US Inversions & Recessions

24 thg 6, 2023

Understand when the US yield curve inverted and when recessions took place. Select from Federal Funds Rate, 3 month yield, 2 year yield and 10 year yield.

Default ratio = Federal Funds Rate / 10 year yield

When line goes from white to red = inversion
When line goes from red to white = un-inversion

Yellow shading shows times when the rates are inverted.
Blue shading shows when recessions officially occurred.

2 thg 11, 2024

Phát hành các Ghi chú

Updated recession line indicator to ensure script displays correctly.

Updated default view to be US02Y / US10Y.