The yield spread between 1-month and 3-month Treasury bills soared to the widest since January 2008. A New York Federal Reserve's model currently assigns a 68% probability of a recession hitting ...

The 10-year (US10Y) and 2-year (US2Y) Treasury yields reached 4%, with the curve inverting early on Monday for the first time since August. The move comes after Friday's blowout jobs report. The ...

The US 2s10s yield curve has steepened slightly in April, after a brief 2-day inversion below 0. One measure of market conditions is the spread between benchmark, on-the-run Treasury yields versus ...

RATES & CHARTS. Live Chart ; Forecast Poll ; Rates Table ; ... US yield curve signals real growth fears, not just safe-haven flows ANALYSIS | 03/03/2025 03:38:06 GMT. Amid all the ...

The 3-Month Treasury Bill’s rate of 5.50% is currently the highest among US treasuries as of June 2023. It was 0% at the beginning of last year. The 3-month rate is currently higher than the 3 ...

The 2/10 year yield curve has inverted six to 24 months before each recession since 1955, a 2018 report by researchers at the San Francisco Fed showed. It offered a false signal just once in that ...

The Dow Jones 30 Index Fell 129.44 Points on July 5 The 2-year yield was 2.792% while the 10-year yield remained below that at 2.789%. Unlock your all-in-one trading dashboard with real-time ...

Recession calls have grown louder and more common ever since Deutsche Bank became the first big bank to predict a downturn in April of last year. But in the 14-plus months that have passed since ...

The year 2024 may be another anomaly. "This time around, though, it is starting to look like the curve may normalize because longer-term bond yields would rise in a bear steepening, interviews ...

The US yield curve is looking very interesting indeed. In normal times, yield curves slope upwards: investors are compensated with higher returns when they lock away money over the long term. This is ...

The yield curve has been a good predictor of recession, but offers no clear insight as to severity They have not been perfect, occasionally falsely flagging recessions, such as in the mid-1960s.

We have a baseline view for a 5% 10-year yield and a 150bp curve from the funds rate out, which we feel is fair given the size of the deficit, and broadly agnostic to the election outcome.