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YIELD CURVE

Yield Curve Slope

Summarizes the difference between selected long and short rates.

Formula

Slope = Long yield - Short yield

Variables: Long-maturity yield; short-maturity yield

What it means

Summarizes the difference between selected long and short rates.

Example

10-year yield 4.3% minus 2-year yield 3.8% gives +50 bp.

How to interpret it

This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.

BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.