Yield Curve Dashboard

The 10-year minus 2-year Treasury spread, the 10-year minus 3-month spread, and the yields behind them.

10y–2y spread, Oct 13, 2026
0.42 pp
Change vs prior
−0.02 pp
Change vs a year ago
−0.11 pp
5-year high
1.25 pp
5-year low
-1.08 pp

10y–2y spread since 2000

Related series

10y–3m spread T10Y3M 0.95 pp

10-year Treasury yield DGS10 5.21%

2-year Treasury yield DGS2 4.79%

Source: FRED (Federal Reserve Bank of St. Louis) via the FinzData macro store, latest vintage. Monthly points; daily and weekly series show the last value of each month. Every series here is one API call with point-in-time vintages: c.macro("T10Y2Y", as_of="2026-10-13"). Get a free API key · Explore all dashboards

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Common questions

What is the yield curve?

The yield curve shows interest rates across maturities for US Treasury securities. The US Treasury issues the bonds and analysts watch it for growth signals.

Why does the yield curve matter?

The yield curve matters because its shape reflects expectations for growth and policy. The US Treasury market provides the underlying rates for analysis.

How is the yield curve used?

The yield curve is used to assess recession risk and pricing of assets. The US Treasury data updates on release day for monitoring.