Bond Tracker: Treasury Yields & Corporate Bond Spreads Today
Compare U.S. Treasury and Government of Canada bond yields • Real-time data from official sources
Track Treasury yields and corporate bond spreads today across all maturities. Compare US Treasury and Government of Canada curves, monitor investment-grade vs high-yield spreads, and watch the yield curve in real time from official sources.
An inverted yield curve (short-term rates above long-term rates) has preceded every US recession since 1970. When the 2-year/10-year spread goes negative, pay close attention to your portfolio allocation.
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🇺🇸 U.S. Corporate Bond Yields by Credit Rating
Yields calculated as spreads over U.S. Treasury rates
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Understanding the Yield Curve · Treasury vs Corporate Bonds: Risk and Reward · Duration and Interest Rate Risk · How Bond Laddering Works
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The 10-year Treasury yield fluctuates daily based on market conditions and Fed policy. Our tracker shows real-time rates. The 10-year is a key benchmark for mortgages and is watched closely by investors as a signal of economic expectations.
The yield curve shows interest rates across different bond maturities. A normal curve slopes upward (longer = higher rates). An inverted curve (short-term > long-term) has historically predicted recessions, making it one of the most closely watched economic indicators.
Treasury bonds are safer (backed by US government) with lower yields. Corporate bonds offer higher yields but carry credit risk. Investment-grade corporates balance safety and yield; high-yield (junk) bonds offer more return with significantly more risk, especially during recessions.
Bond prices and interest rates move inversely. When rates rise, existing bond prices fall (and vice versa). Longer-duration bonds are more sensitive to rate changes. This is called interest rate risk, and it is measured by a bond's duration.
Investment-grade bonds are rated BBB/Baa and above by rating agencies, indicating low default risk. High-yield (junk) bonds are rated below that threshold and carry higher default risk, especially during economic downturns. The yield spread between them reflects perceived credit risk in the market.
A bond ladder involves buying bonds with staggered maturities (e.g., 1, 3, 5, 7, 10 years). As each bond matures, you reinvest at the longest maturity. This strategy smooths out interest rate risk, provides regular liquidity, and avoids the need to time interest rate movements.
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