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Analysis

The 2-10 treasury yield spread note has been inverted since July 6, 2022

Let's explore continual inversions on the 2-year to 10-year and 3-month to 10-year treasuries.

3-Month to 30-Year

The 3-month to 30-year inverted on October 18, 2022 and has been inverted ever since.

Treasury Yield Spreads May 01 2022 to January 5 2023

The 2-year to 10-year inversion is one of the most widely followed recession indicators. It has been inverted continually since July 6, 2022.

The 3-month to 10-year inversion is even more extreme. It has been continually inverted since October 18, 2022. 

Terrible Economic Data

The December jobs report was anemic and the ISM services PMI was an outright disaster.

  • December Jobs: Employment Rises by 717,000 All of Them Part Time
  • ISM Services Plunges 6.9 Points Into Contraction, Another Recession Warning
  • Stock Market Cheers Weak Job Report, But Big Picture Still Looks Grim
 

Although housing in the gutter and the rest of the economy sinking fast, the Fed is committed to a course of action to maintain credibility.

To steepen in the traditional sense first requires the curve to flatten. With the Fed holding rates higher for longer, that won't easily happen unless the Fed panics due to a credit event.

Given that the Fed has repeatedly vowed to keep rates higher for longer regardless of economic slowing, do not expect the curve to steepen other than by deeper inversions until recession hits. 

For more discussion on this idea please see Hello Curve Watchers, the Yield Curve is Steepening, Just Not in the Normal Sense

Here is a key idea regarding the stock market:

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