Title: 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity Series ID: T10Y2YM Source: Federal Reserve Bank of St. Louis Release: Interest Rate Spreads (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Percent Date Range: 1976-06-01 to 2024-02-01 Last Updated: 2024-03-01 4:01 PM CST Notes: Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and 2-Year Treasury Constant Maturity (BC_2YEARM). Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). DATE VALUE 1976-06-01 0.80 1976-07-01 0.98 1976-08-01 1.14 1976-09-01 1.17 1976-10-01 1.43 1976-11-01 1.48 1976-12-01 1.49 1977-01-01 1.31 1977-02-01 1.30 1977-03-01 1.37 1977-04-01 1.41 1977-05-01 1.21 1977-06-01 1.15 1977-07-01 1.06 1977-08-01 0.79 1977-09-01 0.63 1977-10-01 0.41 1977-11-01 0.44 1977-12-01 0.51 1978-01-01 0.47 1978-02-01 0.46 1978-03-01 0.46 1978-04-01 0.41 1978-05-01 0.34 1978-06-01 0.22 1978-07-01 0.15 1978-08-01 0.04 1978-09-01 -0.15 1978-10-01 -0.21 1978-11-01 -0.61 1978-12-01 -0.71 1979-01-01 -0.76 1979-02-01 -0.62 1979-03-01 -0.67 1979-04-01 -0.60 1979-05-01 -0.53 1979-06-01 -0.31 1979-07-01 -0.19 1979-08-01 -0.43 1979-09-01 -0.73 1979-10-01 -1.19 1979-11-01 -1.16 1979-12-01 -1.00 1980-01-01 -0.70 1980-02-01 -1.01 1980-03-01 -2.13 1980-04-01 -1.03 1980-05-01 0.73 1980-06-01 1.05 1980-07-01 1.22 1980-08-01 0.57 1980-09-01 -0.06 1980-10-01 -0.34 1980-11-01 -0.83 1980-12-01 -1.24 1981-01-01 -0.69 1981-02-01 -0.73 1981-03-01 -0.45 1981-04-01 -0.47 1981-05-01 -1.36 1981-06-01 -1.04 1981-07-01 -1.07 1981-08-01 -1.34 1981-09-01 -1.14 1981-10-01 -0.39 1981-11-01 0.51 1981-12-01 0.43 1982-01-01 0.02 1982-02-01 -0.39 1982-03-01 -0.33 1982-04-01 -0.33 1982-05-01 -0.16 1982-06-01 -0.17 1982-07-01 0.15 1982-08-01 0.74 1982-09-01 0.56 1982-10-01 0.72 1982-11-01 0.75 1982-12-01 0.88 1983-01-01 1.13 1983-02-01 1.08 1983-03-01 0.85 1983-04-01 0.83 1983-05-01 0.89 1983-06-01 0.67 1983-07-01 0.69 1983-08-01 0.78 1983-09-01 0.86 1983-10-01 0.97 1983-11-01 1.03 1983-12-01 0.99 1984-01-01 1.03 1984-02-01 1.05 1984-03-01 1.01 1984-04-01 0.94 1984-05-01 0.94 1984-06-01 0.65 1984-07-01 0.48 1984-08-01 0.29 1984-09-01 0.32 1984-10-01 0.56 1984-11-01 0.92 1984-12-01 1.32 1985-01-01 1.45 1985-02-01 1.34 1985-03-01 1.15 1985-04-01 1.34 1985-05-01 1.46 1985-06-01 1.47 1985-07-01 1.54 1985-08-01 1.39 1985-09-01 1.39 1985-10-01 1.38 1985-11-01 1.20 1985-12-01 1.11 1986-01-01 1.05 1986-02-01 0.73 1986-03-01 0.57 1986-04-01 0.60 1986-05-01 0.64 