Last Update: 27 Jun 2022 8:23 GMT+0

9 countries have an inverted yield curve.

An inverted yield curve is an interest rate environment in which long-term bonds have a lower yield than short-term ones.

An inverted yield curve is often considered a predictor of economic recession.

If data are not all visible, swipe table left

Detailed domestic spreads

The convexity of the yield curve can be estimated calculating the spread between Government Bonds with long, medium and short maturity.

If the spread between the 10 years and the 2 years Government Bond is negative, it's a strong signal of totally inverted yield curve.

Signals of partially or minimally inverted yield curve are a negative 5Y vs 2Y spread or a negative 2Y vs 1Y spread.

In the following table:
Cells with red background shows an inverted yield case.
Cells with yellow background shows a flat yield case.
If data are not all visible, swipe table left
Country Long vs Short Term
10Y vs 2Y Spread
Mid vs Short Term
5Y vs 2Y Spread
Short Term
2Y vs 1Y Spread
Ukraine
Turkey
Chile
Pakistan
Czech Republic
Brazil
Iceland
Poland
Mexico
Romania
Russia
United States
Sweden
South Korea
Canada
Japan
Hungary
Jordan
Sri Lanka
Taiwan
New Zealand
United Kingdom
Hong Kong
Qatar
Norway
Morocco
Singapore
China
Denmark
Germany
Australia
Kazakhstan
Israel
India
Netherlands
Bangladesh
Lithuania
Switzerland
Thailand
Vietnam
Austria
Belgium
Slovakia
Malaysia
Colombia
Finland
Ireland
France
Uganda
Portugal
Spain
Bahrain
Malta
PerĂ¹
Latvia
Bulgaria
Greece
Cyprus
Slovenia
Italy
Kenya
Philippines
Indonesia
Croatia
Egypt
Serbia
Nigeria
Mauritius
South Africa
Namibia

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