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. 2s10s Yield Curve Slope and U.S. 10-Year Rates (3-Month Implied Volatility)