1986-06-01 0.62 1986-07-01 0.63 1986-08-01 0.84 1986-09-01 1.10 1986-10-01 1.15 1986-11-01 0.97 1986-12-01 0.84 1987-01-01 0.85 1987-02-01 0.85 1987-03-01 0.83 1987-04-01 1.00 1987-05-01 0.85 1987-06-01 0.83 1987-07-01 1.01 1987-08-01 1.01 1987-09-01 1.08 1987-10-01 1.12 1987-11-01 1.17 1987-12-01 1.13 1988-01-01 1.04 1988-02-01 1.03 1988-03-01 1.10 1988-04-01 1.13 1988-05-01 1.09 1988-06-01 0.89 1988-07-01 0.78 1988-08-01 0.63 1988-09-01 0.52 1988-10-01 0.45 1988-11-01 0.29 1988-12-01 0.02 1989-01-01 -0.09 1989-02-01 -0.20 1989-03-01 -0.32 1989-04-01 -0.27 1989-05-01 -0.16 1989-06-01 -0.13 1989-07-01 0.20 1989-08-01 -0.03 1989-09-01 -0.09 1989-10-01 0.03 1989-11-01 0.07 1989-12-01 0.06 1990-01-01 0.12 1990-02-01 0.10 1990-03-01 -0.04 1990-04-01 0.07 1990-05-01 0.12 1990-06-01 0.13 1990-07-01 0.31 1990-08-01 0.69 1990-09-01 0.81 1990-10-01 0.84 1990-11-01 0.79 1990-12-01 0.77 1991-01-01 0.96 1991-02-01 0.98 1991-03-01 1.01 1991-04-01 1.09 1991-05-01 1.29 1991-06-01 1.32 1991-07-01 1.35 1991-08-01 1.47 1991-09-01 1.47 1991-10-01 1.62 1991-11-01 1.86 1991-12-01 2.06 1992-01-01 2.07 1992-02-01 2.13 1992-03-01 1.85 1992-04-01 2.14 1992-05-01 2.16 1992-06-01 2.21 1992-07-01 2.48 1992-08-01 2.40 1992-09-01 2.53 1992-10-01 2.51 1992-11-01 2.29 1992-12-01 2.10 1993-01-01 2.21 1993-02-01 2.16 1993-03-01 2.03 1993-04-01 2.13 1993-05-01 2.06 1993-06-01 1.80 1993-07-01 1.74 1993-08-01 1.68 1993-09-01 1.51 1993-10-01 1.46 1993-11-01 1.56 1993-12-01 1.56 1994-01-01 1.61 1994-02-01 1.50 1994-03-01 1.48 1994-04-01 1.42 1994-05-01 1.21 1994-06-01 1.17 1994-07-01 1.17 1994-08-01 1.06 1994-09-01 1.07 1994-10-01 1.01 1994-11-01 0.81 1994-12-01 0.22 1995-01-01 0.27 1995-02-01 0.36 1995-03-01 0.42 1995-04-01 0.49 1995-05-01 0.46 1995-06-01 0.45 1995-07-01 0.50 1995-08-01 0.51 1995-09-01 0.39 1995-10-01 0.34 1995-11-01 0.45 1995-12-01 0.39 1996-01-01 0.54 1996-02-01 0.78 1996-03-01 0.61 1996-04-01 0.55 1996-05-01 0.64 1996-06-01 0.61 1996-07-01 0.60 1996-08-01 0.61 1996-09-01 0.60 1996-10-01 0.62 1996-11-01 0.50 1996-12-01 0.52 1997-01-01 0.57 1997-02-01 0.52 1997-03-01 0.47 1997-04-01 0.44 1997-05-01 0.43 1997-06-01 0.40 1997-07-01 0.33 1997-08-01 0.36 1997-09-01 0.33 1997-10-01 0.26 1997-11-01 0.17 1997-12-01 0.09 1998-01-01 0.18 1998-02-01 0.15 1998-03-01 0.09 1998-04-01 0.08 1998-05-01 0.06 1998-06-01 -0.02 1998-07-01 0.00 1998-08-01 0.07 1998-09-01 0.14 1998-10-01 0.44 1998-11-01 0.29 1998-12-01 0.14 1999-01-01 