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10-2 Treasury Yield Spread
The 10-2 Year Treasury Yield Spread is a crucial indicator in the financial realm. Here’s the lowdown:
What Is It?
The 10-2 Treasury Yield Spread represents the difference between the 10-year Treasury rate and the 2-year Treasury rate.
Essentially, it captures the gap between long-term and short-term interest rates.
Why Does It Matter?
A flattening yield curve occurs when the 10-2 spread approaches zero. This suggests that long-term and short-term rates are converging.
A negative 10-2 yield spread has historically been a red flag. It often precedes recessionary periods.
Conversely, a widening yield curve (positive spread) indicates optimism about future economic growth.
What Is It?
The 10-2 Treasury Yield Spread represents the difference between the 10-year Treasury rate and the 2-year Treasury rate.
Essentially, it captures the gap between long-term and short-term interest rates.
Why Does It Matter?
A flattening yield curve occurs when the 10-2 spread approaches zero. This suggests that long-term and short-term rates are converging.
A negative 10-2 yield spread has historically been a red flag. It often precedes recessionary periods.
Conversely, a widening yield curve (positive spread) indicates optimism about future economic growth.
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受保護腳本
此腳本以閉源形式發佈。 不過，您可以自由且不受任何限制地使用它 — 在此處了解更多資訊。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。