Probability of U.S. Recession Calculated from the Yield Curve The probability of U.S. recession in 12 months, calculated from the yield curve, increased to 7.6% in July. Image: Federal Reserve Bank of Cleveland
U.S. 10Y-2Y Treasury Yield Curve and U.S. ISM Manufacturing Index In a situation of extreme excess liquidity, is the U.S. 10Y-2Y yield curve a broken indicator? Image: Morgan Stanley Wealth Management
U.S. 10Y-2Y Yield Curve and U.S. NBER Recessions As the economic recovery becomes more mature, the yield curve tends to flatten. Image: Goldman Sachs Global Investment Research
U.S. 5s30s Yield Curve and Tapering of QE Will the yield curve continue to flatten? Image: Nordea and Macrobond
U.S. 10Y-2Y Yield Curve and U.S. ISM Manufacturing The yield curve tends to flatten with peaks in the ISM. Image: Goldman Sachs Global Investment Research
FMS Investors – Net % Expecting Steeper Yield Curve Should investors still expect a steeper yield curve? Image: BofA Global Fund Manager Survey
Consumer Confidence and U.S. 10Y-2Y Yield Curve Is this the peak of the yield curve? Image: Nordea and Macrobond
MOVE Index vs. U.S. 10Y-2Y Yield Curve Should investors expect a steeper yield curve and more fixed-income volatility? Image: Variant Perception Research
U.S. 2s10s Yield Curve Slope and U.S. 10-Year Rates (3-Month Implied Volatility) U.S. 10-year rates volatility is higher with stepper U.S. 2s10s yield curve. Image: Goldman Sachs Global Investment Research
U.S. Treasury Yield Curve Goldman Sachs expects the U.S. Treasury yield curve to steepen further in 2021. Image: Goldman Sachs Global Investment Research