Bonds · Curve spreads

← Bonds · dollar → bonds → yen → hard assets · data to 2026-10-19

US yield curve spreads, last 7 weeks (bp)

7 weeks to Oct 19: 4 of 10 pairs flattened, 5 steepened. 10s30s +33 bp (-6 over 7 wks) · 2s10s +38 bp.
pairSep 11Oct 197-wk chg
1/2Mo+12+6-6
2/3Mo+2+10+8
3/6Mo+5+10+5
6Mo/1Y+23+13-10
1/2Y+28+27-1
2/3Y+6+8+2
3/5Y+9+9+0
5/7Y+9+10+1
7/10Y+9+11+2
10/30Y+39+33-6

longer maturity minus shorter, bp, last business day of each of the last 7 weeks (latest bars labelled). green = flatter over the 7 weeks.

source: US Treasury daily par yield curve (has the 2-month point FRED lacks), daily pull in the 2:41 PT run.