0.10 1999-02-01 0.12 1999-03-01 0.18 1999-04-01 0.20 1999-05-01 0.29 1999-06-01 0.28 1999-07-01 0.24 1999-08-01 0.26 1999-09-01 0.26 1999-10-01 0.25 1999-11-01 0.17 1999-12-01 0.18 2000-01-01 0.22 2000-02-01 -0.09 2000-03-01 -0.27 2000-04-01 -0.41 2000-05-01 -0.37 2000-06-01 -0.38 2000-07-01 -0.29 2000-08-01 -0.40 2000-09-01 -0.28 2000-10-01 -0.17 2000-11-01 -0.16 2000-12-01 -0.11 2001-01-01 0.40 2001-02-01 0.44 2001-03-01 0.55 2001-04-01 0.91 2001-05-01 1.13 2001-06-01 1.20 2001-07-01 1.20 2001-08-01 1.21 2001-09-01 1.61 2001-10-01 1.84 2001-11-01 1.87 2001-12-01 1.98 2002-01-01 2.01 2002-02-01 1.89 2002-03-01 1.72 2002-04-01 1.79 2002-05-01 1.90 2002-06-01 1.94 2002-07-01 2.09 2002-08-01 2.13 2002-09-01 1.87 2002-10-01 2.03 2002-11-01 2.13 2002-12-01 2.19 2003-01-01 2.31 2003-02-01 2.27 2003-03-01 2.24 2003-04-01 2.34 2003-05-01 2.15 2003-06-01 2.10 2003-07-01 2.51 2003-08-01 2.59 2003-09-01 2.56 2003-10-01 2.54 2003-11-01 2.37 2003-12-01 2.36 2004-01-01 2.39 2004-02-01 2.34 2004-03-01 2.25 2004-04-01 2.28 2004-05-01 2.19 2004-06-01 1.97 2004-07-01 1.86 2004-08-01 1.77 2004-09-01 1.60 2004-10-01 1.52 2004-11-01 1.34 2004-12-01 1.22 2005-01-01 1.00 2005-02-01 0.79 2005-03-01 0.77 2005-04-01 0.69 2005-05-01 0.50 2005-06-01 0.36 2005-07-01 0.31 2005-08-01 0.22 2005-09-01 0.25 2005-10-01 0.19 2005-11-01 0.12 2005-12-01 0.07 2006-01-01 0.02 2006-02-01 -0.10 2006-03-01 -0.01 2006-04-01 0.10 2006-05-01 0.14 2006-06-01 -0.01 2006-07-01 -0.03 2006-08-01 -0.02 2006-09-01 -0.05 2006-10-01 -0.07 2006-11-01 -0.14 2006-12-01 -0.11 2007-01-01 -0.12 2007-02-01 -0.13 2007-03-01 -0.01 2007-04-01 0.02 2007-05-01 -0.02 2007-06-01 0.12 2007-07-01 0.18 2007-08-01 0.36 2007-09-01 0.51 2007-10-01 0.56 2007-11-01 0.81 2007-12-01 0.98 2008-01-01 1.26 2008-02-01 1.77 2008-03-01 1.89 2008-04-01 1.63 2008-05-01 1.43 2008-06-01 1.33 2008-07-01 1.44 2008-08-01 1.47 2008-09-01 1.61 2008-10-01 2.20 2008-11-01 2.32 2008-12-01 1.60 2009-01-01 1.71 2009-02-01 1.89 2009-03-01 1.89 2009-04-01 2.00 2009-05-01 2.36 2009-06-01 2.54 2009-07-01 2.54 2009-08-01 2.47 2009-09-01 2.44 2009-10-01 2.44 2009-11-01 2.60 2009-12-01 2.72 2010-01-01 2.80 2010-02-01 2.83 2010-03-01 2.77 2010-04-01 2.79 2010-05-01 2.59 2010-06-01 2.48 2010-07-01 2.39 2010-08-01 2.18 2010-09-01 2.17 2010-10-01 2.16 2010-11-01 2.31 2010-12-01 2.67 2011-01-01 2.78 2011-02-01 2.81 2011-03-01 2.71 2011-04-01 2.73 2011-05-01 2.61 2011-06-01 2.59 2011-07-01 2.59 