Description ⋅ Apr 26, 2022 7:16 PM Display all US Treasury Yields. Display FFrate. Display all Breakeven Inflation Rates. Displays the spread between Treasury Yields and Breakeven Inflation Rate. If specified period of US Treasury Yields are inverse, highlight the background. If US Treasury Yields exceed the Breakeven Inflation Rate, highlights the background. Visualizing the reverse spread in U.S. Treasuries and spread between Treasury Yields and Breakeven Inflation Rate may help us capture the signs of a recession. Contains :- plot line - 〜Treasury Yields TVC:US30Y TVC:US20Y TVC:US10Y TVC:US07Y TVC:US05Y TVC:US03Y TVC:US02Y TVC:US01Y TVC:US06MY TVC:US03MY TVC:US02MY TVC:US01MY 〜Federal Funds Effective Rate FEDFUNDS 〜Breakeven Inflation Rate FRED:T30YIEM FRED:T20YIEM FRED:T10YIE FRED:T7YIEM FRED:T5YIE 〜Spread of Treasury Yields and Breakeven Inflation Rate TVC:US30Y - FRED:T30YIEM TVC:US20Y - FRED:T20YIEM TVC:US10Y - FRED:T10YIE TVC:US07Y - FRED:T07YIEM TVC:US05Y - FRED:T05YIE - - - - - - -- plot background - 〜Treasury Yields Inverse TVC:US30Y - TVC:US20Y TVC:US10Y - TVC:US05Y TVC:US10Y - TVC:US02Y TVC:US07Y - TVC:US05Y TVC:US05Y - TVC:US02Y TVC:US03Y - TVC:US02Y TVC:US10Y - TVC:US01Y TVC:US10Y - TVC:US03MY 〜Spread of Treasury Yields and Breakeven Inflation Rate TVC:US30Y - FRED:T30YIEM TVC:US20Y - FRED:T20YIEM TVC:US10Y - FRED:T10YIE TVC:US07Y - FRED:T07YIEM TVC:US05Y - FRED:T05YIE - - - - - - - - - -
Release Notes ⋅ Apr 26, 2022 8:12 PM fixed background color
Release Notes ⋅ May 25, 2022 8:26 PM fixed bugs.
Release Notes ⋅ May 25, 2022 8:28 PM fixed bugs
Release Notes ⋅ May 25, 2022 8:58 PM - added NFCI and ANFCI FRED:NFCI FRED:ANFCI - added backgrounds NFCI > 0 ANFCI > 0
Release Notes ⋅ May 25, 2022 9:41 PM NFCI background thresholds can now be set arbitrarily by the user
Release Notes ⋅ Jun 2, 2022 8:06 PM added below: FRED:M2SL FRED:WM2NS ROC(Rate of Change) of above (compared to last week / month) ROC background
Release Notes ⋅ Jun 18, 2022 6:03 PM added recession band