Treasury Spread: 10 yr bond rate-3 month bill rate
[Pages:1]Treasury Spread: 10 yr bond rate-3 month bill rate
Monthly Average (Percent) 5
4
Jan 2022 = 1.6079
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
Probability of US Recession Predicted by Treasury Spread*
Twelve Months Ahead (month averages) 1
0.9
Jan 2023 = 6.0442%
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
*Parameters estimated using data from January 1959 to December 2009, recession probabilities predicted using data through Jan 2022. The parameter estimates are =-0.5333, =-0.6330.
Updated 04-Feb-2022
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
................
................
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
- thomson one symbols
- series i savings bond earnings rates effective
- interest rates inflation 1900 2019 an inconsistent
- the long term real interest rate for social
- investor bulletin interest rate risk — when interest rates
- understanding treasury futures
- series ee series i savings bond redemption value tables
- treasury rates since 1950 wealthvest
- treasury spread 10 yr bond rate 3 month bill rate