Treasury Spread: 10 yr bond rate-3 month bill rate

Probability of US Recession Predicted by Treasury Spread* Treasury Spread: 10 yr bond rate-3 month bill rateMonthly Average (Percent)1959196119631965196719691971197 3197519771979198119831985198719891991199 3199519971999200120032005200720092011201 32015201720192021 Apr 2022 = Months Ahead ( month averages)1961196319651967196919711973197 5197719791981198319851987198919911993199 5199719992001200320052007200920112013201 52017201920212023 Apr 2023 = *Parameters estimated using data from January 1959 to December 2009, recession probabilities predicted using data through Apr parameter estimates are = , =

Twelve Months Ahead (month averages) 1961 1963 1965 1967 1969 1971 1973 1975 1977 1979 1981 1983 1985 1987 1989 1991 1993 1995 1997 1999 2001 2003 2005 2007 2009 2011 2013 2015 2017 2019 2021 2023 Jan 2023 = 6.0442% *Parameters estimated using data from January 1959 to December 2009, recession probabilities predicted using data through Jan 2022.

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