Ratesdailybp
Treasury 10s30s spread
The slope beyond the benchmark maturity. The front of the curve moves on the policy path and this end moves on term premium and issuance, so the two disagree when the story is supply or credibility rather than the next meeting. Computed here from the two constant maturity legs.
- Latest
- 37.00 bp
- As of
- 1 Oct 2026
- Standard deviations
- -0.83
- Percentile
- 33rd percentile
The archive behind this
This page shows the last 30 days. Treasury 10s30s spread has 6,691 readings in the warehouse, back to 3 Jan 2000. A plan opens the rest of it, with CSV export and the analyst.
See plans
Source
QuantNow Derived Research
Thirty-year constant maturity yield less the ten-year, in basis points. The far end of the curve, where term premium and duration demand show up before they show up in the ten-year.
Informational research only. Nothing here is personalised investment advice.