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Data from FRED. Forecasts by Sigmanomics Forecast Engine.
United StatesUS 10Y-2Y Treasury Spread fell to 0.41 Percent in September 2026
FREDDailyReleased September 2026
US 10Y-2Y Treasury Spread fell to 0.41 Percent in September 2026, down 0.02 Percent from August's 0.43 Percent reading.
Latest Release
0.410000
Actual
—
Consensus
0.430000
Previous
Sigmacast Track Record
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).
THE RELEASE
10Y-2Y Treasury Spread (United States) was reported at 0.41 Percent in September 2026. The reading fell from the previous value of 0.43 Percent. Over the past 12 months, the indicator has averaged 0.52 Percent, ranging from 0.27 Percent to 0.74 Percent across 251 releases. This is classified as a critical-impact indicator released on a daily basis.
WHY IT MATTERS
The trailing three releases averaged 0.41 Percent, up from the prior three at 0.40 Percent. Volatility over the past year (σ 0.10 Percent) is lower than the prior year (σ 0.18 Percent). In September readings over the past 3 years, 10Y-2Y Treasury Spread has averaged 0.05 Percent.
WHAT TO WATCH NEXT
Same-country events in the next 14 days include OPEC Meeting (Sep 6) and MBA 30-Year Mortgage Rate (Sep 9).
Auto-generated from current model state · Refreshes on each release · Last update September 2026.
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10Y-2Y Treasury Spread - US
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About 10Y-2Y Treasury Spread — United States
DEFINITION
The US 10Y-2Y Treasury Spread narrowed to 0.410000% on September 4, 2026, down from August 31’s 0.41% and August 27’s 0.47%. This decline signals a flattening yield curve compared to late August levels. Market participants remain attentive to Federal Reserve signals amid this compression. Updated 9/5/26
WHY THIS INDICATOR MATTERS
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.
WHAT CHANGED THIS MONTH
Latest reading (Sep 2026): actual 0.41 Percent. Prior reading (Sep 2026): 0.43 Percent. Before that (Sep 2026): 0.4 Percent.
WHAT'S NEXT
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.
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EXPECTED ZONE
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Economic Calendar - US Events
| Friday, September 4, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | US | Average Hourly Earnings YoY | 3.1 | 3.2 | 3 | 3.05 | Medium |
| 12:30 | US | Participation Rate | 61.6 | 61.4 | 61.4 | 61.50 | Medium |
| 12:30 | US | Average Weekly Hours | 34.4 | 34.3 | 34.3 | 34.35 | Low |
| 12:30 | US | Average Hourly Earnings MoM | 0.3 | 0.2 | 0.3 | 0.30 | Medium |
| 12:30 | US | Government Payrolls | 35 | -50 | -11 | 12.00 | Low |
| 12:30 | US | Manufacturing Payrolls | 16 | 14 | 5 | 10.50 | Low |
| 12:30 | US | Non Farm Payrolls | 162 | 21 | 56 | 109.00 | High |
| 12:30 | US | Unemployment Rate | 4.1 | 4.1 | 4.1 | 4.10 | High |
| 12:30 | US | Nonfarm Payrolls Private | 127 | 71 | 45 | 86.00 | High |
| 12:30 | US | U-6 Unemployment Rate | 7.7 | 7.9 | 8 | 7.85 | High |
| Tuesday, September 8, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 10:00 | US | NFIB Business Optimism Index | 99.8 | 99.3 | 98.95 | Low | |
| 15:00 | US | Consumer Inflation Expectation | 3.6 | 3.6 | 3.45 | Low | |
| 15:30 | US | 3-Month Bill Auction | 3.77 | 3.709 | 3.71 | Low | |
| 19:00 | US | Consumer Credit Change | 14.17 | 11.3 | 11.30 | Low | |