US Treasury Yields & Breakeven Inflation Rates

Display all US Treasury Yields.

Display FFrate.

Display all Breakeven Inflation Rates.

Displays the spread between Treasury Yields and Breakeven Inflation Rate.

If specified period of US Treasury Yields are inverse, highlight the background.

If US Treasury Yields exceed the Breakeven Inflation Rate, highlights the background.

Visualizing the reverse spread in U.S. Treasuries and spread between Treasury Yields and Breakeven Inflation Rate may help us capture the signs of a recession.

Contains :

- plot line -
〜Treasury Yields
TVC:US30Y
TVC:US20Y
TVC:US10Y
TVC:US07Y
TVC:US05Y
TVC:US03Y
TVC:US02Y
TVC:US01Y
TVC:US06MY
TVC:US03MY
TVC:US02MY
TVC:US01MY

〜Federal Funds Effective Rate
FEDFUNDS

〜Breakeven Inflation Rate
FRED:T30YIEM
FRED:T20YIEM
FRED:T10YIE
FRED:T7YIEM
FRED:T5YIE

〜Spread of Treasury Yields and Breakeven Inflation Rate
TVC:US30Y - FRED:T30YIEM
TVC:US20Y - FRED:T20YIEM
TVC:US10Y - FRED:T10YIE
TVC:US07Y - FRED:T07YIEM
TVC:US05Y - FRED:T05YIE
- - - - - - -

- plot background -
〜Treasury Yields Inverse
TVC:US30Y - TVC:US20Y
TVC:US10Y - TVC:US05Y
TVC:US10Y - TVC:US02Y
TVC:US07Y - TVC:US05Y
TVC:US05Y - TVC:US02Y
TVC:US03Y - TVC:US02Y
TVC:US10Y - TVC:US01Y
TVC:US10Y - TVC:US03MY

〜Spread of Treasury Yields and Breakeven Inflation Rate
TVC:US30Y - FRED:T30YIEM
TVC:US20Y - FRED:T20YIEM
TVC:US10Y - FRED:T10YIE
TVC:US07Y - FRED:T07YIEM
TVC:US05Y - FRED:T05YIE
- - - - - - - - - -

Notes de version:

fixed background color

Notes de version:

fixed bugs.

Notes de version:

fixed bugs

Notes de version:

- added NFCI and ANFCI
FRED:NFCI
FRED:ANFCI

- added backgrounds
NFCI > 0
ANFCI > 0

Notes de version:

NFCI background thresholds can now be set arbitrarily by the user

Notes de version:

added below:

FRED:M2SL
FRED:WM2NS

ROC(Rate of Change) of above (compared to last week / month)

ROC background

Notes de version:

added recession band