The longest inversion in this data
For 537 trading days, the 10‑year Treasury yield sat below the 2‑year.
What the video says
For 537 trading days, the 10‑year Treasury yield sat below the 2‑year.
Every trading day since 1990: 9,183 yield curves.
Each slice runs from short maturities in front to long ones behind. Height is the yield.
Most of the time, lending for longer pays more.
On 88.3% of these days, the 10‑year yield was above the 2‑year.
Then the curve flipped.
Jul 6, 2022 to Aug 26, 2024: 537 trading days inverted, the longest run in this data.
Deepest: −1.08 points on Jul 3, 2023.
The next longest since 1990: 220 days, in 2000.
This one lasted 2.4× as long.
Measured against the 3‑month bill, the same stretch ran 534 days and went deeper.
Down to −1.89 points.
On Sep 16, 2026, the 10‑year yield sits above the 2‑year again.
10‑year: 5.01%. 2‑year: 4.74%.
This data starts in 1990. Earlier inversions aren't in it.
And nothing here tests what an inversion predicts. What inversions predict: MISSING. That test is next.
Source: U.S. Department of the Treasury, Daily Treasury Par Yield Curve Rates.
Par yields as published. Treasury changed its curve-fitting method on Dec 6, 2021. Not investment advice.
Evidence behind it
- Published par yieldsCONFIRMED
- Inversion episodesCONFIRMED
- What inversions predictMISSING
Marks open only as wide as each input’s evidence class allows. See Method.
Method
- Source
- U.S. Department of the Treasury, Daily Treasury Par Yield Curve Rates (public domain)
- spread 10y 2y
- 10 yr minus 2 yr par yield, percentage points
- spread 10y 3m
- 10 yr minus 3 mo par yield, percentage points
- inversion episode
- consecutive observation days with the spread below zero; not merged across positive days
- big move
- one-day change of 0.5 percentage points or more in any maturity (kept, flagged)
- Scope
- longest means longest in data starting in the first year, never ever
- Scope
- no claim about what inversions predict or what followed them
Provenance
- resolved story sha256
5b9ab5b9f359837d39924eab5a064e848622906d9b31e71f0b7c3535d3d8a91e- rendered video sha256
65ca4e9146389a87e66e93847b4d690910ef1c759edf027c4d6654252656b2b4- web video sha256
4994a0ef96d2e43ecb2854c2b9c735780efc508b425ffa1f47b8305b154f7bc5- curve sha256
ec58e2bc31a828b220d6f7e6db4e40d94c092e5893c33e1330ea9c83b61317bd- treasury snapshot
20260917T134036Z- treasury files · par-yield-curve-rates-1990-2023.csv
004461bcf87ec7b34daf035f05fc191d7cf2cd84986533df3e39d5dcdb0d62a4- treasury files · par-yield-curve-rates-2024.csv
6775840b76cd7fd41121f61d6f6c60184eca6b2ba49954ec7372c463cbeef34d- treasury files · par-yield-curve-rates-2025.csv
cf2fa3da7f160384b63d2ead698532b1d76cd9f789ce4911e2304db85b14e6d5- treasury files · par-yield-curve-rates-2026.csv
7dd1adf5bb157e17789c67ac94404b246bfb337919a8e10761be3e52e79a4822
Backtests and model estimates on historical data. Not investment advice.