Last Update: 6 Oct 2022 8:23 GMT+0

17 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
Hungary
Pakistan
Russia
Brazil
Kazakhstan
Czech Republic
Mexico
Nigeria
Canada
United States
Hong Kong
Iceland
Poland
Sri Lanka
Egypt
South Korea
Sweden
United Kingdom
Qatar
Singapore
New Zealand
Vietnam
Israel
Norway
Japan
India
Germany
Lithuania
Romania
Taiwan
Denmark
Australia
Bangladesh
Switzerland
China
Netherlands
Morocco
Ireland
Indonesia
Finland
Belgium
France
Malaysia
Slovakia
Austria
Colombia
Latvia
Thailand
Portugal
Philippines
Spain
Croatia
Jordan
Malta
Italy
PerĂ¹
Greece
Cyprus
Bulgaria
Kenya
Slovenia
Bahrain
Namibia
Serbia
South Africa
Uganda
Mauritius

Share this page

Related Topics