View market daily updates and historical trends for 10-2 Year Treasury Yield Spread. from United States. Source: Department of the Treasury. Track economi…
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Graph and download economic data for 10-Year Treasury Constant Maturity Minus Federal Funds Rate (T10YFF) from 1962-01-02 to 2025-09-04 about yield curve, spread, 10-year, maturity, Treasury, federal, interest rate, interest, rate, and USA.
View market daily updates and historical trends for 10 Year-3 Month Treasury Yield Spread. from United States. Source: Department of the Treasury. Track e…
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Graph and download economic data for 1-Year Treasury Constant Maturity Minus Federal Funds Rate (T1YFF) from 1962-01-02 to 2025-09-04 about yield curve, 1-year, spread, maturity, Treasury, federal, interest rate, interest, rate, and USA.
As of April 16, 2025, the UK bond market displayed a positive spread of **** basis points between 10-year and 2-year yields, indicating long-term rates slightly ***** short-term ones. The 5-year versus 2-year spread and the 2-year versus 1-year spread also showed a ******** value, at **** and **** basis points, respectively.
As of April 16, 2025, the Canadian bond market displayed a positive spread of **** basis points between 10-year and 2-year yields, indicating long-term rates above short-term ones. The 2-year versus 1-year sprea also showed a positive spread of **** basis points. Negative spreads indicate a (partially) inverted yield curve. This often signals investor pessimism about short-term economic prospects, as investors seek the relative safety of long-term bonds, pushing those yields down relative to shorter-term bonds. An inverted yield curve is typically interpreted as a potential indicator of economic slowdown or recession, as it reflects expectations of lower interest rates in the future to stimulate the economy.
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Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (BAA10Y) from 1986-01-02 to 2025-09-04 about Baa, spread, 10-year, maturity, bonds, Treasury, corporate, yield, interest rate, interest, rate, and USA.
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We use the yield curve to predict future GDP growth and recession probabilities. The spread between short- and long-term rates typically correlates with economic growth. Predications are calculated using a model developed by the Federal Reserve Bank of Cleveland. Released monthly.
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Graph and download economic data for 5-Year Treasury Constant Maturity Minus Federal Funds Rate (T5YFF) from 1962-01-02 to 2025-09-04 about yield curve, spread, maturity, Treasury, federal, 5-year, interest rate, interest, rate, and USA.
As of April 16, 2025, the Chinese bond market displayed a positive spread of **** basis points between 10-year and 2-year yields, indicating long-term rates well above short-term ones. The 5-year versus 2-year spread was also positive, at *** basis points.
View market daily updates and historical trends for 30-10 Year Treasury Yield Spread. from United States. Source: Department of the Treasury. Track econom…
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Graph and download economic data for Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis (DGS3MO) from 1981-09-01 to 2025-09-04 about bills, 3-month, maturity, Treasury, interest rate, interest, rate, and USA.
As of April 16, 2025, the Japanese bond market displayed a positive spread of **** basis points between ******* and ****** yields, indicating long-term rates above short-term ones. The ****** versus ****** spread and the ****** versus ****** spread also showed a positive value, at **** and **** basis points, respectively.
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Graph and download economic data for Treasury Long-Term Average (Over 10 Years), Inflation-Indexed (DLTIIT) from 2000-01-03 to 2025-09-04 about TIPS, long-term, Treasury, yield, interest rate, interest, real, rate, and USA.
As of April 16, 2025, Germany's bond market displayed a positive spread of 77.2 basis points between 10-year and 2-year yields, indicating long-term rates above short-term ones. The 5-year versus 2-year spread was also positive, at **** basis points. On the other hand, the 2-year versus 1-year spread was negative, at **** basis points, suggesting a mildly inverted yield curve in shorter maturities. Negative spreads indicate a (partially) inverted yield curve. This often signals investor pessimism about short-term economic prospects, as investors seek the relative safety of long-term bonds, pushing those yields down relative to shorter-term bonds. An inverted yield curve is typically interpreted as a potential indicator of economic slowdown or recession, as it reflects expectations of lower interest rates in the future to stimulate the economy.
