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Correlate

Correlation Analysis

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

DGS10 vs FEDFUNDS

+0.899

Very strong positive

When one moves up, the other tends to follow.

Jan 1, 1962 — Sep 1, 2026Weekly771 observationsFREDFRED

AI Analysis

The strong correlation between the 10-year Treasury yield (DGS10) and the federal funds rate (FEDFUNDS) suggests that as interest rates set by the Federal Reserve change, so too do long-term borrowing costs, which can impact investment decisions and economic growth. The near-perfect alignment in their movements indicates that investors can rely on these indicators to gauge trends in the economy, but the timing of these changes is crucial, as they often occur simultaneously. However, it's important to note that while this relationship is historically strong, external factors can sometimes disrupt this correlation, so it should not be the sole basis for investment decisions.

Timing Offset

in sync

DGS10 and FEDFUNDS 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: +0.912 (13 lags scanned)

R-Squared

83.1%

Share of variance in one series explained by the other.

Trend Agreement

88.2%

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

Overlap Quality

771

Deep shared window — 771 usable pairs.

Significance

p < 0.001

95% CI: [0.833, 0.954] (approximate)

Time Series

Rebased to 100

Green: DGS10Gray: FEDFUNDS36 of 771 points (sampled)

Scatter

XY Regression

-0.360246810121414.74-1.10246810121415.85Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment BasisFederal Funds Effective RateData pointsFit (r = 0.899)

Pipeline

Data quality details

Pipeline Summary

771 paired observations survived the weekly window.

Raw input

16,047

861

Normalized

16,047

861

Prepared

3,353

861

Aligned

771

771

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

2,672

A: 2582 / B: 90

Series A

DGS10

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

FRED · 16,047 raw → 3,353 prepared

Series B

FEDFUNDS

Federal Funds Effective Rate

FRED · 861 raw → 861 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

17

Estimated crossover points between normalized spreads.

Slope

1.0950

Linear regression slope.

Intercept

-1.6052

Linear regression intercept.

Saved 13 hours ago · ID: fred-dgs10-vs-fred-fedfunds-weekly-20260406-f96i8v