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U.S. Treasury yield curve & credit spreads · FRED · as of Aug 15, 9:39 PM
| Tenor | Now | Δ 1mo | Δ 1yr |
|---|---|---|---|
| 1M | 3.79% | +3 bps | −69 bps |
| 3M | 3.87% | +3 bps | −43 bps |
| 6M | 3.94% | +0 bps | −18 bps |
| 1Y | 3.97% | −2 bps | +4 bps |
| 2Y | 4.15% | −1 bps | +40 bps |
| 3Y | 4.20% | +0 bps | +47 bps |
| 5Y | 4.32% | +4 bps | +47 bps |
| 7Y | 4.47% | +6 bps | +40 bps |
| 10Y | 4.63% | +6 bps | +30 bps |
| 20Y | 5.20% | +11 bps | +29 bps |
| 30Y | 5.21% | +12 bps | +29 bps |
Tighter than 77% of the past 3 years — risk-on / complacent.
Tighter than 89% of the past 3 years — risk-on / complacent.
Tighter than 86% of the past 12 years — risk-on / complacent.
OAS = option-adjusted spread (ICE BofA) — FRED's ICE license carries only a rolling ~3yr, so IG/HY top out at 3Y even with an API key; the Baa–10Y spread (Moody's) reaches back further for the longer cycle.
Source: Federal Reserve Economic Data (FRED). Refreshes with the macro snapshot (npm run refresh-macro).