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Data from FRED. Forecasts by Sigmanomics Forecast Engine.
United StatesUS 10Y-2Y Treasury Spread fell to 0.42 Percent in October 2026
FREDDailyReleased October 2026
US 10Y-2Y Treasury Spread fell to 0.42 Percent in October 2026, down 0.02 Percent from September's 0.44 Percent reading.
Latest Release
0.420000
Actual
—
Consensus
0.440000
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 0.42 Percent in October 2026. The reading fell from the previous value of 0.44 Percent. Over the past 12 months, the indicator has averaged 0.51 Percent, ranging from 0.20 Percent to 0.74 Percent across 250 releases. This is classified as a critical-impact indicator released on a daily basis.
WHY IT MATTERS
The indicator has been trending downward over the last three releases. The trailing three releases averaged 0.44 Percent, down from the prior three at 0.49 Percent. Volatility over the past year (σ 0.12 Percent) is lower than the prior year (σ 0.17 Percent). In October readings over the past 3 years, 10Y-2Y Treasury Spread has averaged 0.25 Percent.
WHAT TO WATCH NEXT
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.
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10Y-2Y Treasury Spread - US
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About 10Y-2Y Treasury Spread — United States
DEFINITION
US 10Y-2Y Treasury Spread narrowed to 0.420000% in October, down from September’s 0.440000%. The spread contracted modestly, reflecting a slight flattening of the yield curve compared to the prior month. Market participants remain attentive to Federal Reserve signals amid this subtle shift in bond market dynamics. Updated 10/14/26
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 (Oct 2026): actual 0.42 Percent. Prior reading (Oct 2026): 0.44 Percent. Before that (Oct 2026): 0.47 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
| Tuesday, October 13, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 10:00 | US | NFIB Business Optimism Index | 97.9 | 98.7 | 98 | 97.95 | Low |
| 14:00 | US | Existing Home Sales MoM | 1.5 | -3.2 | -0.3 | 0.60 | High |
| 14:00 | US | Existing Home Sales | 3.99 | 3.93 | 3.95 | 3.97 | High |
| 15:30 | US | 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 | US | Inflation Rate YoY | 3.4 | 3.6 | 3.60 | High | |
| 12:30 | US | Core Inflation Rate YoY | 2.4 | 2.5 | 2.50 | High | |
| 12:30 | US | CPI s.a | 334.131 | 335.8 | 335.80 | High | |
| 12:30 | US | Core Inflation Rate MoM | 0.3 | 0.2 | 0.20 | High | |
| 12:30 | US | Inflation Rate MoM | 0.4 | 0.6 | 0.60 | High | |
| 12:30 | US | CPI | 334.98 | 336.8 | 336.80 | High | |
| 12:30 | US | Inflation Rate | 334.98 | 336.65 | 336.65 | High | |
| 18:00 | US | Budget Balance | -167 | -29 | -29.00 | Medium | |
| Thursday, October 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Producer Price Index YoY | 5.4 | 5.3 | 5.30 | Low | |
| 12:30 | US | Philadelphia Fed Manufacturing Index | 37.8 | 28.4 | 42.60 | Medium | |
| 12:30 | US | NY Empire State Manufacturing Index | 7.6 | 10.3 | 10.30 | High | |
| 12:30 | US | Core PPI YoY | 4.6 | 4.4 | 4.40 | Low | |
| 12:30 | US | Continuing Jobless Claims | 1716 | 1710 | 1702.50 | High | |
| 12:30 | US | PPI Ex Food, Energy and Trade YoY | 4.7 | 4.7 | 4.70 | Low | |
| 12:30 | US | Producer Price Index MoM | 0.4 | 0.5 | 0.50 | High | |
| 12:30 | US | PPI Ex Food, Energy and Trade MoM | 0.3 | 0.3 | 0.30 | Low | |
| 12:30 | US | Initial Jobless Claims | 197 | 200 | 195.50 | High | |
| 12:30 | US | Producer Price Index | 157.411 | 159.1 | 159.10 | Low | |
| 12:30 | US | Jobless Claims 4-Week Average | 198 | 199 | 198.13 | High | |
| 12:30 | US | Core PPI MoM | 0.2 | 0.3 | 0.30 | Medium | |
| 12:30 | US | Retail Sales MoM | 1.4 | 0.3 | 0.30 | High | |
| 12:30 | US | Retail Sales Ex Autos MoM | 1.4 | 0.5 | 0.45 | High | |
| 12:30 | US | Retail Sales Ex Gas/Autos MoM | 1.2 | 0.2 | 0.25 | High | |
| 12:30 | US | Retail Sales YoY | 6 | 5.2 | 5.20 | High | |
| 13:30 | US | Retail Sales YoY | 6 | 5.2 | 5.20 | High | |
| 13:30 | US | Retail Sales Ex Autos MoM | 1.4 | 0.5 | 0.45 | High | |
| 13:30 | US | Retail Sales MoM | 1.2 | 0.1 | 0.10 | High | |
| 13:30 | US | Retail Sales Ex Gas/Autos MoM | 1.2 | 0.2 | 0.25 | High | |
| 14:00 | US | Business Inventories MoM | 0.8 | 0.4 | 0.40 | Medium | |