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StationFX 10Y-2Y Treasury Yield Curve Spread
x402
StationFX 10Y-2Y Treasury Yield Curve Spread is a paid API for AI agents from stationfx.com, paid per call via x402, $0.008/call, status unknown (last checked 2026-10-02).
Returns the daily spread between 10-year and 2-year U.S. Treasury yields — the most widely watched yield curve recession indicator — with pre-computed statistical enrichments.
Price / call$0.008
Success—
StatusUnknown
How this service works
Spread between 10-year and 2-year Treasury yields. The most widely watched yield curve indicator — inversion has preceded every U.S. recession since 1955 with a 6-18 month lead. Positive = normal curve, negative = inverted (recession warning). Pre-computed daily from DGS10 and DGS2.
Output
Returns a time-series array of daily 10Y-2Y Treasury spread observations. Each record includes the raw spread value (in percentage points, where negative = inverted), month-over-month and year-over-year absolute and percentage changes, trailing 12-month and 5-year z-scores, 5-year percentile rank, 3-month and 12-month rolling averages, and a flag indicating whether the spread is above long-run trend. Data is pre-computed daily from FRED DGS10 and DGS2 series.
Example use cases
Recession signal monitoring dashboard
“Check the current 10-year minus 2-year Treasury spread and tell me whether it's inverted, how long it's been that way, and where today's reading sits relative to the past 5 years — I'm tracking recession risk.”
Monthly macro report data pull
“Get me the 10Y-2Y yield curve spread data from StationFX for the past 12 months so I can include the trend and year-over-year change in my monthly fixed income report.”
Quantitative strategy signal check
“Fetch the 10Y-2Y Treasury spread for the last 30 days including the 5-year z-score and rolling 3-month average — I need to check whether the spread signal has crossed my model's inversion threshold.”
Technical details
Endpoint
GEThttps://stationfx.com/economic-data/cross-signal/10y-2y-treasury-spread-yield-curve?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need the canonical U.S. yield curve inversion indicator with pre-enriched statistical context (z-scores, percentile ranks, rolling averages) rather than computing the spread yourself from raw FRED data. It is ideal for macro dashboards, recession-monitoring agents, or fixed-income strategy signals where the 10Y-2Y spread is a primary input. If you need raw individual Treasury yields (DGS10 or DGS2 separately), prefer the sibling endpoints for those series. For credit risk rather than rate risk, prefer the corporate or high-yield spread endpoints on the same platform.
Side effects
- Date range outside available history returns empty data array
- Invalid date format (non-YYYY-MM-DD) may return 400 error
- Requesting future dates returns no data or the most recent available observation
- Payment not included or insufficient USDC balance results in 402 Payment Required
- Invalid fmt enum value may cause a 400 or unrecognized response format
- Very narrow date ranges (single day) may return one record or none if that day is a weekend/holiday (Treasury markets closed)
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"schema": {
"type": "object",
"properties": {
"data": {
"type": "array",
"items": {
"type": "object",
"properties": {
"date": {
"type": "string",
"description": "Observation date YYYY-MM-DD"
},
"value": {
"type": "number",
"description": "Raw observed value in series units"
},
"mom_pct": {
"type": "number",
"description": "Month-over-month % change"
},
"yoy_pct": {
"type": "number",
"description": "Year-over-year % change"
},
"zscore_5y": {
"type": "number",
"description": "Z-score relative to trailing 5 years"
},
"mom_change": {
"type": "number",
"description": "Month-over-month absolute change"
},
"yoy_change": {
"type": "number",
"description": "Year-over-year absolute change"
},
"zscore_12m": {
"type": "number",
"description": "Z-score relative to trailing 12 months"
},
"above_trend": {
"type": "integer",
"description": "1 if value is above long-run trend, else 0"
},
"pct_rank_5y": {
"type": "number",
"description": "Percentile rank over trailing 5 years (0-100)"
},
"rolling_3m_avg": {
"type": "number",
"description": "3-month rolling average"
},
"rolling_12m_avg": {
"type": "number",
"description": "12-month rolling average"
},
"trend_direction": {
"type": "integer",
"description": "Trend: 1 rising, -1 falling, 0 flat"
}
}
},
"description": "Observations ordered by date ascending"
},
"meta": {
"type": "object",
"description": "Series metadata: source_key (FRED series ID), units, frequency (D/W/M/Q/A), date_from, date_to, fields"
}
},
"description": "Station f(x) response with metadata and pre-computed derived metrics"
},
"example": {
"data": [
{
"date": "2024-01-01",
"value": 5.33,
"mom_pct": 0,
"yoy_change": 0.5,
"zscore_12m": 1.2,
"trend_direction": 1
}
],
"meta": {
"frequency": "M",
"source_key": "SERIES_ID"
}
}
}Tags
x402
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