Treasury Spread: 10 yr bond rate-3 month bill rate
Treasury Spread: 10 yr bond rate-3 month bill rate
Monthly Average (Percent) 5
4
Sep 2023 = -1.0874
3
2
1
0
-1
-2
-3
-4
1959 1961 1963 1965 1967 1969 1971 1973 1975 1977 1979 1981 1983 1985 1987 1989 1991 1993 1995 1997 1999 2001 2003 2005 2007 2009 2011 2013 2015 2017 2019 2021 2023
Probability of US Recession Predicted by Treasury Spread*
Twelve Months Ahead (month averages) 1
0.9
Sep 2024 = 56.1602%
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
1961 1963 1965 1967 1969 1971 1973 1975 1977 1979 1981 1983 1985 1987 1989 1991 1993 1995 1997 1999 2001 2003 2005 2007 2009 2011 2013 2015 2017 2019 2021 2023
*Parameters estimated using data from January 1959 to December 2009, recession probabilities predicted using data through Sep 2023. The parameter estimates are =-0.5333, =-0.6330.
Updated 04-Oct-2023
................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- understanding the correlation between cap rates and
- treasury spread 10 yr bond rate 3 month bill rate
- how cbo projects the real rate of interest on 10 year
- understanding treasury futures
- asx 3 and 10 year treasury bonds futures and options
- treasury auction results
- guide to the cboe cbot 10 year treasury note volatility