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Cập nhật FX Yield Spread
FX & Futures Yield Spread (2Y & 10Y)
FX & Futures Yield Spread (2Y & 10Y) is a macro-driven indicator designed to measure the interest rate differential between two currencies using their respective 2-year and 10-year government bond yields.
It automatically detects the base and quote currencies from:
Major CME FX futures (standard and micro contracts)
Forex pairs
Crypto pairs (when applicable)
🔎 What It Does
The indicator:
Retrieves 2-year and 10-year sovereign yield data for both currencies in the pair
Calculates the yield spread:
2Y Spread = Base 2Y Yield − Quote 2Y Yield
10Y Spread = Base 10Y Yield − Quote 10Y Yield
Plots the spreads in a separate pane
Includes an optional zero line for directional clarity
📊 Why It Matters
Yield spreads are a key macro driver of currency valuation.
A rising spread typically favors the base currency
A falling spread typically favors the quote currency
The 2Y spread often reflects short-term monetary policy expectations
The 10Y spread reflects longer-term growth and inflation outlook
This makes the indicator especially useful for:
Macro FX traders
Futures traders
Intermarket analysis
Policy divergence tracking
⚙️ Customization Options
Toggle 2Y and 10Y spreads independently
Enable or disable the zero reference line
Adjust the yield data timeframe (Daily, Weekly, etc.)
Add a custom exchange prefix for yield tickers if required by your data feed
🛡️ Stability & Safety
Includes strict currency detection logic
Uses safe security calls to prevent chart errors
Displays warning labels if yield data is missing
In short, this indicator helps traders align currency price action with underlying rate differentials — one of the most powerful long-term drivers in FX markets.
FX & Futures Yield Spread (2Y & 10Y) is a macro-driven indicator designed to measure the interest rate differential between two currencies using their respective 2-year and 10-year government bond yields.
It automatically detects the base and quote currencies from:
Major CME FX futures (standard and micro contracts)
Forex pairs
Crypto pairs (when applicable)
🔎 What It Does
The indicator:
Retrieves 2-year and 10-year sovereign yield data for both currencies in the pair
Calculates the yield spread:
2Y Spread = Base 2Y Yield − Quote 2Y Yield
10Y Spread = Base 10Y Yield − Quote 10Y Yield
Plots the spreads in a separate pane
Includes an optional zero line for directional clarity
📊 Why It Matters
Yield spreads are a key macro driver of currency valuation.
A rising spread typically favors the base currency
A falling spread typically favors the quote currency
The 2Y spread often reflects short-term monetary policy expectations
The 10Y spread reflects longer-term growth and inflation outlook
This makes the indicator especially useful for:
Macro FX traders
Futures traders
Intermarket analysis
Policy divergence tracking
⚙️ Customization Options
Toggle 2Y and 10Y spreads independently
Enable or disable the zero reference line
Adjust the yield data timeframe (Daily, Weekly, etc.)
Add a custom exchange prefix for yield tickers if required by your data feed
🛡️ Stability & Safety
Includes strict currency detection logic
Uses safe security calls to prevent chart errors
Displays warning labels if yield data is missing
In short, this indicator helps traders align currency price action with underlying rate differentials — one of the most powerful long-term drivers in FX markets.
Phát hành các Ghi chú
FX & Futures Yield Spread (2Y & 10Y)FX & Futures Yield Spread (2Y & 10Y) is a macro-driven indicator designed to measure the interest rate differential between two currencies using their respective 2-year and 10-year government bond yields.
It automatically detects the base and quote currencies from:
Major CME FX futures (standard and micro contracts)
Forex pairs
Crypto pairs (when applicable)
🔎 What It Does
The indicator:
Retrieves 2-year and 10-year sovereign yield data for both currencies in the pair
Calculates the yield spread:
2Y Spread = Base 2Y Yield − Quote 2Y Yield
10Y Spread = Base 10Y Yield − Quote 10Y Yield
Plots the spreads in a separate pane
Includes an optional zero line for directional clarity
📊 Why It Matters
Yield spreads are a key macro driver of currency valuation.
A rising spread typically favors the base currency
A falling spread typically favors the quote currency
The 2Y spread often reflects short-term monetary policy expectations
The 10Y spread reflects longer-term growth and inflation outlook
This makes the indicator especially useful for:
Macro FX traders
Futures traders
Intermarket analysis
Policy divergence tracking
⚙️ Customization Options
Toggle 2Y and 10Y spreads independently
Enable or disable the zero reference line
Adjust the yield data timeframe (Daily, Weekly, etc.)
Add a custom exchange prefix for yield tickers if required by your data feed
🛡️ Stability & Safety
Includes strict currency detection logic
Uses safe security calls to prevent chart errors
Displays warning labels if yield data is missing
In short, this indicator helps traders align currency price action with underlying rate differentials — one of the most powerful long-term drivers in FX markets.
Mã nguồn mở
Theo đúng tinh thần TradingView, tác giả của tập lệnh này đã công bố nó dưới dạng mã nguồn mở, để các nhà giao dịch có thể xem xét và xác minh chức năng. Chúc mừng tác giả! Mặc dù bạn có thể sử dụng miễn phí, hãy nhớ rằng việc công bố lại mã phải tuân theo Nội quy.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Mã nguồn mở
Theo đúng tinh thần TradingView, tác giả của tập lệnh này đã công bố nó dưới dạng mã nguồn mở, để các nhà giao dịch có thể xem xét và xác minh chức năng. Chúc mừng tác giả! Mặc dù bạn có thể sử dụng miễn phí, hãy nhớ rằng việc công bố lại mã phải tuân theo Nội quy.
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.