Yield Curve Intelligence
How are short- and long-term sovereign yields changing? Explore the 2-year/10-year slope, recent steepening or flattening, and cross-country bond yield spreads. These are not central-bank policy-rate futures or exchange-rate predictions.
6/8 country curves have source-verified observations inside their allowed publication windows. Review source status → · Return to policy-rate divergence →
Historical 2Y and 10Y yield observations
Yield % per annum · 90 days● 2Y ● 10Y · 62 published observations
Change in the curve slope
Changes are displayed only when the requested period has an observed starting value; missing historical periods are never assigned zero.
Data: US Treasury par yield ↗. Daily or monthly frequency is source-specific. Stale data and retrieval failures are retained as historical context and labelled accordingly.
Available sources by country
How to interpret this tool
Yield-curve slope: 10-year government bond yield minus the 2-year yield. An increase is steepening; a decrease is flattening. Either movement can result from short- or long-term rates changing and is not automatically positive or negative for a currency.
Source differences matter: US Treasury par yields, ECB fitted euro-area AAA spot rates, Canadian benchmark yields and other national measures do not represent identical instruments. Cross-market spreads are informative but not directly equivalent to OIS-derived future policy rates.
Historical data: changes need real earlier observations, not inferred rates. A monthly series is explicitly labelled monthly. Currentness is based on observation time and source publication frequency—not on the most recent build date. No unverified value is silently presented as live.
This section is independent of the TRADE90 policy-rate divergence research model; yield-curve movements have not been added to the 90-day classification engine.