treasury · par yield curve · daily
What is the 10-year Treasury yield today, and is the yield curve inverted?
The 10-year Treasury yield was 4.96% on Oct 22, 2026, -14 bp over one week and +99 bp over one year. The 2-year yield was 4.65%, the 3-month 4.22%, the 30-year 5.29%. The 10-year minus 2-year spread is +31 bp: the curve is not inverted on that measure.
What stands out
The 10-year Treasury yield was 4.96% on Oct 22, 2026, -14 bp over one week and +99 bp over one year. The 2-year yield was 4.65%, the 3-month 4.22%, the 30-year 5.29%. The 10-year minus 2-year spread is +31 bp: the curve is not inverted on that measure.
The full curve, Oct 22, 2026
Par yields by maturity, with the values one week, one month and one year earlier. Filed record for this day →
| Maturity | Oct 22, 2026 | 1 week ago | 1 month ago | 1 year ago |
|---|---|---|---|---|
| 1 Mo | 4.11% | 4.17% | 3.97% | 4.11% |
| 1.5 Mo | 4.10% | 4.15% | 4.04% | 4.08% |
| 2 Mo | 4.16% | 4.19% | 4.09% | 4.04% |
| 3 Mo | 4.22% | 4.28% | 4.16% | 3.96% |
| 4 Mo | 4.29% | 4.35% | 4.26% | 3.90% |
| 6 Mo | 4.29% | 4.35% | 4.26% | 3.78% |
| 1 Yr | 4.41% | 4.49% | 4.43% | 3.55% |
| 2 Yr | 4.65% | 4.77% | 4.71% | 3.45% |
| 3 Yr | 4.72% | 4.85% | 4.81% | 3.44% |
| 5 Yr | 4.78% | 4.91% | 4.83% | 3.56% |
| 7 Yr | 4.86% | 5.00% | 4.89% | 3.74% |
| 10 Yr | 4.96% | 5.10% | 4.96% | 3.97% |
| 20 Yr | 5.32% | 5.48% | 5.33% | 4.52% |
| 30 Yr | 5.29% | 5.43% | 5.29% | 4.54% |
Spreads and the year so far
10-year minus 2-year: +31 bp; 10-year minus 3-month: +74 bp. Year-to-date the 10-year yield ranged from 3.97% (Feb 27, 2026) to 5.31% (Oct 05, 2026). Is the yield curve inverted? History since 1990 →
Series
- 3-month Treasury yield, every trading day since 1990
- 2-year Treasury yield, every trading day since 1990
- 10-year Treasury yield, every trading day since 1990
- 30-year Treasury yield, every trading day since 1990
Method
Source: U.S. Department of the Treasury, Daily Treasury Par Yield Curve Rates (XML feed), one record per trading day since 1990, values in percent as published. Par yields are read from the Treasury's own curve; nothing is interpolated here. Spreads are simple differences in percentage points, shown in basis points. The 1-month, 2-month and 4-month tenors exist only for recent years. Every number links to its filed record. Updated each trading day after the Treasury publishes.
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