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Macro Environment

Yield Curve (2s10s) & Stablecoin Supply

As of Apr 2026, the US 2s10s yield curve spread stands at +0.57% — 10-year Treasury yield (4.35%) minus 2-year Treasury yield (3.78%). The curve is currently Normal (uninverted). The 2s10s spread measures the shape of the yield curve: when positive, long-term rates exceed short-term rates and growth expectations are intact; when negative (inverted), short-term rates exceed long-term rates — a reliable leading indicator of recession that has preceded every US recession since 1978. The 2022–2024 inversion was the deepest in four decades, coinciding with stablecoin supply contraction from $180B to $130B as institutional capital rotated to short-term T-bills yielding more than long-term bonds. The curve uninverted in mid-2024; stablecoin supply has resumed growth since. Full history from Jan 2020.

2s10s Spread
+0.57%
as of Apr 2026
30-Day Change
+0.02pp
percentage points
Curve Status
Normal (uninverted)
10Y vs 2Y slope
Fed Regime
Fed cutting cycle
current policy period

Stablecoin Market Cap vs 2s10s Yield Curve Spread

Total stablecoin market cap (left axis, green, from Jan 2018) overlaid with the 2s10s spread (right axis, blue dashed, full history from Jan 2020). The dashed red line marks zero — below it the curve is inverted.

2s10s Spread — Full History with Inversion Periods

Daily 2s10s spread from Jan 2020 to present. The shaded area fills red when inverted (spread < 0) and blue when normal. The 2022–2024 inversion was the longest and deepest since the early 1980s. Regime bands mark each Fed policy period.

10Y vs 2Y Treasury Yields — The Spread Decomposed

10-year (blue) and 2-year (amber dashed) Treasury yields from Jan 2020. Inversion occurs where the amber line rises above the blue. The 2-year yield tracks Fed policy expectations closely; the 10-year yield reflects long-run growth and inflation expectations.

How to Read This Page
Normal curve (Mar 2020 – Mar 2022) · spread: +0.5% to +1.5%
Normal Slope — Growth Expectations Intact

During the zero-rate era the curve was positive and relatively steep — long-term rates exceeded short-term rates, reflecting normal growth expectations. Risk assets including DeFi were attractive, and stablecoin supply grew from ~$6B to ~$180B (BIS WP 1068, 2023).

For macro investors: A steep positive curve is consistent with stablecoin supply expansion — institutional capital has no incentive to pile into short-term T-bills when the curve rewards duration.

Inverting / hike cycle (Mar 2022 – Sep 2023) · spread: +1% → −1.1%
Curve Inverting — Supply Contraction

The Fed's aggressive hiking cycle drove 2-year yields above 10-year yields. Institutional capital rotated into short-term T-bills yielding over 5% — more than 10-year bonds. Stablecoin supply contracted from ~$180B to ~$130B as the inversion deepened. The inversion also raised recession fears that suppressed crypto risk appetite broadly.

For CFOs: Curve inversion is a signal to review DeFi allocations — 2-year T-bills are yielding more than 10-year bonds, making short-duration cash instruments hard to beat on a risk-adjusted basis.

Deep inversion / high-rate pause (Sep 2023 – Sep 2024) · spread: ~−1.1% → 0%
Sustained Inversion — Early Supply Recovery on Expectations

Despite the curve remaining inverted at its deepest levels, stablecoin supply stopped contracting and began recovering from ~$130B. Markets were pricing in future rate cuts ahead of actual FOMC action. The curve slowly uninverted through 2024 as 2-year yields declined with cut expectations.

For macro analysts: Supply recovery during still-inverted curve conditions illustrates that stablecoin allocation responds to rate expectations, not just the current curve shape. Watch 2-year yield moves as the leading signal.

Uninverted / cutting cycle (Sep 2024 – present) · spread: +0.57%
Curve Normalised — Stablecoin Supply Recovering

The curve fully uninverted as the Fed began cutting rates in September 2024 and 2-year yields declined below 10-year yields. Stablecoin supply has resumed growth, reaching well above $200B, consistent with improved risk appetite and reduced competition from short-term instruments.

For DeFi risk teams: Curve normalisation historically precedes renewed institutional inflows — monitor collateral utilisation and redemption pressure as capital returns on-chain. For regulators: Supply expansion in a normalising curve environment is structurally driven.

Methodology

Spread computation: 2s10s spread = DGS10 (10-year nominal Treasury yield) minus DGS2 (2-year nominal Treasury yield). Both series published daily by the Federal Reserve and fetched from FRED. Coverage: January 2020 – present. Denominated in percent per annum.

Inversion definition: The curve is defined as inverted when the spread is negative (DGS2 > DGS10). No smoothing or threshold adjustment applied — the raw daily spread is used.

Forward-filling: Both series are not published on weekends or US federal holidays. Missing values are forward-filled from the last available observation. Data gaps are not interpolated.

Stablecoin market cap: Daily sum of all tracked stablecoin market caps from CoinGecko snapshots (322 coins) and extended history from DefiLlama. Coverage: Jan 2018 – present.

Regime bands: Set to actual FOMC meeting dates — not model-estimated. The Fed Regime stat box reflects the current active regime and is updated within one business day when the FOMC acts.

Update frequency: Daily at ~15:30 UTC (FRED series published with a 1-business-day lag).

Related Indicators
Frequently Asked Questions
What is the 2s10s yield curve spread?
The 2s10s spread is the difference between the 10-year US Treasury yield (DGS10) and the 2-year Treasury yield (DGS2). A positive spread means long-term rates exceed short-term rates — a normal curve reflecting growth expectations. A negative spread (inverted curve) means short-term rates exceed long-term rates, historically a reliable leading indicator of recession by 12–18 months.
Why does yield curve inversion matter for stablecoins?
Yield curve inversion signals institutional risk-off positioning. When the curve inverted in 2022–24, institutional capital de-risked — rotating from crypto, DeFi, and risk assets into short-term T-bills which were yielding more than 10-year bonds. Stablecoin supply contracted from roughly $180B to $130B during this inversion period, consistent with institutional capital preferring T-bills over on-chain dollar yield.
What are the colored regime bands on this chart?
The shaded bands represent distinct Fed policy periods: zero-rate era (Mar 2020–Mar 2022), hike cycle (Mar 2022–Sep 2023), high-rate pause (Sep 2023–Sep 2024), and the current cutting cycle (Sep 2024–present). They are hardcoded to actual FOMC meeting dates, not estimated.
What does the current 2s10s spread of +0.57% mean?
As of Apr 2026, the 2s10s spread stands at +0.57% (10Y: 4.35%, 2Y: 3.78%). A positive spread means the curve has returned to normal slope, with long-term rates above short-term rates — historically associated with improving growth expectations and reduced recession risk.
How is the yield curve different from the SOFR or real rate page?
The SOFR page tracks the overnight benchmark rate — where the Fed directly sets policy. The real rate page tracks the inflation-adjusted 10Y Treasury yield. This page tracks the shape of the yield curve — the relationship between short and long rates. Inversion occurs when the Fed has tightened short rates above where markets expect long-term growth to support — making it a forward-looking recession signal rather than a current policy reading.