As of December 30, 2024, ** economies reported a negative value for their ten year minus two year government bond yield spread: Ukraine with a negative spread of ***** percent; Turkey, with a negative spread of 1332 percent; Nigeria with **** percent; and Russia with **** percent. At this time, almost all long-term debt for major economies was generating positive yields, with only the most stable European countries seeing smaller values. Why is an inverted yield curve important? Often called an inverted yield curve or negative yield curve, a situation where short term debt has a higher yield than long term debt is considered a main indicator of an impending recession. Essentially, this situation reflects an underlying belief among a majority of investors that short term interest rates are about to fall, with the lowering of interest rates being the orthodox fiscal response to a recession. Therefore, investors purchase safe government debt at today's higher interest rate, driving down the yield on long term debt. In the United States, an inverted yield curve for an extended period preceded (almost) all recent recessions. The exception to this is the economic downturn caused by the coronavirus (COVID-19) pandemic – however, the U.S. ten minus two year spread still came very close to negative territory in mid-2019. Bond yields and the coronavirus pandemic The onset of the coronavirus saw stock markets around the world crash in March 2020. This had an effect on bond markets, with the yield of both long term government debt and short term government debt falling dramatically at this time – reaching negative territory in many countries. With stock values collapsing, many investors placed their money in government debt – which guarantees both a regular interest payment and stable underlying value - in contrast to falling share prices. This led to many investors paying an amount for bonds on the market that was higher than the overall return for the duration of the bond (which is what is signified by a negative yield). However, the calculus is that the small loss taken on stable bonds is less that the losses likely to occur on the market. Moreover, if conditions continue to deteriorate, the bonds may be sold on at an even higher price, partly offsetting the losses from the negative yield.
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Argentina AR: Interest Rate Spread data was reported at 0.897 % pa in 2023. This records an increase from the previous number of -0.018 % pa for 2022. Argentina AR: Interest Rate Spread data is updated yearly, averaging 2.852 % pa from Dec 2010 (Median) to 2023, with 14 observations. The data reached an all-time high of 19.967 % pa in 2019 and a record low of -0.018 % pa in 2022. Argentina AR: Interest Rate Spread data remains active status in CEIC and is reported by World Bank. The data is categorized under Global Database’s Argentina – Table AR.World Bank.WDI: Interest Rates. Interest rate spread is the interest rate charged by banks on loans to private sector customers minus the interest rate paid by commercial or similar banks for demand, time, or savings deposits. The terms and conditions attached to these rates differ by country, however, limiting their comparability.;International Monetary Fund, International Financial Statistics and data files.;Median;
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Graph and download economic data for Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis (DGS1MO) from 2001-07-31 to 2025-09-03 about 1-month, bills, maturity, Treasury, interest rate, interest, rate, and USA.
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Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis (DGS20) from 1962-01-02 to 2025-09-04 about 20-year, maturity, Treasury, interest rate, interest, rate, and USA.
Government bond spreads as of April 15, 2025, varied widely among the largest economies when compared to German Bunds and U.S. Treasury notes. The United Kingdom's bond spread was the higest against both, with ***** basis points (bps) over Germany and **** bps over the U.S. In contrast, China and Japan display negative spreads, with Japan having the lowest spread at ****** bps against U.S. Treasuries. Italy, the United Kingdom, and Canada showed moderate spreads. Positive bond spreads indicate that a country’s government bonds have higher yields compared to the benchmark bonds - in this case, the German Bunds and U.S. Treasury notes. Higher spreads often signal perceived higher risk or economic uncertainty, as investors demand greater returns for holding these bonds. expectations. Conversely, negative spreads mean that these bonds offer lower yields than the benchmark. Negative spreads often indicate strong investor confidence, safe-haven status, or lower inflation expectations, as investors are willing to accept lower returns for the perceived stability of these bonds.
View market daily updates and historical trends for 10-2 Year Treasury Yield Spread. from United States. Source: Department of the Treasury. Track economi…