the Treasury updated the way the yield curve is calculated

See https://home.treasury.gov/policy-is...ld-curve-methodology-change-information-sheet

 

I use 10-Year Minus 3-Month spread to define market regime (for trading options). At least for the sample period they provided in this link, the difference in spread values between two calculation methods is insignificant.

 

Yes, but I thought it was interesting theoretically . I'm a mathhead

 

It was interesting. If one uses a tool (Yield Spread like myself), he must be aware of such things. Thanks for the link.