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US 2-Year Treasury Yield climbed to 4.8 Percent in October 2026, up 0.05 Percent from September's 4.75 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 | Co-movement | Action |
|---|---|---|---|---|---|
| USD/JPY | ▲ Direct | +0.30 | FOREX | Moves with | → View |
| EUR/USD | ▼ Inverse | −0.27 | FOREX | Moves against | → View |
| USD/CHF | ▲ Direct | +0.26 | FOREX | Moves with | → 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 4.80 Percent in October 2026. The reading rose from the previous value of 4.75 Percent. Over the past 12 months, the indicator has averaged 3.90 Percent, ranging from 3.38 Percent to 4.92 Percent across 249 releases. This is classified as a critical-impact indicator released on a daily basis.
The trailing three releases averaged 4.77 Percent, down from the prior three at 4.82 Percent. Volatility over the past year (σ 0.40 Percent) is higher than the prior year (σ 0.24 Percent). In October readings over the past 3 years, 2-Year Treasury Yield has averaged 4.12 Percent.
Same-country events in the next 14 days include Fed Bowman Speech (Oct 14) and MBA 30-Year Mortgage Rate (Oct 14).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
The US 2-Year Treasury Yield closed at 4.750000% on October 8, 2026, slightly below the previous close of 4.770000% on October 7. This marks a modest decline after a peak near 4.92% at the end of September, indicating a subtle easing in short-term borrowing costs. Market participants remain attentive to upcoming Federal Reserve signals amid this gradual yield retreat. Updated 10/10/26
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 (Oct 2026): actual 4.8 Percent. Prior reading (Oct 2026): 4.75 Percent. Before that (Oct 2026): 4.77 Percent.
Sigmacast's 1-month forecast points to a lower reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bearish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary headwind in the current projection.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
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| Tuesday, October 13, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 10:00 | NFIB Business Optimism Index | 97.9 | 98.7 | 98 | 97.95 | Low | |
| 14:00 | Existing Home Sales MoM | 1.5 | -3.2 | -0.3 | 0.60 | High | |
| 14:00 | Existing Home Sales | 3.99 | 3.93 | 3.95 | 3.97 | High | |
| 15:30 | 3-Month Bill Auction | 4.085 | 4.05 | 4.009 | 4.05 | Low | |
| Wednesday, October 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Inflation Rate YoY | 3.4 | 3.6 | 3.60 | High | ||
| 12:30 | Core Inflation Rate YoY | 2.4 | 2.5 | 2.50 | High | ||
| 12:30 | CPI s.a | 334.131 | 335.8 | 335.80 | High | ||
| 12:30 | Core Inflation Rate MoM | 0.3 | 0.2 | 0.20 | High | ||
| 12:30 | Inflation Rate MoM | 0.4 | 0.6 | 0.60 | High | ||
| 12:30 | CPI | 334.98 | 336.8 | 336.80 | High | ||
| 12:30 | Inflation Rate | 334.98 | 336.65 | 336.65 | High | ||
| 18:00 | Budget Balance | -167 | -29 | -29.00 | Medium | ||
| Thursday, October 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Producer Price Index YoY | 5.4 | 5.3 | 5.30 | Low | ||
| 12:30 | Philadelphia Fed Manufacturing Index | 37.8 | 28.4 | 42.60 | Medium | ||
| 12:30 | NY Empire State Manufacturing Index | 7.6 | 10.3 | 10.30 | High | ||
| 12:30 | Core PPI YoY | 4.6 | 4.4 | 4.40 | Low | ||
| 12:30 | Continuing Jobless Claims | 1716 | 1710 | 1702.50 | High | ||
| 12:30 | PPI Ex Food, Energy and Trade YoY | 4.7 | 4.7 | 4.70 | Low | ||
| 12:30 | Producer Price Index MoM | 0.4 | 0.5 | 0.50 | High | ||
| 12:30 | PPI Ex Food, Energy and Trade MoM | 0.3 | 0.3 | 0.30 | Low | ||
| 12:30 | Initial Jobless Claims | 197 | 200 | 195.50 | High | ||
| 12:30 | Producer Price Index | 157.411 | 159.1 | 159.10 | Low | ||
| 12:30 | Jobless Claims 4-Week Average | 198 | 199 | 198.13 | High | ||
| 12:30 | Core PPI MoM | 0.2 | 0.3 | 0.30 | Medium | ||
| 12:30 | Retail Sales MoM | 1.4 | 0.3 | 0.30 | High | ||
| 12:30 | Retail Sales Ex Autos MoM | 1.4 | 0.5 | 0.45 | High | ||
| 12:30 | Retail Sales Ex Gas/Autos MoM | 1.2 | 0.2 | 0.25 | High | ||
| 12:30 | Retail Sales YoY | 6 | 5.2 | 5.20 | High | ||
| 13:30 | Retail Sales YoY | 6 | 5.2 | 5.20 | High | ||
| 13:30 | Retail Sales Ex Autos MoM | 1.4 | 0.5 | 0.45 | High | ||
| 13:30 | Retail Sales MoM | 1.2 | 0.1 | 0.10 | High | ||
| 13:30 | Retail Sales Ex Gas/Autos MoM | 1.2 | 0.2 | 0.25 | High | ||
| 14:00 | Business Inventories MoM | 0.8 | 0.4 | 0.40 | Medium | ||