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Live US Treasury yields from 1-month to 30-year from FRED — with yield curve visualization and inversion alert.
Live US Treasury yields across all maturities from FRED. 10-Year: 4.58% — Curve: Normal.
1-Month
3.73%
2026-07-14
3-Month
3.84%
2026-07-14
6-Month
4.03%
2026-07-13
1-Year
4.12%
2026-07-13
2-Year
4.18%
2026-07-14
5-Year
4.31%
2026-07-14
10-Year
4.58%
2026-07-14
30-Year
5.08%
2026-07-14
10Y − 2Y Spread
+0.40%
Curve Status
Normal
Benchmark (10Y)
4.58%
An inverted yield curve (short-term rates higher than long-term) has historically preceded recessions. The 10Y–2Y spread is the most-watched spread by economists and the Federal Reserve.
Treasury yields influence mortgage rates, auto loans, and savings account rates. A rising 10Y yield typically pushes 30-year mortgage rates higher by a similar amount.
US Treasury Yield Curve (Live) fetches daily Treasury constant maturity yields from FRED (DGS1MO through DGS30) and visualizes the yield curve, flagging inversions via the 10Y–2Y spread.
Track the complete US Treasury yield curve in real time — from 1-month T-bills to 30-year bonds. Data sourced from FRED and updated daily on business days.
View yields for all major maturities on one page
Check the 10Y–2Y spread: negative = inverted curve
An inverted curve has historically preceded US recessions
Treasury yields heavily influence mortgage and auto loan rates
Yields are US Treasury constant maturity rates from the Federal Reserve's H.15 statistical release, published via FRED. DGS series values are annualized yields. The 10Y–2Y spread is a commonly watched recession indicator. Not investment advice.
Normally, longer-term bonds yield more than short-term ones. When the 2-year yield exceeds the 10-year yield (inverted), it signals investor pessimism about near-term growth and has historically preceded recessions by 6–18 months.
30-year mortgage rates closely track the 10-year Treasury yield plus a spread (typically 1.5–2%). When the 10-year rises, mortgage rates usually rise too.
T-bills mature in 1 year or less. T-notes mature in 2–10 years. T-bonds mature in 20–30 years. All are backed by the US government.
The Federal Reserve Economic Data (FRED) system publishes Treasury constant maturity rates from the US Department of the Treasury's H.15 statistical release, updated each business day.
Fed funds effective rate, 2Y and 10Y Treasury yields, and the 10Y−2Y spread from FRED.
CPI-U index (CPIAUCSL) with month-over-month and year-over-year change from FRED.
Calculate when refinancing pays back its closing costs based on monthly savings.