#UST #TIPS report (as of 2026-04-21)
real yield (const maturity zero rate):
prior 3M: -1.692%
1Y: 0.717%
2Y: 1.022%
5Y: 1.281%
10Y: 1.974%
30Y: 2.768%
5Y5Y: 2.669%
breakeven:
prior 3M: 5.332%
1Y: 3.013%
2Y: 2.745%
5Y: 2.634%
10Y: 2.38%
30Y: 2.319%
5Y5Y: 2.124%
Posts by Signum
#UST #ForwardCurve report (as of 2026-04-21)
0-1Y: 3.73%
1-2Y: 3.804%
2-3Y: 3.832%
3-4Y: 3.978%
4-5Y: 4.232%
5-10Y: 4.793%
10-20Y: 5.859%
20-30Y: 4.969%
2/10 in 1Y: 70.1 bps
#UST #YieldCurve report (as of 2026-04-21)
2Y yield: 3.769%
2/5: 13.2 bps
2/10: 51.6 bps
5/30: 99.3 bps
2-5-10: -25.2 bps
2-10-30: -9.3 bps
3M yield: 3.684%
3M/5Y5Y: 110.9 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-04-21
U.S. 4.298% / NA
Germany 3.004% / -1.294%
EZ(top4) 3.413% / -0.885%
Japan 2.386% / -1.912%
U.K. 5.14% / 0.842%
China 1.765% / -2.533%
EZ(top4): Eurozone top 4, GDP weighted
#UST #ForwardCurve report (as of 2026-04-20)
0-1Y: 3.698%
1-2Y: 3.712%
2-3Y: 3.769%
3-4Y: 3.926%
4-5Y: 4.186%
5-10Y: 4.778%
10-20Y: 5.842%
20-30Y: 5.027%
2/10 in 1Y: 74.6 bps
#UST #YieldCurve report (as of 2026-04-20)
2Y yield: 3.708%
2/5: 13.6 bps
2/10: 53.8 bps
5/30: 103.6 bps
2-5-10: -26.6 bps
2-10-30: -9.6 bps
3M yield: 3.692%
3M/5Y5Y: 108.6 bps
Banks BS Watch (as of 2026-04-08)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -13/-26/256
C&I Ln: 1/52/200
RE Ln: 4/10/122
Consumer Ln: 4/24/84
Deposits: -18/264/994
- Large: -56/179/657
- Small: 0/48/231
- Forgn: 38/37/105
#UST #ForwardCurve report (as of 2026-04-17)
0-1Y: 3.695%
1-2Y: 3.676%
2-3Y: 3.762%
3-4Y: 3.92%
4-5Y: 4.174%
5-10Y: 4.78%
10-20Y: 5.855%
20-30Y: 5.031%
2/10 in 1Y: 76.4 bps
#UST #YieldCurve report (as of 2026-04-17)
2Y yield: 3.689%
2/5: 14.3 bps
2/10: 55.1 bps
5/30: 105.0 bps
2-5-10: -26.5 bps
2-10-30: -9.1 bps
3M yield: 3.692%
3M/5Y5Y: 108.8 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-04-17
U.S. 4.249% / NA
Germany 2.964% / -1.285%
EZ(top4) 3.353% / -0.896%
Japan 2.42% / -1.829%
U.K. 4.686% / 0.437%
China 1.776% / -2.473%
EZ(top4): Eurozone top 4, GDP weighted
Fed BS Watch (as of 2026-04-15)
($bn change in 1wk/4wk/52wk)
Sec. Held: 0.2/34.7/-2.4
Repo: 10.4/10.5/10.5
Loans: -0.6/0.4/0.8
RRP: -5.0/8.5/-72.6
UST GA: 227.4/48.6/285.7
Rest: 9.0/-7.1/-96.4
Reserve balances: -203.3/-18.6/-300.7
#UST #TIPS report (as of 2026-04-16)
real yield (const maturity zero rate):
prior 3M: -1.692%
1Y: 0.627%
2Y: 0.987%
5Y: 1.275%
10Y: 1.976%
30Y: 2.792%
5Y5Y: 2.68%
breakeven:
prior 3M: 5.332%
1Y: 3.105%
2Y: 2.778%
5Y: 2.646%
10Y: 2.398%
30Y: 2.335%
5Y5Y: 2.148%
#UST #ForwardCurve report (as of 2026-04-16)
0-1Y: 3.732%
1-2Y: 3.798%
2-3Y: 3.845%
3-4Y: 3.987%
4-5Y: 4.246%
5-10Y: 4.828%
10-20Y: 5.902%
20-30Y: 5.021%
2/10 in 1Y: 72.6 bps
#UST #YieldCurve report (as of 2026-04-16)
2Y yield: 3.767%
2/5: 14.1 bps
2/10: 53.7 bps
5/30: 101.8 bps
2-5-10: -25.5 bps
2-10-30: -8.5 bps
3M yield: 3.699%
3M/5Y5Y: 112.9 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-04-16
U.S. 4.312% / NA
Germany 3.033% / -1.279%
EZ(top4) 3.441% / -0.871%
Japan 2.406% / -1.906%
U.K. 4.837% / 0.525%
China 1.796% / -2.516%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2026-04-15)
real yield (const maturity zero rate):
