Indicators / Treasury / Yield Curve
10Y yield: absolute 3M move (rates volatility proxy)
Absolute 3-month change in the 10Y yield, in basis points.
Current
53 bps
Observation date 2026-10-15
WatchLIVE
Stress
73
Absolute 3M change percentile
Metric: 53.00 · Trend ↑Deteriorating
History
Percentile 73
Z-score —
History since 1962-04-03
Changes
1W −15 bps
1M −4 bps
3M +28 bps
6M +38 bps
12M +12 bps
Chart
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Interpretation & scoring
Direction: Large moves in either direction signal rates volatility (the MOVE index is proprietary).
Stress metric: Absolute 3M change percentile (higher = more stress).
Mapping: point-in-time historical percentile of the metric (polarity-adjusted). Signal bands: <50 Normal · 50–75 Watch · 75–90 Elevated · ≥90 Severe.
Contribution to scores
| Score | Category / cluster | Weight | Points |
|---|---|---|---|
| Financial Market Stress | rates / rates_vol | 5.0% | 3.6 |
Sources & timestamps
| Series | Source | ID | Frequency | Last observation | Source last updated | Retrieved |
|---|---|---|---|---|---|---|
| 10-Year Treasury Constant Maturity | Board of Governors of the Federal Reserve System (via FRED) | DGS10 | Daily | 2026-10-15 | 2026-10-16 20:16 UTC | 2026-10-18 23:08 UTC |