate and the 2 year treasury rate. A 10-2 treasury spread that approaches 0 signifies a "flattening" yield curve. A negative 10-2 yield spread has historically been viewed as a precursor to a recessionary period. A negative 10-2 spread has predicted every recession from 1955 to 2018, but has occurred 6-24 months before the recession occurring, and is thus seen as a far-leading indicator. The 10-2 spread reached a high of 2.91% in 2011, and went as low as -2.41% in 1980. 10-2 Year Treasury Yield Spread is at 1.04%, compared to 1.16% the previous market day and 0.63% last year. This is higher than the long term average of 0.93%. |
| Report | Daily Treasury Yield Curve Rates |
| Category | Interest Rates |
| Region | United States |
| Source | Department of the Treasury |
Stats
| Last Value | 1.04% |
| Latest Period | Oct 27 2021 |
| Last Updated | Oct 27 2021, 18:04 EDT |
| Next Release | |
| Long Term Average | 0.93% |
| Average Growth Rate | -101.4% |
| Value from 1 Year Ago | 0.63% |
| Change from 1 Year Ago | 65.08% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
| Formula | 10 Year Treasury Rate - 2 Year Treasury Rate |
Historical Data
| Date | Value |
|---|---|
| October 27, 2021 | 1.04% |
| October 26, 2021 | 1.16% |
| October 25, 2021 | 1.17% |
| October 22, 2021 | 1.18% |
| October 21, 2021 | 1.23% |
| October 20, 2021 | 1.25% |
| October 19, 2021 | 1.24% |
| October 18, 2021 | 1.15% |
| October 15, 2021 | 1.18% |
| October 14, 2021 | 1.16% |
| October 13, 2021 | 1.19% |
| October 12, 2021 | 1.24% |
| October 08, 2021 | 1.29% |
| October 07, 2021 | 1.26% |
| October 06, 2021 | 1.23% |
| October 05, 2021 | 1.26% |
| October 04, 2021 | 1.22% |
| October 01, 2021 | 1.21% |
| September 30, 2021 | 1.24% |
| September 29, 2021 | 1.25% |
| September 28, 2021 | 1.23% |
| September 27, 2021 | 1.17% |
| September 24, 2021 | 1.18% |
| September 23, 2021 | 1.14% |
| September 22, 2021 | 1.07% |
| Date | Value |
|---|---|
| September 21, 2021 | 1.11% |
| September 20, 2021 | 1.08% |
| September 17, 2021 | 1.14% |
| September 16, 2021 | 1.11% |
| September 15, 2021 | 1.10% |
| September 14, 2021 | 1.07% |
| September 13, 2021 | 1.12% |
| September 10, 2021 | 1.12% |
| September 09, 2021 | 1.07% |
| September 08, 2021 | 1.13% |
| September 07, 2021 | 1.16% |
| September 03, 2021 | 1.12% |
| September 02, 2021 | 1.09% |
| September 01, 2021 | 1.11% |
| August 31, 2021 | 1.10% |
| August 30, 2021 | 1.09% |
| August 27, 2021 | 1.09% |
| August 26, 2021 | 1.09% |
| August 25, 2021 | 1.12% |
| August 24, 2021 | 1.05% |
| August 23, 2021 | 1.02% |
| August 20, 2021 | 1.03% |
| August 19, 2021 | 1.02% |
| August 18, 2021 | 1.04% |
| August 17, 2021 | 1.03% |
Basic Info
|
The 10-2 Treasury Yield Spread is the difference between the 10 year treasury rate and the 2 year treasury rate. A 10-2 treasury spread that approaches 0 signifies a "flattening" yield curve. A negative 10-2 yield spread has historically been viewed as a precursor to a recessionary period. A negative 10-2 spread has predicted every recession from 1955 to 2018, but has occurred 6-24 months before the recession occurring, and is thus seen as a far-leading indicator. The 10-2 spread reached a high of 2.91% in 2011, and went as low as -2.41% in 1980. 10-2 Year Treasury Yield Spread is at 1.04%, compared to 1.16% the previous market day and 0.63% last year. This is higher than the long term average of 0.93%. |
| Report | Daily Treasury Yield Curve Rates |
| Category | Interest Rates |
| Region | United States |
| Source | Department of the Treasury |
Stats
| Last Value | 1.04% |
| Latest Period | Oct 27 2021 |
| Last Updated | Oct 27 2021, 18:04 EDT |
| Next Release | |
| Long Term Average | 0.93% |
| Average Growth Rate | -101.4% |
| Value from 1 Year Ago | 0.63% |
| Change from 1 Year Ago | 65.08% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
| Formula | 10 Year Treasury Rate - 2 Year Treasury Rate |
Related Indicators
| Treasury Yield Curve |
| 1 Month Treasury Rate | 0.06% |
| 1 Year Treasury Rate | 0.12% |
| 10 Year Treasury Rate | 1.54% |
| 10 Year-3 Month Treasury Yield Spread | 1.48% |
| 20 Year Treasury Rate | 1.93% |
| 3 Month Treasury Rate | 0.06% |
| 3 Year Treasury Rate | 0.77% |
| 30 Year Treasury Rate | 1.95% |
| 30-10 Year Treasury Yield Spread | 0.41% |
| 5 Year Treasury Rate | 1.16% |
| 6 Month Treasury Rate | 0.07% |
| 7 Year Treasury Rate | 1.41% |
| US Economy |
| ADP Nonfarm Payrolls MoM | 568.10K |
| Effective Federal Funds Rate | 0.08% |
| US Durable Goods New Orders MoM | -0.38% |
| US Housing Starts MoM | -1.58% |
| US Index of Consumer Sentiment | 71.40 |
| US Inflation Rate | 5.39% |
| US Initial Claims for Unemployment Insurance | 281000.0 |
| US ISM Manufacturing PMI | 61.10 |
| US Real GDP QoQ | 2.00% |
| US Retail and Food Services Sales MoM | 0.74% |
| US Unemployment Rate | 4.80% |