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Yield Curve · % · Daily

10Y–3M Treasury Spread

What It Is

The spread between 10-year and 3-month US Treasury yields. The Federal Reserve's preferred yield curve recession indicator.

Why It Matters

Fed researchers at the New York Fed have shown this spread has the best historical track record for predicting recessions, better than the 10Y-2Y spread.

How To Read

Deeply negative readings below -100bps have preceded every modern US recession. Currently watched closely by the FOMC in policy deliberations.

Key Levels
0%Inversion level
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