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Macro & the economy

Yield Curve Inversion

When shorter-term government bonds yield more than longer-term ones, flipping the yield curve's normal upward slope.

Part of the Bonds, Rates & the Economy course · Lesson 9 of 12
Formula
Spread = long-maturity yield − short-maturity yield; inverted when spread < 0

What it is

The yield curve is a chart plotting the yields on government bonds against how long until they mature — from bills maturing in a matter of weeks out to bonds maturing in 30 years. Normally it slopes upward: lenders want a bit more yield to tie money up for longer. An inversion is when that slope flips over some stretch of the curve, so a shorter-dated bond yields more than a longer-dated one. It is not a single number but a shape, and people usually point to a specific pair of maturities — the 2-year versus the 10-year, or the 3-month versus the 10-year — when they say "the curve inverted."

Why it matters

The curve's shape aggregates what bond markets collectively expect about future short-term interest rates. An inversion means investors are accepting a lower yield to lock money up for longer. That is usually read as an expectation that short-term rates will be lower in future than they are now — often because the economy is expected to weaken enough that a central bank cuts rates. It is a reading, not a measurement: a curve can also invert because the extra compensation demanded for holding longer bonds has shrunk, rather than because cuts are expected. Historically, inversions of certain maturity pairs have preceded US recessions, which is why the shape draws so much attention. That is a historical correlate, not a forecast, and the sample of past recessions is small.

How it's calculated

Take the published yield on a longer-maturity government bond and subtract the yield on a shorter-maturity one; the result is called a spread. A negative spread means that segment of the curve is inverted. The underlying yields come from official sources: the US Treasury publishes daily par yield curve rates across maturities, and the Bank of Canada publishes Government of Canada benchmark bond yields. Different observers watch different pairs (10-year minus 2-year, or 10-year minus 3-month), so the curve can be inverted on one measure and not another at the same time. Some measures use forward rates rather than spot yields.

Cross-border note. Canada and the US each have their own curve, built from Government of Canada and US Treasury bonds respectively, and they can invert at different times because the Bank of Canada and the Federal Reserve set policy independently. The recession-signal research most often cited is built on US Treasury data; Canada's curve has a thinner body of such study. They are two separate measurements, not one signal.

FAQ

Does an inverted yield curve mean a recession is coming?
No — an inversion describes how government bonds are priced today, and it is usually read as bond markets expecting lower short-term rates ahead. Inversions of certain maturity pairs have historically preceded US recessions, but a historical correlation is not a forecast. The sample of past recessions is small, the lag between an inversion and any downturn has varied widely, and the curve has also inverted without a recession following.
Why would anyone accept less yield to lend for longer?
Because they expect short-term rates to fall. A long-dated yield is roughly the market's average expectation of future short-term rates plus a premium for tying money up. When expected future short rates drop far enough, that average can fall below today's short rate — so a longer bond can price at a lower yield than a shorter one even though the money is committed for longer.
Which pair of maturities is 'the' yield curve?
There isn't one. Commentators most often cite the 10-year minus 2-year and the 10-year minus 3-month spreads, but the curve can be inverted on one and normal on the other at the same time, and it can also invert only in the middle. A headline saying the curve inverted is incomplete without naming which two maturities are being compared.
Related terms
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