Inverted Yield Curve

IntermediateBonds & Fixed Income1 min read

Quick Definition

A yield curve where short-term interest rates exceed long-term rates, often signaling an upcoming recession.

Key Takeaways

  • Occurs when short-term yields exceed long-term yields
  • Has preceded every U.S. recession since the 1950s
  • The 2y/10y Treasury spread is the most watched indicator
  • Duration of inversion matters more than the initial occurrence

What Is Inverted Yield Curve?

An inverted yield curve occurs when short-term Treasury securities offer higher yields than long-term ones, reversing the normal upward-sloping pattern. This phenomenon typically arises when the Federal Reserve raises short-term rates to combat inflation while investors, anticipating an economic slowdown, bid up long-term bond prices (driving their yields down). Historically, an inverted yield curve — particularly the 2-year/10-year Treasury spread turning negative — has preceded every U.S. recession since the 1950s, though with varying lead times of 6–24 months. While not a perfect predictor, it reflects market expectations that future economic conditions will be weaker than present ones.

Inverted Yield Curve Example

  • 1In 2022, the 2-year Treasury yielded 4.7% while the 10-year yielded 3.5%, creating an inversion of about 120 basis points
  • 2Banks borrow short-term and lend long-term, so an inverted curve squeezes their profit margins and can reduce lending