Forecasted values are calculated from the difference between the market consensus 10-year yield forecast and the 3-month 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-YEAR 3-MONTH TREASURY SPREAD - FORECAST CHART
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VARIABLE DESCRIPTION
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 3-month Treasury bill 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.