Yield Curve (10Y-2Y Spread)

The difference between long-term and short-term interest rates.

A positive spread is normal and healthy. An inverted curve (negative spread) has historically preceded recessions within 12-18 months.

Formula

Spread = 10-Year Treasury Yield - 2-Year Treasury Yield

Methodology

The yield curve shape reflects market expectations about future economic conditions and interest rates.

Normal (positive slope): Long-term rates > short-term rates. This is the typical state because: - Investors demand higher yields for longer-term uncertainty - Economy expected to grow, with higher future interest rates

Flat: Long-term and short-term rates similar. Indicates: - Uncertainty about economic direction - Potential transition period

Inverted (negative slope): Short-term rates > long-term rates. This is a recession warning because: - Markets expect Fed to cut rates in response to economic weakness - Every US recession since 1955 was preceded by an inversion - Typical lead time: 12-18 months before recession

The 10Y-2Y spread is the most watched measure, though other spreads (10Y-3M) are also tracked.

How to Interpret

RangeLabelMeaning
≥ 1.5HealthyNormal upward-sloping curve - healthy growth expectations
0 to 1.5FlatteningCurve flattening - growth expectations moderating
< 0InvertedInverted curve - historical recession warning signal

Data Source

Treasury yields from FRED economic database (DGS10, DGS2 series).

Reference

Federal Reserve (2023). Yield Curve Analysis. Federal Reserve Economic Data (FRED)

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For Educational Purposes Only

This analysis is not investment advice. Results are based on simplified models using historical data. Past performance does not guarantee future results. All investments carry risk of loss. Consult a qualified financial advisor before making investment decisions.