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Forecast of U.S. Treasury Yield Curve Slope

U.S. Treasury Yield Curve Slope Values

Slope of U.S. Treasury Securities Yield Curve.

Month Date Forecast Value Avg Error
0 Sep 2017 0.3588 ±0.000
1 Oct 2017 0.357 ±0.030
2 Nov 2017 0.326 ±0.040
3 Dec 2017 0.308 ±0.048
4 Jan 2018 0.313 ±0.054
5 Feb 2018 0.289 ±0.060
6 Mar 2018 0.290 ±0.065

Updated Oct 2017

Chart of U.S. Treasury Yield Curve Slope with Forecast

Slope of Treasury Yield Curve

Chart of Slope of U.S. Treasury Yield Curve with Predictions.

Note: Here, the treasury yield curve is defined as the yield versus the square root of the term, not simply the yield versus term (in years).  Taking the square root of the term linearizes the curve and, historically, puts the slope between -1 and +1.


Other Treasury Rates Resources of Interest:

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Current Interest Rates
October 19, 2017 (Close of Day)
Indicator Rate, Percent
Prime Rate 4.25
30 Year Treasury Bond 2.83
10 Year Treasury Note 2.33
91 Day Treasury Bill 1.10
Fed Funds 1.16
3 Month LIBOR 1.36
Mortgage Rate 30 Year 3.88

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