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Market Signal

10Y Minus 2Y Yield Spread

The 10Y-2Y spread is a classic recession and policy-expectations chart, especially when the curve shifts from flattening to re-steepening.

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Historical Context

Toggle the market-event markers above when you want to line recent regime shifts up with the signal.

Mar 16, 2020 COVID panic across global markets
Feb 24, 2022 Ukraine invasion jolts commodities and rates
Mar 16, 2022 Fed hiking cycle begins
Mar 10, 2023 SVB failure sparks banking stress
Sep 6, 2024 10Y-2Y closes back above zero after the long inversion

How To Read It

  • Direction matters, but the speed of the move often matters even more for equities, rates, and sectors.
  • Falling long yields usually help duration-sensitive assets, while rising yields often pressure them.
  • For the 10Y-2Y spread, re-steepening after deep inversion can matter more than the inversion headline itself.
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