prior 3M: -1.692%
1Y: 0.611%
2Y: 0.987%
5Y: 1.262%
10Y: 1.938%
30Y: 2.739%
5Y5Y: 2.617%
breakeven:
prior 3M: 5.332%
1Y: 3.128%
2Y: 2.765%
5Y: 2.641%
10Y: 2.406%
30Y: 2.347%
5Y5Y: 2.169%
#UST #ForwardCurve report (as of 2026-04-15)
0-1Y: 3.739%
1-2Y: 3.765%
2-3Y: 3.824%
3-4Y: 3.968%
4-5Y: 4.218%
5-10Y: 4.786%
10-20Y: 5.84%
20-30Y: 4.994%
2/10 in 1Y: 71.5 bps
#UST #YieldCurve report (as of 2026-04-15)
2Y yield: 3.755%
2/5: 13.5 bps
2/10: 52.1 bps
5/30: 99.8 bps
2-5-10: -25.1 bps
2-10-30: -9.1 bps
3M yield: 3.704%
3M/5Y5Y: 108.2 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-04-15
U.S. 4.283% / NA
Germany 3.046% / -1.237%
EZ(top4) 3.45% / -0.833%
Japan 2.403% / -1.88%
U.K. 4.758% / 0.475%
China 1.793% / -2.49%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2026-04-14)
real yield (const maturity zero rate):
prior 3M: -1.692%
1Y: 0.65%
2Y: 0.979%
5Y: 1.247%
10Y: 1.926%
30Y: 2.733%
5Y5Y: 2.607%
breakeven:
prior 3M: 5.332%
1Y: 3.087%
2Y: 2.761%
5Y: 2.631%
10Y: 2.392%
30Y: 2.332%
5Y5Y: 2.153%
#UST #ForwardCurve report (as of 2026-04-14)
0-1Y: 3.737%
1-2Y: 3.742%
2-3Y: 3.791%
3-4Y: 3.933%
4-5Y: 4.187%
5-10Y: 4.76%
10-20Y: 5.816%
20-30Y: 4.986%
2/10 in 1Y: 71.5 bps
#UST #YieldCurve report (as of 2026-04-14)
2Y yield: 3.743%
2/5: 12.3 bps
2/10: 50.8 bps
5/30: 100.1 bps
2-5-10: -26.2 bps
2-10-30: -10.8 bps
3M yield: 3.699%
3M/5Y5Y: 106.1 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-04-14
U.S. 4.26% / NA
Germany 3.023% / -1.237%
EZ(top4) 3.436% / -0.824%
Japan 2.42% / -1.84%
U.K. 4.724% / 0.464%
China 1.796% / -2.464%
EZ(top4): Eurozone top 4, GDP weighted
Banks BS Watch (as of 2026-04-01)
($bn change in 1wk/4wk/52wk NSA)
Tsy+Agy Sec: -20/7/271
C&I Ln: 37/51/196
RE Ln: 0/4/125
Consumer Ln: 10/19/82
Deposits: 207/371/985
- Large: 175/302/712
- Small: 43/52/234
- Forgn: -12/17/40
#UST #TIPS report (as of 2026-04-13)
real yield (const maturity zero rate):
prior 3M: -1.692%
1Y: 0.629%
2Y: 0.983%
5Y: 1.272%
10Y: 1.953%
30Y: 2.754%
5Y5Y: 2.636%
breakeven:
prior 3M: 5.332%
1Y: 3.103%
2Y: 2.785%
5Y: 2.651%
10Y: 2.407%
30Y: 2.333%
5Y5Y: 2.162%
#UST #ForwardCurve report (as of 2026-04-13)
0-1Y: 3.732%
1-2Y: 3.804%
2-3Y: 3.844%
3-4Y: 3.988%
4-5Y: 4.246%
5-10Y: 4.798%
10-20Y: 5.85%
20-30Y: 4.977%
2/10 in 1Y: 70.3 bps
#UST #YieldCurve report (as of 2026-04-13)
2Y yield: 3.77%
2/5: 14.0 bps
2/10: 52.3 bps
5/30: 98.7 bps
2-5-10: -24.3 bps
2-10-30: -8.1 bps
3M yield: 3.692%
3M/5Y5Y: 110.6 bps
by @realsignum.bsky.social
World Rate Watch (10Y Yield / Spread to UST)
as of 2026-04-13
U.S. 4.3% / NA
Germany 3.099% / -1.201%
EZ(top4) 3.514% / -0.786%
Japan 2.474% / -1.826%
U.K. 4.817% / 0.517%
China 1.811% / -2.489%
EZ(top4): Eurozone top 4, GDP weighted
#UST #TIPS report (as of 2026-04-10)
real yield (const maturity zero rate):
prior 3M: -1.692%
1Y: 0.669%
2Y: 1.043%
5Y: 1.324%
10Y: 1.995%
30Y: 2.778%
5Y5Y: 2.669%
breakeven:
prior 3M: 5.332%
1Y: 3.071%
2Y: 2.746%
5Y: 2.622%
10Y: 2.383%
30Y: 2.324%
5Y5Y: 2.141%
#UST #ForwardCurve report (as of 2026-04-10)
0-1Y: 3.74%
1-2Y: 3.837%
2-3Y: 3.847%
3-4Y: 4.019%
4-5Y: 4.288%
5-10Y: 4.81%
10-20Y: 5.872%
20-30Y: 4.972%
2/10 in 1Y: 70.4 bps