Loading page content
Loading page content
US 2-Year Treasury Yield climbed to 4.08 Percent in May 2026, up 0.04 Percent from April's 4.04 Percent reading.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Signal Bias | Action |
|---|---|---|---|---|---|
| USD/JPY | ▲ Direct | +0.29 | FOREX | Bullish USD | → View |
| USD/CHF | ▲ Direct | +0.26 | FOREX | Bullish USD | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
2-Year Treasury Yield (United States) was reported at 4.08 Percent in May 2026. The reading rose from the previous value of 4.04 Percent. Over the past 12 months, the indicator has averaged 3.68 Percent, ranging from 3.38 Percent to 4.13 Percent across 249 releases. This is classified as a critical-impact indicator released on a daily basis.
The trailing three releases averaged 4.08 Percent, up from the prior three at 4.05 Percent. Volatility over the past year (σ 0.18 Percent) is lower than the prior year (σ 0.33 Percent). In May readings over the past 3 years, 2-Year Treasury Yield has averaged 4.30 Percent.
Same-country events in the next 14 days include Chicago Fed National Activity Index (May 25) and Chicago Fed National Activity Index (May 26).
Auto-generated from current model state · Refreshes on each release · Last update May 2026.
US 2-Year Treasury Yield rose to 4.080000% on May 21, up from 4.040000% on May 20, marking a continuation of recent upward momentum. The yield climbed steadily throughout May, reflecting persistent market demand for short-term debt amid evolving monetary policy expectations. Investors remain attentive to upcoming Federal Reserve signals as the yield approaches levels last seen earlier this month. Updated 5/23/26
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. Releases in this category are tier-1 market events that frequently produce same-session cross-asset repricing. Released daily.
Latest reading (May 2026): actual 4.08 Percent. Prior reading (May 2026): 4.04 Percent. Before that (May 2026): 4.13 Percent.
Sigmacast's 1-month forecast points to a similar reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bullish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary tailwind in the current projection.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| Friday, May 22, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 14:00 | Leading Index MoM | 0.1 | -0.6 | -0.1 | 0.00 | Medium | |
| 14:00 | Michigan Inflation Expectations | 4.8 | 4.7 | 4.5 | 4.65 | Low | |
| 14:00 | Michigan Current Conditions | 45.8 | 52.5 | 47.9 | 46.85 | Low | |
| 14:00 | Michigan Consumer Sentiment | 44.8 | 49.8 | 48.2 | 46.50 | Medium | |
| 14:00 | Michigan Consumer Expectations | 44.1 | 48.1 | 48.4 | 46.25 | Low | |
| 14:00 | Michigan 1 Year Inflation Expectations | 4.8 | 4.7 | 4.5 | 4.65 | Medium | |
| 14:00 | Michigan 5 Year Inflation Expectations | 3.9 | 3.5 | 3.4 | 3.65 | Low | |
| 17:00 | Baker Hughes Oil Rig Count | 425 | 415 | 416 | 420.50 | Low | |
| Tuesday, May 26, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Chicago Fed National Activity Index | -0.2 | -0.3 | -0.30 | Medium | ||
| 13:00 | S&P/Case-Shiller Home Price MoM | 0.4 | 0.5 | 0.50 | Low | ||
| 13:00 | House Price Index MoM | 0 | 0.1 | -0.05 | Low | ||
| 13:00 | House Price Index YoY | 1.7 | 1.8 | 1.80 | Low | ||
| 13:00 | House Price Index | 441.4 | 441.8 | 440.20 | Low | ||
| 13:00 | S&P/Case-Shiller Home Price YoY | 0.9 | 1 | 1.00 | Medium | ||
| 14:00 | CB Consumer Confidence | 92.8 | 91.9 | 93.80 | High | ||
| 14:30 | Dallas Fed Manufacturing Index | -2.3 | -1 | 0.85 | Medium | ||
| Wednesday, May 27, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 14:00 | Richmond Fed Services Index | 9 | 8 | 8.00 | Low | ||
| 14:00 | Richmond Fed Manufacturing Shipments Index | -2 | -1 | -4.50 | Low | ||
| 14:00 | Richmond Fed Manufacturing Index | 3 | 4 | 3.00 | Low | ||
| 14:30 | Dallas Fed Services Index | -9.9 | -8 | -10.40 | Low | ||
| 14:30 | Dallas Fed Services Revenues Index | 4.3 | 3.5 | 2.55 | Low | ||