Under normal circumstances, long-term debt bears a higher interest rate than short-term debt. A plot with the term on the x-axis and yield on the y-axis typically shows an upward sloping curve, such as this one. But sometimes short-term debt is more expensive than long-term debt; that's when we see an inverted yield curve. There's some evidence that a yield curve inversion is a good predictor of recessions. (But see e.g. this article for some pushback on the predictive value of interest spreads.) See this 4-minute Khan Academy video for another illustration of the yield curve concept.
For the US, one commonly cited example is the spread between the 10-year rate and the 2-year rate. FRED, a database run by the Federal Reserve Bank of St. Louis, has a series on this interest rate spread. The chart shows that inversions (i.e., periods when the curve dips below zero) tend to precede recessions (shaded regions in chart). See this Treasury page for historical data on daily yields for all maturities (1 month to 30 years) going back to 1990. Note that FRED has data going back further for many of these series.
As of this writing, the 10-year rate is about 3.5% and the 2-year rate is about 4.2%. This means the spread is
3.5% - 4.2% = -0.7%. That's an inversion.
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