2011-08-01 2.07 2011-09-01 1.77 2011-10-01 1.87 2011-11-01 1.76 2011-12-01 1.72 2012-01-01 1.73 2012-02-01 1.69 2012-03-01 1.83 2012-04-01 1.76 2012-05-01 1.51 2012-06-01 1.33 2012-07-01 1.28 2012-08-01 1.41 2012-09-01 1.46 2012-10-01 1.47 2012-11-01 1.38 2012-12-01 1.46 2013-01-01 1.64 2013-02-01 1.71 2013-03-01 1.70 2013-04-01 1.53 2013-05-01 1.68 2013-06-01 1.97 2013-07-01 2.24 2013-08-01 2.38 2013-09-01 2.41 2013-10-01 2.28 2013-11-01 2.42 2013-12-01 2.56 2014-01-01 2.47 2014-02-01 2.38 2014-03-01 2.32 2014-04-01 2.29 2014-05-01 2.17 2014-06-01 2.15 2014-07-01 2.03 2014-08-01 1.95 2014-09-01 1.96 2014-10-01 1.85 2014-11-01 1.80 2014-12-01 1.57 2015-01-01 1.33 2015-02-01 1.36 2015-03-01 1.40 2015-04-01 1.40 2015-05-01 1.59 2015-06-01 1.67 2015-07-01 1.65 2015-08-01 1.47 2015-09-01 1.46 2015-10-01 1.43 2015-11-01 1.38 2015-12-01 1.26 2016-01-01 1.19 2016-02-01 1.05 2016-03-01 1.01 2016-04-01 1.04 2016-05-01 0.99 2016-06-01 0.91 2016-07-01 0.83 2016-08-01 0.82 2016-09-01 0.86 2016-10-01 0.92 2016-11-01 1.16 2016-12-01 1.29 2017-01-01 1.22 2017-02-01 1.22 2017-03-01 1.17 2017-04-01 1.06 2017-05-01 1.00 2017-06-01 0.85 2017-07-01 0.95 2017-08-01 0.87 2017-09-01 0.82 2017-10-01 0.81 2017-11-01 0.65 2017-12-01 0.56 2018-01-01 0.55 2018-02-01 0.68 2018-03-01 0.56 2018-04-01 0.49 2018-05-01 0.47 2018-06-01 0.38 2018-07-01 0.28 2018-08-01 0.25 2018-09-01 0.23 2018-10-01 0.29 2018-11-01 0.26 2018-12-01 0.15 2019-01-01 0.17 2019-02-01 0.18 2019-03-01 0.16 2019-04-01 0.19 2019-05-01 0.19 2019-06-01 0.26 2019-07-01 0.22 2019-08-01 0.06 2019-09-01 0.05 2019-10-01 0.16 2019-11-01 0.20 2019-12-01 0.25 2020-01-01 0.24 2020-02-01 0.17 2020-03-01 0.42 2020-04-01 0.44 2020-05-01 0.50 2020-06-01 0.55 2020-07-01 0.47 2020-08-01 0.51 2020-09-01 0.55 2020-10-01 0.64 2020-11-01 0.70 2020-12-01 0.79 2021-01-01 0.95 2021-02-01 1.14 2021-03-01 1.46 2021-04-01 1.47 2021-05-01 1.47 2021-06-01 1.32 2021-07-01 1.10 2021-08-01 1.06 2021-09-01 1.13 2021-10-01 1.19 2021-11-01 1.05 2021-12-01 0.78 2022-01-01 0.78 2022-02-01 0.49 2022-03-01 0.22 2022-04-01 0.21 2022-05-01 0.28 2022-06-01 0.14 2022-07-01 -0.14 2022-08-01 -0.35 2022-09-01 -0.34 2022-10-01 -0.40 2022-11-01 -0.61 2022-12-01 -0.67 2023-01-01 -0.68 2023-02-01 -0.78 2023-03-01 -0.64 2023-04-01 -0.56 2023-05-01 -0.56 2023-06-01 -0.89 2023-07-01 -0.93 2023-08-01 -0.73 2023-09-01 -0.64 2023-10-01 -0.27 2023-11-01 -0.38 2023-12-01 -0.44 2024-01-01 -0.26 2024-02-01 -0.33