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US 10Y-2Y Treasury Spread held to 0.47 Percent in August 2026.
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 0.47 Percent in August 2026. The reading was unchanged from the previous release. Over the past 12 months, the indicator has averaged 0.53 Percent, ranging from 0.27 Percent to 0.74 Percent across 249 releases. This is classified as a critical-impact indicator released on a daily basis.
The trailing three releases averaged 0.47 Percent, down from the prior three at 0.49 Percent. Volatility over the past year (σ 0.10 Percent) is lower than the prior year (σ 0.18 Percent). In August readings over the past 3 years, 10Y-2Y Treasury Spread has averaged 0.23 Percent.
Same-country events in the next 14 days include Chicago PMI (Aug 28) and Michigan 1 Year Inflation Expectations (Aug 28).
Auto-generated from current model state · Refreshes on each release · Last update August 2026.
US 10Y-2Y Treasury Spread held steady at 0.470000% in August, matching July’s exact level. The spread remained flat from July’s 0.470000%, indicating no change in the yield curve slope over the month. Market focus stays on Federal Reserve policy amid persistent flatness in the curve. Updated 8/27/26
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 (Aug 2026): actual 0.47 Percent. Prior reading (Aug 2026): 0.47 Percent. Before that (Aug 2026): 0.46 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
| Thursday, August 27, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Jobless Claims 4-Week Average | 205.5 | 204.25 | 203 | 204.25 | High | |
| 12:30 | Initial Jobless Claims | 203 | 207 | 208 | 205.50 | High | |
| 12:30 | Goods Trade Balance Adv | -118.8 | -101.41 | -99 | -102.92 | Medium | |
| 12:30 | Retail Inventories Ex Autos MoM | 0.7 | -0.5 | 0 | 0.27 | Medium | |
| 12:30 | Wholesale Inventories MoM | 1.3 | 0.3 | 0.1 | 0.38 | Medium | |
| 12:30 | Continuing Jobless Claims | 1778 | 1796 | 1790 | 1784.00 | High | |
| 12:30 | Goods Trade Balance | -118.8 | -101.41 | -99 | -102.88 | High | |
| 14:30 | EIA Natural Gas Stocks Change | 15 | 16 | 20 | 17.50 | Low | |
| 15:00 | Kansas Fed Manufacturing Index | 17 | 17 | 14 | 15.50 | Low | |
| 15:00 | Kansas Fed Composite Index | 10 | 9 | 8 | 9.00 | Low | |
| Friday, August 28, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 13:45 | Chicago PMI | 57.6 | 57 | 63.10 | Medium | ||
| 14:00 | Michigan 1 Year Inflation Expectations | 4.2 | 4.3 | 4.30 | Medium | ||
| 14:00 | Michigan Inflation Expectations | 4.3 | 4.2 | 4.3 | 4.30 | Low | |
| 14:00 | Michigan 5 Year Inflation Expectations | 3.3 | 3.3 | 3.3 | 3.30 | Low | |
| 14:00 | Michigan Consumer Sentiment | 51 | 55.2 | 51 | 51.00 | High | |
| 14:00 | Michigan Consumer Expectations | 50.6 | 55.4 | 50.6 | 50.60 | Low | |
| 14:00 | Michigan Current Conditions | 51.8 | 54.8 | 51.8 | 51.80 | Low | |
| 15:00 | Kansas Fed Manufacturing Index | 17 | 14 | 15.50 | Low | ||
| 15:00 | Kansas Fed Composite Index | 9 | 8 | 9.00 | Low | ||