Treasury Yield-Curve Inversion Nears Most Extreme Since 1980s

  • Two-year yield exceeds 10-year by more than a percentage point
  • Gap shrinks a bit in rally sparked by weak ISM factory gauge
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A key segment of the US Treasury yield curve approached its most inverted level in decades Monday as traders priced in further Federal Reserve policy tightening.

The two-year note’s yield exceeded the 10-year rate by as much as 110.8 basis points as the shorter-maturity rate reached 4.96%. The inversion touched 110.9 basis points in March, a level last seen in the early 1980s, according to data compiled by Bloomberg.