Macro Lens

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Yield curve (10Y−2Y)

T10Y2Y · One of the nine sensors MacroLens watches daily.

What it measures: Long-term vs. short-term interest rates

How to read it: Normal = long rates higher (healthy); inverted = short above long (markets bracing)

Why investors watch it: The most-watched recession sensor in finance — inversions have preceded most modern U.S. recessions, which is why its flips make headlines

Currently normalheld 458 trading days. Long-term rates above short-term — the configuration historically associated with ordinary conditions Last change: Sep 6, 2024.

What would flip this reading: This reading shifts to inverted if it crosses -0.05; today's reading is 0.38 — 0.43 percentage points away.

Flip history

DateChangeReading
Sep 6, 2024inverted normal0.06
Jul 11, 2022normal inverted-0.08
Apr 6, 2022inverted normal0.11
Apr 1, 2022normal inverted-0.05
Jun 7, 2007inverted normal0.08
May 8, 2007normal inverted-0.05
Mar 28, 2007inverted normal0.09
Jun 13, 2006normal inverted-0.05
Apr 6, 2006inverted normal0.06
Mar 24, 2006normal inverted-0.05
Mar 14, 2006inverted normal0.05
Feb 3, 2006normal inverted-0.05
Jan 2, 2001inverted normal0.05
Feb 3, 2000normal inverted-0.07
Jul 17, 1998inverted normal0.05
Jun 15, 1998normal inverted-0.05
Apr 9, 1990inverted normal0.05
Mar 9, 1990normal inverted-0.08
Nov 8, 1989inverted normal0.09
Nov 3, 1989normal inverted-0.05
Oct 13, 1989inverted normal0.18
Aug 14, 1989normal inverted-0.07
Jul 3, 1989inverted normal0.07
Jan 5, 1989normal inverted-0.05
Jul 19, 1982inverted normal0.16
Jun 2, 1982normal inverted-0.09
May 26, 1982inverted normal0.06
May 21, 1982normal inverted-0.05
May 20, 1982inverted normal0.05
Jan 18, 1982normal inverted-0.08
Nov 2, 1981inverted normal0.13
Sep 15, 1980normal inverted-0.17
May 2, 1980inverted normal0.20
Aug 21, 1978normal inverted-0.06

History of state changes only — not a prediction, and not a claim about what followed. Data source: FRED®, Federal Reserve Bank of St. Louis.