Loading page content
Loading page content
US 10Y-2Y Treasury Spread fell to 0.38 Percent in June 2026, down 0.02 Percent from May's 0.4 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).
10Y-2Y Treasury Spread (United States) was reported at 0.38 Percent in June 2026. The reading fell from the previous value of 0.40 Percent. Over the past 12 months, the indicator has averaged 0.55 Percent, ranging from 0.38 Percent to 0.74 Percent across 250 releases. This is classified as a critical-impact indicator released on a daily basis.
The trailing three releases averaged 0.39 Percent, down from the prior three at 0.41 Percent. Volatility over the past year (σ 0.08 Percent) is lower than the prior year (σ 0.26 Percent). In June readings over the past 3 years, 10Y-2Y Treasury Spread has averaged -0.04 Percent.
Same-country events in the next 14 days include Philadelphia Fed Manufacturing Index (Jun 18) and Initial Jobless Claims (Jun 18).
Auto-generated from current model state · Refreshes on each release · Last update June 2026.
The US 10Y-2Y Treasury Spread stood at 0.400000% on June 15, unchanged from May's 0.390000%. The spread remains positive, indicating continued yield curve steepness after a slight dip earlier in June. Market focus stays on Federal Reserve signals amid stable long-short Treasury yield differentials. Updated 6/16/26
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 (Jun 2026): actual 0.38 Percent. Prior reading (Jun 2026): 0.4 Percent. Before that (Jun 2026): 0.39 Percent.
Sigmacast's 1-month forecast points to a materially 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.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| Tuesday, June 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Building Permits MoM | -0.7 | 4.4 | -0.6 | -0.45 | Medium | |
| 12:30 | Building Permits | 1.413 | 1.423 | 1.42 | 1.42 | High | |
| 12:30 | Import Prices YoY | 6.7 | 4.2 | 6 | 6.35 | Low | |
| 12:30 | Housing Starts MoM | -15.4 | -8.5 | -2 | -8.70 | Medium | |
| 12:30 | Housing Starts | 1.177 | 1.392 | 1.43 | 1.30 | High | |
| 12:30 | Export Prices YoY | 11.2 | 8.8 | 10.4 | 10.80 | Low | |
| 12:30 | Import Prices MoM | 1.9 | 2 | 1 | 1.45 | Medium | |
| 12:30 | Export Prices MoM | 1.3 | 3.5 | 1.2 | 1.25 | Medium | |
| 16:00 | Atlanta Fed GDPNow | 2.8 | 3.3 | 3.3 | 3.18 | Medium | |
| 20:30 | API Crude Oil Stock Change | -8.33 | -9.119 | -4.5 | -6.42 | Medium | |
| Wednesday, June 17, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Retail Sales MoM | 0.9 | 0.4 | 0.5 | 0.70 | High | |
| 12:30 | Retail Sales Ex Gas/Autos MoM | 0.5 | 0.5 | 0.5 | 0.50 | Low | |
| 12:30 | Retail Sales YoY | 6.9 | 4.8 | 4 | 5.45 | Low | |
| 12:30 | Retail Sales Ex Autos MoM | 0.8 | 0.7 | 0.5 | 0.65 | Medium | |
| 14:00 | Business Inventories MoM | 0.5 | 1 | 0.5 | 0.50 | Medium | |
| 14:00 | Pending Home Sales YoY | 4.8 | 3.2 | 3 | 3.90 | Medium | |
| 14:00 | Pending Home Sales MoM | 3.8 | 0.3 | 0.8 | 2.30 | Medium | |
| 14:00 | Retail Inventories Ex Autos MoM | 0.6 | 0.6 | 0.6 | 0.60 | Low | |
| 14:30 | EIA Crude Oil Stocks Change | -8.262 | -7.228 | -4.6 | -4.08 | Medium | |
| 14:30 | EIA Gasoline Stocks Change | -0.906 | 0.186 | -1 | -1.94 | Medium | |
| 14:30 | EIA Distillate Stocks Change | 0.951 | -0.2 | -0.5 | -0.39 | Low | |
| 15:00 | Atlanta Fed GDPNow | 3 | 2.8 | 2.8 | 2.68 | Medium | |
| 18:00 | Fed Interest Rate Decision | 3.75 | 3.75 | 3.75 | 3.75 | High | |
| Thursday, June 18, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Continuing Jobless Claims | 1795 | 1800 | 1803.50 | Low | ||
| 12:30 | Philadelphia Fed Manufacturing Index | -0.4 | 10 | 14.05 | Medium | ||
| 12:30 | Jobless Claims 4-Week Average | 219 | 223 | 221.50 | Low | ||
| 12:30 | Initial Jobless Claims | 229 | 225 | 220.00 | Medium | ||
| 14:00 | Leading Index MoM | 0.1 | 0.1 | 0.10 | Medium | ||
| 20:00 | Net Long-Term TIC Flows | 81.3 | 75 | 46.95 | Medium | ||