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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 Mar 2018 0.2815 ±0.0000
1 Apr 2018 0.243 ±0.0095
2 May 2018 0.241 ±0.0261
3 Jun 2018 0.218 ±0.0359
4 Jul 2018 0.235 ±0.0428
5 Aug 2018 0.238 ±0.0481
6 Sep 2018 0.195 ±0.0525

Updated April 2018

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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.

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Current Interest Rates
April 23, 2018 (Close of Day)
Indicator Rate, Percent
Prime Rate 4.75
30 Year Treasury Bond 3.15
10 Year Treasury Note 2.98
91 Day Treasury Bill 1.87
Fed Funds 1.70
3 Month LIBOR 2.36
Mortgage Rate 30 Year 4.47

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