Market Research

Yield Curve Steepens to 0.61% as Long-End Rates Rise Above 4%

February 25, 2026
61bps
10Y-2Y Spread
Normal
3.43% 2-Year
4.03% 10-Year
4.70% 30-Year
44th Percentile

The U.S. Treasury yield curve is currently in a normal, upward-sloping configuration, characterized by a 10Y-2Y spread of 0.61%. This positive slope marks a continued departure from the prolonged inversion period that ended in late 2024. While the short end remains influenced by a 3.64% Fed Funds rate, the long end has moved higher, reflecting shifting growth and inflation expectations.

Curve Snapshot

Tenor Yield 1W Chg 1M Chg
1M 3.72% +0.00% -0.07%
3M 3.69% +0.01% -0.02%
6M 3.62% +0.03% +0.01%
1Y 3.50% +0.08% -0.03%
2Y 3.43% +0.03% -0.18%
3Y 3.45% +0.02% -0.23%
5Y 3.59% -0.02% -0.26%
7Y 3.79% -0.02% -0.26%
10Y 4.03% -0.01% -0.23%
20Y 4.63% -0.01% -0.16%
30Y 4.70% +0.01% -0.14%

The yield curve exhibits a U-shaped characteristic at the front end before ascending steadily toward the long end. Yields decline from the 1-month peak of 3.72% to a trough at the 2-year note of 3.43%. From that 2-year point, rates climb significantly, with the 10-year yield reaching 4.03% and the 30-year yield extending to 4.70%. This steepening at the long end suggests markets are pricing in a term premium for holding longer-dated debt as growth expectations firm up.

10Y-2Y Spread History

Key Spreads

The 10Y-2Y spread currently sits at 0.61%, placing it in the 44th historical percentile and indicating a relatively healthy term structure. However, the 10Y-3M spread is narrower at 0.35%, residing in the much lower 20th percentile. This divergence suggests that while the medium-term outlook is normalizing, short-term liquidity and policy rates remain high relative to long-term benchmarks. The 10Y-2Y spread has compressed slightly by 3 basis points over the last month but remains firmly in positive territory.

Inversion Track Record

44 inversions since 1976
May 2007 → Jun 2007
7 days Min: -0.04%
Aug 2019 → Aug 2019
3 days Min: -0.04%
Apr 2022 → Apr 2022
4 days Min: -0.05%
Jul 2022 → Aug 2024
783 days Min: -1.08%
Sep 2024 → Sep 2024
1 days Min: -0.04%
Sep 2024 → Sep 2024
1 days Min: -0.02%

The current positive spread follows a historic 783-day inversion of the 10Y-2Y curve that lasted from July 2022 to August 2024. That episode reached a minimum depth of -1.08%, one of the most severe signals in modern financial history. Previous brief inversions in 2019 and early 2022 also preceded periods of heightened economic uncertainty. Historically, the transition from a deep inversion to a positive slope often signals the late stages of a cycle or the beginning of a new expansionary phase.

Historical Parallels

8 similar periods (10Y-2Y within ±25 bps of 0.61%)
2025-08-222025-04-242022-05-102022-01-102021-01-052020-09-04

What Happened Next

Horizon Spread Δ S&P 500
3 Months -0.05% +5.0%
6 Months +0.00% +12.9%
12 Months -0.08% +8.3%

Analysis of eight historical periods with a 10Y-2Y spread within 25 basis points of the current 0.61% level reveals a generally bullish outlook for equities. Similar environments occurred in August 2025 and early 2022, showing a median six-month forward return for the S&P 500 of +12.9%. While the range of outcomes is wide, spanning from -18.9% to +25.9%, the market has delivered positive returns 63% of the time following these signals. Interestingly, the 10Y-2Y spread itself tends to remain stable over the subsequent six months, with a median change of 0.00%. This suggests that once the curve reaches this level of steepness, it often enters a period of consolidation.

