Macroscope
Overview

Categories

Labor & IncomeConsumer ActivityPrices & StabilityPolicy & FinancialProduction & BusinessHousing & WealthGrowth & Global FlowsSentiment & Valuation

More

ProjectionsAbout
OverviewProjectionsAbout
OverviewPolicy & Financial Conditions2-Year Treasury Yield

2-Year Treasury Yield

Policy & Financial ConditionsLeadingDaily · U.S. Treasury via FRED
0
Neutral
Health Score

What Is This?

The 2-Year Treasury Yield is the purest market signal of where investors expect the Fed Funds Rate to be over the next two years. It moves almost in lockstep with near-term rate expectations, making it the market thermometer for Fed policy. Unlike the 10-year which reflects long-run growth and inflation, the 2-year is almost entirely about what the Fed is going to do in the near future.

Units
Percent per annum
Frequency
daily
Source
U.S. Treasury via FRED
Type
leading

How To Read It

When the 2-year yield is significantly above the Fed Funds Rate, markets are pricing in rate hikes. When it is significantly below, markets expect cuts - and the implied magnitude tells you how aggressive the market thinks the cutting cycle will be. A sharp drop in the 2-year yield - even before the Fed acts - signals that markets believe easing is coming and often precedes equity rallies. The 2-year has an excellent track record of anticipating Fed moves 6-12 months ahead, making it one of the most reliable forward-looking indicators available.

Recent Readings

DateValueChange
Mar 26, 2026Latest
3.96%
+12.0bp
Mar 25, 2026
3.84%
-6.0bp
Mar 24, 2026
3.9%
-

Historical Chart

NBER recession

What do you think happens next?

Your projection for 2-Year Treasury Yield

AI Analysis

Analysis updated: Mar 18, 2026·Next refresh: ~9:05 AM EST

Bull Case

The decline in the 2-year Treasury yield to 3.68% signals that markets are pricing in meaningful Fed rate cuts ahead, reflecting growing confidence that inflation is sufficiently contained to allow monetary easing. If this repricing proves accurate, lower short-term rates would reduce borrowing costs for households and businesses, supporting credit expansion and consumer spending over the next two to three quarters. This dynamic is consistent with a soft-landing scenario in which the Fed achieves disinflation without triggering a severe contraction in economic activity.

Bear Case

A rapidly falling 2-year yield can also indicate that markets are anticipating an economic downturn serious enough to force aggressive Fed intervention, rather than a benign policy normalization. At 3.68%, if the yield is falling faster than inflation expectations are declining, real rate compression could signal deteriorating growth expectations and tightening credit conditions in the private sector. This reading, combined with any widening in credit spreads or softening in labor market data, would reinforce recession risk over the medium term.

Macro Context

The 2-year yield is highly sensitive to Fed policy expectations and currently sits well below its recent cycle peak, reflecting a material shift in the rate outlook since late 2024. As a leading indicator with a 3–6 month horizon, the current level suggests economic softness or easing could materialize by mid-to-late 2026. Key thresholds to monitor include whether the yield breaks decisively below 3.50%, the trajectory of core PCE inflation, and the slope of the 2s10s curve, which will clarify whether this move reflects policy optimism or genuine growth deterioration.

Powered by Claude

Related Indicators

Federal Funds Rate
10-Year Treasury Yield
Leading
10Y-2Y Treasury Spread
Leading
ICE BofA Corp Bond Spread
Leading
Chicago Fed National Financial Conditions Index
Leading
CME FedWatch Implied Rate
Leading