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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 Jul 2018 0.1792 ±0.0000
1 Aug 2018 0.192 ±0.0095
2 Sep 2018 0.173 ±0.0261
3 Oct 2018 0.173 ±0.0359
4 Nov 2018 0.180 ±0.0428
5 Dec 2018 0.158 ±0.0481
6 Jan 2019 0.180 ±0.0525

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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
August 17, 2018
Indicator Rate, %
Prime Rate 5.00
30 Year Treasury Bond 3.03
10 Year Treasury Note 2.87
91 Day Treasury Bill 2.05
Fed Funds 1.92
3 Month LIBOR (USD) 2.32
30 Year Mortgage Rate 4.53

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