BONDSTATS / MARKET STRUCTURE / INTERACTIVE RESEARCH

Yield Curve.
Regime Intelligence.

Model 2-year and 10-year Treasury yield shocks. Identify bull steepening, bear flattening and other curve regimes; export a research-ready chart or share the exact scenario.

2s10s slopeBasis-point shocksSVG exportNo account required

01 / Scenario parameters

Scenario inputs are illustrative, not live market quotes. A basis point (bp) equals 0.01 percentage point.

Curve regimeBull steepening
Initial 2s10s slope+30 bp
Slope change+30 bp

02 / Curve shock visualization

03 / Publish and reference

Share a reproducible scenario link or embed this interactive research tool on your own website. The embed points to the live BondStats calculator and includes a visible source link. No data is transmitted to BondStats by the calculator itself; a website visit may still generate standard server logs.

04 / Reading the regimes

What is bull steepening?

Both yields fall, with the short-term yield declining more than the long-term yield. The 10Y minus 2Y spread increases.

What is bear steepening?

Both yields rise, with the long-term yield rising more than the short-term yield. The curve becomes steeper.

What is bull flattening?

Both yields fall, with the long-term yield falling more than the short-term yield. The curve flattens.

What is bear flattening?

Both yields rise, with the short-term yield rising more than the long-term yield. The curve flattens.

How are mixed and parallel moves classified?

If the yields move in opposite directions, or one is unchanged, the result is labeled a mixed shift rather than forcing a bull/bear label. Equal shocks are classified as parallel shifts. The model compares only two maturities and does not infer the shape of the full yield curve.

Method: final yield = initial yield + shock / 100; slope = (10Y − 2Y) × 100 bp; slope change = 10Y shock − 2Y shock. Educational analysis, not investment advice. Explore the yield curve research methodology and downloadable Python models.