Analyze Treasury Yields, Predict Economic Trends, Calculate Forward Rates

Treasury Yields Input

Curve Shape
--
2Y-10Y Spread
--
3M-10Y Spread
--
Steepness
--
Short Rate
--
Long Rate
--

Historical Comparison

Curve Interpretation

Enter yield data to see economic interpretation...

Yield Spread Analysis

Analyze spreads between different maturities to gauge market sentiment and recession probability.

2Y-10Y Spread

Current: -- bps

Signal: --

Historical Percentile: --

3M-10Y Spread

Current: -- bps

Signal: --

Historical Percentile: --

5Y-30Y Spread

Current: -- bps

Signal: --

Curve Segment: Long End

Butterfly Spread

2Y-5Y-10Y: -- bps

Curvature: --

Convexity Signal: --

Spread Evolution

Custom Spread Calculator

Forward Rate Calculator

Calculate implied forward rates from the current yield curve.

Forward Curve

Economic Signals from Yield Curve

Recession Probability Model

--%

Based on 3M-10Y Spread

Market Expectations

Fed Policy Stance

--

Growth Outlook

--

Inflation Expectations

--

Historical Curve Patterns

Current Pattern Match: --

Similar Historical Period: --

Typical Outcome: --

Bond Portfolio Impact Analysis

Yield Curve Scenarios

Save and compare different yield curve scenarios.

Name Date Shape Actions

Duration Calculator

Calculate modified duration for a bond given yield changes.

Term Premium Estimator

Estimate the term premium embedded in long-term yields.