10-2 YEAR 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 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.

    PRIMARY FORECAST MODEL

    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.