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Treasury Yields, Fed Funds & Credit Spreads

The shape of the yield curve, the level of policy rates, the market's read on inflation, and the price of corporate credit — sourced live from FRED. Daily, in percent unless noted.

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Yield Curve — Today vs. One Year Ago

Treasury constant-maturity yields, %

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Source: Federal Reserve via FRED — constant-maturity yields (3M / 2Y / 5Y / 10Y / 30Y).

10-Year Treasury Yield

Constant-maturity yield, %

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Source: Federal Reserve via FRED — DGS10.

10-Year Minus 2-Year Spread

Recession indicator — below zero = inverted curve

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Source: Federal Reserve via FRED — T10Y2Y.

Fed Funds vs. 10-Year Treasury

Policy rate vs. long-term market yield

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Source: Federal Reserve via FRED — DGS10, DFF.

Real 10-Year Yield & Inflation Expectations

Nominal 10Y = real yield (TIPS) + 10Y breakeven; available 2003-

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Source: Federal Reserve via FRED — DGS10, DFII10, T10YIE.

Corporate Credit Spreads (IG vs. HY)

Option-adjusted spread to Treasuries, % — dual axis

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Source: ICE BofA via FRED — BAMLC0A0CM (IG OAS), BAMLH0A0HYM2 (HY OAS).