CorrlensCorrlens
Correlate

Correlation Analysis

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis vs Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis

DGS10 vs DGS2

+0.972

Very strong positive

When one moves up, the other tends to follow.

Jun 1, 1976 — Apr 2, 2026Daily12,455 observationsFREDFRED

AI Analysis

The strong correlation between the 10-year and 2-year Treasury yields indicates that movements in long-term interest rates closely follow changes in short-term rates, suggesting a consistent relationship in investor sentiment about future economic conditions. This alignment, with both series moving in the same direction most of the time, is practical for investors as it can signal trends in the bond market and broader economic outlook. However, while the close synchronization implies that timing offsets are minimal, it's essential to remember that correlation does not imply causation; external factors can still influence these rates independently.

Timing Offset

in sync

DGS10 and DGS2 tend to move at the same time.

-6-5-4-3-2-10+1+2+3+4+5+6

Correlation at each lag offset (periods). Peak marked with dot.

Peak correlation at offset: +0.976 (13 lags scanned)

R-Squared

95.3%

Share of variance in one series explained by the other.

Trend Agreement

85.7%

How often both series moved in the same direction period-to-period.

Overlap Quality

12,455

Deep shared window — 12,455 usable pairs.

Significance

p < 0.001

95% CI: [0.953, 0.988] (approximate)

Time Series

Rebased to 100

Green: DGS10Gray: DGS236 of 12,455 points (sampled)

Scatter

XY Regression

-0.490246810121415.33-1.04024681012141616.12Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment BasisMarket Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment BasisData pointsFit (r = 0.972)

Pipeline

Data quality details

Pipeline Summary

12,455 paired observations survived the daily window.

Raw input

16,047

12,455

Normalized

16,047

12,455

Prepared

16,047

12,455

Aligned

12,455

12,455

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

3,592

A: 3592 / B: 0

Series A

DGS10

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis

FRED · 16,047 raw → 16,047 prepared

Series B

DGS2

Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis

FRED · 12,455 raw → 12,455 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

10

Estimated crossover points between normalized spreads.

Slope

1.0954

Linear regression slope.

Intercept

-1.3441

Linear regression intercept.

Saved 13 hours ago · ID: fred-dgs10-vs-fred-dgs2-daily-20260406-kt4bdg