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Monetary Policy

Federal Funds Rate

Track Federal Reserve interest rate policy and its historical changes

How to read this chart

Read the units and reporting frequency before comparing periods. A level, a month-to-month change, and a year-over-year change answer different questions. Compare related economic indicators over the same dates.

Interpretation and limitations

Economic releases can be revised. Publication dates and the periods being measured may differ, and historical relationships do not establish cause and effect.

Economic data documentation

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30-Year Fixed Mortgage Rate
10-Year Treasury Rate
2-Year Treasury Rate
30-Year Treasury Rate
3-Month Treasury Rate

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Monetary Policy
Federal Funds RateFREE

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About Federal Funds Rate

Track Federal Reserve interest rate policy and its historical changes

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Related Analytics

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Monetary Policy

30-Year Fixed Mortgage Rate

Monitor residential mortgage rates and housing market financing conditions

Monetary Policy

10-Year Treasury Rate

The 10-year Treasury yield is the global benchmark risk-free rate. It is roughly the sum of expected average short rates over the decade plus a term premium for holding duration, so it embeds both growth and inflation expectations. It prices mortgages, corporate debt and equity discount rates, and rising real 10-year yields have historically compressed valuations for long-duration assets, including Bitcoin.

Monetary Policy

2-Year Treasury Rate

The 2-year Treasury yield reflects where the market expects the Fed funds rate to average over the next two years, so it moves ahead of the Fed rather than with it. It is the most policy-sensitive point on the curve: a falling 2-year is the bond market pricing cuts, a rising one is pricing hikes. The 2s10s spread (10-year minus 2-year) is the most-watched inversion signal.

Monetary Policy

30-Year Treasury Rate

The 30-year Treasury yield is the longest point on the curve and the most sensitive to duration risk: a 1% yield move swings its price far more than a short bond. Because expectations that far out are mostly noise, it is read as a gauge of long-run inflation credibility and fiscal risk rather than as a growth forecast. A 30-year rising while the 2-year falls (a steepening curve) often marks the market pricing both Fed cuts and persistent inflation.

Monetary Policy

3-Month Treasury Rate

The 3-month Treasury bill yield is the closest market proxy for the Fed's policy stance, since bills this short mature before policy can drift far. It anchors the short end of the yield curve and sets the floor for money-market and repo rates. When the 3-month yield exceeds the 10-year, the curve is inverted, a condition that has preceded every US recession since 1955. For crypto, it is the risk-free rate that stablecoin yields and basis trades compete against.

Monetary Policy

10Y-2Y Treasury Spread

Monitor the critical yield curve spread between 10-year and 2-year Treasury rates - one of the most reliable recession predictors. When this spread inverts (goes negative), it has historically preceded every recession since 1955, typically by 12-24 months. Essential for economic forecasting and understanding market expectations for growth, inflation, and Federal Reserve policy.

Monetary Policy

30-Year Fixed Mortgage Rate

Monitor residential mortgage rates and housing market financing conditions

Monetary Policy

10-Year Treasury Rate

The 10-year Treasury yield is the global benchmark risk-free rate. It is roughly the sum of expected average short rates over the decade plus a term premium for holding duration, so it embeds both growth and inflation expectations. It prices mortgages, corporate debt and equity discount rates, and rising real 10-year yields have historically compressed valuations for long-duration assets, including Bitcoin.

Monetary Policy

2-Year Treasury Rate

The 2-year Treasury yield reflects where the market expects the Fed funds rate to average over the next two years, so it moves ahead of the Fed rather than with it. It is the most policy-sensitive point on the curve: a falling 2-year is the bond market pricing cuts, a rising one is pricing hikes. The 2s10s spread (10-year minus 2-year) is the most-watched inversion signal.

Monetary Policy

30-Year Treasury Rate

The 30-year Treasury yield is the longest point on the curve and the most sensitive to duration risk: a 1% yield move swings its price far more than a short bond. Because expectations that far out are mostly noise, it is read as a gauge of long-run inflation credibility and fiscal risk rather than as a growth forecast. A 30-year rising while the 2-year falls (a steepening curve) often marks the market pricing both Fed cuts and persistent inflation.

Monetary Policy

3-Month Treasury Rate

The 3-month Treasury bill yield is the closest market proxy for the Fed's policy stance, since bills this short mature before policy can drift far. It anchors the short end of the yield curve and sets the floor for money-market and repo rates. When the 3-month yield exceeds the 10-year, the curve is inverted, a condition that has preceded every US recession since 1955. For crypto, it is the risk-free rate that stablecoin yields and basis trades compete against.

Monetary Policy

10Y-2Y Treasury Spread

Monitor the critical yield curve spread between 10-year and 2-year Treasury rates - one of the most reliable recession predictors. When this spread inverts (goes negative), it has historically preceded every recession since 1955, typically by 12-24 months. Essential for economic forecasting and understanding market expectations for growth, inflation, and Federal Reserve policy.

Monetary Policy

30-Year Fixed Mortgage Rate

Monitor residential mortgage rates and housing market financing conditions

Monetary Policy

10-Year Treasury Rate

The 10-year Treasury yield is the global benchmark risk-free rate. It is roughly the sum of expected average short rates over the decade plus a term premium for holding duration, so it embeds both growth and inflation expectations. It prices mortgages, corporate debt and equity discount rates, and rising real 10-year yields have historically compressed valuations for long-duration assets, including Bitcoin.

Monetary Policy

2-Year Treasury Rate

The 2-year Treasury yield reflects where the market expects the Fed funds rate to average over the next two years, so it moves ahead of the Fed rather than with it. It is the most policy-sensitive point on the curve: a falling 2-year is the bond market pricing cuts, a rising one is pricing hikes. The 2s10s spread (10-year minus 2-year) is the most-watched inversion signal.

Monetary Policy

30-Year Treasury Rate

The 30-year Treasury yield is the longest point on the curve and the most sensitive to duration risk: a 1% yield move swings its price far more than a short bond. Because expectations that far out are mostly noise, it is read as a gauge of long-run inflation credibility and fiscal risk rather than as a growth forecast. A 30-year rising while the 2-year falls (a steepening curve) often marks the market pricing both Fed cuts and persistent inflation.

Monetary Policy

3-Month Treasury Rate

The 3-month Treasury bill yield is the closest market proxy for the Fed's policy stance, since bills this short mature before policy can drift far. It anchors the short end of the yield curve and sets the floor for money-market and repo rates. When the 3-month yield exceeds the 10-year, the curve is inverted, a condition that has preceded every US recession since 1955. For crypto, it is the risk-free rate that stablecoin yields and basis trades compete against.

Monetary Policy

10Y-2Y Treasury Spread

Monitor the critical yield curve spread between 10-year and 2-year Treasury rates - one of the most reliable recession predictors. When this spread inverts (goes negative), it has historically preceded every recession since 1955, typically by 12-24 months. Essential for economic forecasting and understanding market expectations for growth, inflation, and Federal Reserve policy.

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