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2026-09-24

US Treasury 10Y-2Y Spread Narrows to ~0.2pp; 10Y-3M Holds Near 0.9pp

US Treasury 10Y-2Y Spread Narrows to ~0.2pp; 10Y-3M Holds Near 0.9pp

Key points

US Treasury yield spreads (pp): 10Y minus 2Y and 10Y minus 3M | 10Y-2Y recently narrowed to ~0.2, 10Y-3M around 0.9

Image source: @ooLUCINOoo