US rates, Treasuries, and debt stress

US debt and the Treasury curve set the cost of capital for the rest of the board. This page tracks nominal and real yields, curve inversion, fiscal deficit versus GDP, and credit spreads such as high-yield OAS. A steep real-rate shock can tighten housing, REITs, and long-duration equity. Use it to see whether rates are transmitting stress — not as a bond trade.

Latest stored readings as of 2026-11-10: 2Y Treasury 4.46% (2026-11-05); 10Y Treasury 4.84% (2026-11-05); 30Y Treasury 5.25% (2026-11-05); 10Y real yield 2.60% (2026-11-05); Federal surplus/GDP -5.75% (2025-01-01); 10Y–2Y spread 35.00 (2026-11-06); HY OAS 342 (2026-11-06); VNQ vs 52w high -2.32% (2026-11-09).

Which US rates gauges are tracked?
Nominal 2-year, 10-year, and 30-year Treasury yields, real yields, the 10s–2s curve, fiscal deficit versus GDP, and high-yield credit spreads — context for how rates transmit stress.

Also on this dashboard: Macro Early Warning · Macro Early Warning: AI bubble, oil, debt, and social stress · Iran and Hormuz oil risk · AI bubble and equity stretch · Social stress, jobs, and housing · Dividend and DCF equity screen · Data health and source freshness · Privacy Policy

Informational only — not investment advice.