Real Yields & Inflation Expectations

Real Yields (TIPS)

5Y 1.19% -0.24%
7Y 1.49% -0.20%
10Y 1.77% -0.18%
20Y 2.24% -0.13%
30Y 2.49% -0.09%

Breakeven Inflation

5Y 2.40% -0.06%
10Y 2.26% -0.06%

Real yields remain restrictive, with the 10-year TIPS yield at 1.77% and the 30-year at 2.49%. 10-year breakeven inflation is anchored at 2.26%, suggesting that market participants expect inflation to remain near the central bank's target over the long term. The 5-year breakeven is slightly higher at 2.40%, indicating some lingering near-term price pressure expectations.

Sector Performance (1-Month)

Sector 1W 1M vs SPX YTD
Energy (XLE) +2.5% +12.0% +12.4% +23.2%
Utilities (XLU) +1.8% +10.9% +11.3% +10.6%
Cons Staples (XLP) +1.7% +8.2% +8.6% +15.5%
Industrials (XLI) +1.1% +7.8% +8.1% +14.1%
Materials (XLB) +1.3% +6.8% +7.2% +17.7%
Real Estate (XLRE) -0.5% +6.0% +6.4% +8.4%
Health Care (XLV) +0.3% +0.2% +0.6% +2.0%
S&P 500 (SPY) +0.7% -0.3% +0.1% +0.8%
Communication (XLC) +1.5% -0.7% -0.3% -1.3%
Technology (XLK) +0.6% -3.3% -2.9% -2.5%
Financials (XLF) -2.3% -3.9% -3.6% -6.9%
Cons Disc (XLY) +0.6% -5.2% -4.8% -2.2%

Yield Curve-Sensitive Stocks

Stock Price 1M 6M 1Y YTD VS S&P 500
NEE NextEra Energy $95.68 +12.8% +26.3% +36.9% +19.2% +13.2%
PLD Prologis $140.30 +10.3% +26.1% +19.2% +9.9% +10.7%
O Realty Income $66.52 +9.5% +14.5% +21.5% +18.0% +9.9%
SO Southern Company $95.81 +9.4% +1.4% +10.2% +9.9% +9.8%
DUK Duke Energy $128.46 +9.4% +3.3% +13.2% +9.6% +9.8%
DHI D.R. Horton $163.95 +8.9% -3.9% +30.9% +13.8% +9.3%
AMT American Tower $190.19 +6.4% -9.4% +1.8% +8.3% +6.8%
LEN Lennar $116.40 +4.1% -13.9% -2.2% +13.2% +4.4%
TLT 20+ Year Treasury $89.90 +2.2% +5.2% +4.4% +3.1% +2.6%
KRE Regional Banks ETF $68.67 +1.6% +7.2% +14.8% +6.0% +1.9%
JPM JPMorgan Chase $297.30 -0.1% +0.8% +14.3% -7.3% +0.2%
MET MetLife $75.34 -0.6% -6.9% -4.9% -4.6% -0.3%
BAC Bank of America $50.41 -2.5% +2.4% +14.5% -8.3% -2.2%
WFC Wells Fargo $84.57 -2.7% +7.5% +10.9% -9.3% -2.4%
C Citigroup $109.56 -3.5% +15.7% +40.4% -6.1% -3.2%
PRU Prudential $100.39 -6.8% -8.6% -6.0% -11.1% -6.4%
ARKK ARK Innovation $72.07 -10.7% -5.8% +19.7% -6.3% -10.3%

Equity Implications

The current curve shape and recent performance show a distinct rotation toward defensive and inflation-linked sectors. Energy and Utilities have significantly outperformed the S&P 500 over the last month, gaining 12.0% and 10.9% respectively, while Technology and Financials have lagged. This risk-off or value-heavy rotation is occurring despite the historically positive median returns associated with this spread level. The 3.9% decline in Financials is notable, as a steeper curve typically benefits bank margins, suggesting other macro headwinds are currently weighing on the sector.

Positioning

Investors should consider a balanced approach, noting that the VIX has recently spiked 29% to 21.8, indicating rising near-term anxiety. With the 10Y-2Y spread at 0.61%, maintaining exposure to equities is historically favored, but the recent leadership in Energy and Staples suggests a tilt toward quality and value. Duration in fixed income remains attractive at the long end, where 30-year yields of 4.70% offer significant carry. Key signals to watch include whether the 10Y-3M spread begins to catch up to the 10Y-2Y steepening or if the VIX continues its upward trajectory.