US • United Statestreasury-yields● Prior Release Cycle (2026-11-06)
10-Year minus 2-Year Treasury Yield Spread
Autonomous macro telemetry and statistical observations for 10-Year minus 2-Year Treasury Yield Spread in United States. Sourced from Federal Reserve Board / FRED and synthesized in real time via Siphtor quantitative research pipelines.
Live Time-Series Data • daily
10-Year minus 2-Year Treasury Yield Spread
0.35
Period: Nov 26-0.03 (-7.9%)
Unit: Percentage PointsTelemetry Series ID: treasury-10y-2y
Siphtor Automated SynthesisAutonomous Macro Telemetry
Observation Window: 2026-11-06
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Trend & Momentum
The yield curve has un-inverted and re-established a positive upward slope, transitioning from a bull-steepener toward neutral normalization.
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Structural Anomaly & Skew
The duration of the preceding inversion was among the longest on historical record since 1980.
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Forward Macro Outlook
Historical precedent signals the post-un-inversion window demands rigorous surveillance of credit spreads and cyclical indicators.
Primary Authority: Federal Reserve Board / FREDSynthesized by Siphtor Autonomous Quant Engine