Macro Charts

LFPR vs 5yr Yield

Labor Force Participation Rate (4-month lead) overlaid on the 5-Year Treasury Yield.

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What This Chart Shows

The Labor Force Participation Rate measures the percentage of the working-age population that is either employed or actively seeking employment. This chart overlays LFPR (shifted forward 4 months) against the 5-Year Treasury Yield to visualize the labor-to-rates transmission mechanism.

When LFPR rises, it signals a tightening labor market, which eventually puts upward pressure on wages and inflation expectations — leading the bond market to price in higher yields. The 4-month lead captures this transmission lag.

How to Read It

When the two lines move together, the labor-to-rates channel is functioning normally. Divergences signal that either the bond market is mispricing the labor dynamic, or structural forces (Fed policy, demographics) are disrupting the typical relationship. A sharp LFPR decline with stable yields often precedes a forced repricing lower in rates.

LFPR vs 5yr Yield Overtime Z-Score Workforce Activity ISM vs NFP ISM vs Lending