Forecasted values are calculated from the difference between the market consensus 10-year yield forecast and the 2-year yield forecast. The model is updated daily between 9:30-10:00 ET (13:30/14:30 UTC) with the prior's day yields and futures prices.
10-2 YEAR TREASURY SPREAD - FORECAST CHART
This page provides daily-updated data & forecasts of the 10-2 year Treasury spread, the difference between the 10-year Treasury note yield and the 2-year Treasury note yield.
The yield spread is frequently used as an indicator of how investors view future economic trends. A falling spread generally indicates expectations of weakening economic growth and lower inflation. A negative yield spread is historically a strong predictive signal that a recession is likely to occur in the near future.
Historical data and forecasted values on this page reflect monthly averages of daily values.