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US 2-Year Treasury Yield fell to 4.61 Percent in October 2026, down 0.06 Percent from September's 4.67 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 4.61 Percent in October 2026. The reading fell from the previous value of 4.67 Percent. Over the past 12 months, the indicator has averaged 3.97 Percent, ranging from 3.38 Percent to 4.92 Percent across 248 releases. This is classified as a critical-impact indicator released on a daily basis.
The indicator has been trending downward over the last three releases. The trailing three releases averaged 4.66 Percent, down from the prior three at 4.67 Percent. Volatility over the past year (σ 0.43 Percent) is higher than the prior year (σ 0.26 Percent). In October readings over the past 3 years, 2-Year Treasury Yield has averaged 4.06 Percent.
Same-country events in the next 14 days include OPEC Meeting (Nov 1) and ISM Manufacturing Employment (Nov 2).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
US 2-Year Treasury Yield fell to 4.610000% in October from September’s 4.670000%, marking a decline in short-term borrowing costs. The drop from 4.67% to 4.61% signals easing pressure on yields after a period of elevated rates. Market participants will watch upcoming data for clues on Federal Reserve policy direction. Updated 10/31/26
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 4.61 Percent. Prior reading (Oct 2026): 4.67 Percent. Before that (Oct 2026): 4.7 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.
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| Monday, November 2, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 14:00 | ISM Manufacturing Prices | 77.9 | 78 | 78.40 | Low | ||
| 14:00 | ISM Manufacturing Employment | 52.7 | 53 | 54.50 | Medium | ||
| 14:00 | ISM Manufacturing PMI | 54.5 | 54.7 | 55.50 | High | ||
| 14:00 | ISM Manufacturing New Orders | 55.3 | 55.4 | 56.05 | Low | ||
| 15:00 | Construction Spending MoM | 0.9 | 0.6 | 0.45 | Low | ||
| 15:00 | ISM Manufacturing PMI | 54.5 | 54.7 | 55.50 | High | ||
| 15:00 | ISM Manufacturing Prices | 77.9 | 77.5 | 77.90 | Low | ||
| 15:00 | ISM Manufacturing Employment | 52.7 | 53 | 54.50 | Medium | ||
| 15:00 | ISM Manufacturing New Orders | 55.3 | 55.4 | 56.05 | Low | ||
| 15:30 | 3-Month Bill Auction | 4.05 | 4.009 | 4.01 | Low | ||
| 16:30 | 3-Month Bill Auction | 4.05 | 4.009 | 4.01 | Low | ||
| Tuesday, November 3, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 15:00 | JOLTs Job Openings | 7.079 | 7.1 | 7.08 | High | ||
| 15:00 | Economic Optimism Index | 46.8 | 46.2 | 45.00 | Low | ||
| 15:00 | JOLTs Job Quits | 3.066 | 3.05 | 3.14 | Low | ||
| 15:00 | Factory Orders ex Transportation | 0.3 | 0.4 | -0.05 | Low | ||
| 15:00 | Factory Orders MoM | 0.1 | 1.1 | 0.85 | Medium | ||
| 19:00 | Total Vehicle Sales | 16 | 15.9 | 19.80 | Low | ||
| Wednesday, November 4, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 13:15 | ADP Employment Change | 90 | 65 | 52.00 | High | ||
| 13:30 | Imports | 420.8 | 429.1 | 430.60 | Medium | ||
| 13:30 | Balance of Trade | -105.6 | -107.6 | -107.75 | Medium | ||
| 13:30 | Exports | 315.2 | 320.3 | 321.65 | Medium | ||
| 14:00 | ISM Services Prices | 74 | 75 | 77.05 | Low | ||
| 14:00 | ISM Services New Orders | 59.8 | 59.5 | 60.45 | Low | ||
| 14:00 | ISM Services PMI | 54.9 | 54.5 | 54.30 | High | ||
| 14:00 | ISM Services Employment | 50.1 | 50 | 47.70 | Low | ||
| 14:00 | ISM Services Business Activity | 56.5 | 56 | 57.55 | Low | ||
| 15:00 | ISM Services PMI | 54.9 | 54.8 | 54.60 | High | ||
| 15:00 | ISM Services New Orders | 59.8 | 59.5 | 60.45 | Low | ||
| 15:00 | ISM Services Prices | 74 | 75 | 77.05 | Low | ||
| 15:00 | ISM Services Employment | 50.1 | 50 | 47.70 | Low | ||
| 15:00 | ISM Services Business Activity | 56.5 | 56 | 57.55 | Low | ||