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Yield Curve Spread Calculator

Work out yield curve spread instantly with clear inputs, formula shown and shareable results.

About Yield Curve Spread Calculator

The spread between two points on the yield curve summarises its slope. A steep curve rewards lending long, a flat one removes that reward, and an inverted curve has historically preceded economic slowdowns.

Formula

Curve spread

Spread = long yield - short yield; slope = spread / maturity gap

Worked example

With the default values below, Yield Curve Spread Calculator returns Curve Spread In Basis Points of 75.0. Change any input above and every figure here is recalculated in your browser.

Inputs used

Short Maturity Yieldaccepts 0–100 %
6.6 %
Long Maturity Yieldaccepts 0–100 %
7.35 %
Short Maturity In Yearsaccepts 0.25–30
2
Long Maturity In Yearsaccepts 0.5–40
10

Results

Curve Spread In Basis Points
75.0
Slope In Basis Points Per Year
9.38
Curve Shape
Upward sloping — normal curve
Maturity Gap
8.00 years

Step by step

  1. 1Values used
  2. 2Curve spread
  3. 3Curve Spread In Basis Points= 75.0
  4. 4Slope In Basis Points Per Year= 9.38
  5. 5Curve Shape= Upward sloping — normal curve
  6. 6Maturity Gap= 8.00 years

Assumptions and limits

  • The result is derived only from the 4 inputs listed above. Anything not among them is not part of the calculation.
  • In particular, this calculator does not take inflation, tax, fees or charges or compounding frequency into account.
  • Figures are rounded for display to 2 decimal places, so totals built from several rounded parts can differ slightly from the unrounded arithmetic.
  • Figures are estimates based on the inputs given. Bank charges, regulatory minima and market rates change and differ between institutions and jurisdictions. This is not financial advice — confirm with your bank or treasury policy.

How these calculators are built and tested is described on the Methodology page. If a figure looks wrong, please report it.

Figures are estimates based on the inputs given. Bank charges, regulatory minima and market rates change and differ between institutions and jurisdictions. This is not financial advice — confirm with your bank or treasury policy.

Frequently Asked Questions

Why does inversion matter?

It signals that markets expect rate cuts, usually because growth is expected to weaken sharply.

Which spread is watched most?

The two-to-ten-year spread is the most cited, though shorter spreads react faster to policy expectations.

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