US Treasury Yield Curve Scraper: Rates, 2s10s & Real Yields

US Treasury Yield Curve: Real Yields & Inversions

What it does

Get a nominal and real US yield curve monitor using Treasury public history, including yield spreads, inversions, changes and threshold matches. No external notifications are sent.

Input

{"startDate":"2024-01-01","endDate":"2025-12-31","includeReal":true,"alerts":[{"field":"spread2s10s","operator":"lt","value":0}]}

Or use {"year":2025}. Default is current year. Dates are inclusive; use either a year or both ISO dates. Nominal history starts in 1990; real history starts in 2003, with tenor availability varying over time. maturities selects the tenors checked for coverage; every row retains all nominal yield columns. Set includeReal:false to omit real yields. Invalid input fails with a plain message.

Coverage and limits

Treasury sources: nominal and real TIPS. If real yields are unavailable, nominal rows remain available with a warning. Missing dates and tenors remain null; no forward fill.

Output

Fields include nominal yields and spread2s10s, plus realYields and breakevenApproximation keyed by matched 5/7/10/20/30-year tenor; realStatus, realSourceUrl; spread3m10y; inversions; changes; alerts. Rates, spreads and changes are percentage points. Nominal minus real par yields is only an approximation of inflation compensation, not a forecast or exact zero-coupon breakeven.

Inversions use strict negative 10y-minus-2y and 10y-minus-3m spreads. observations counts consecutive published observations, not calendar days; missing legs break the run. since is the first observed inverted date and leftCensored warns when a run could have begun before available history. Durations are limited to the available history. Changes use the preceding observation for day, and the latest observation on or before 7/30 calendar days earlier for week/month. Baseline dates are included; absent baselines or legs yield nulls. A baseline may predate your selected start date when available within the covered years; prior history is not guaranteed.

Threshold rules support nominal yield fields and both spreads, lt or gt, and a finite numeric value. Each row lists matching rules with the observed value; equality does not trigger. No separate alert rows or notification charges.

Example row with illustrative values:

Selected fields only.

{"recordKey":"ustyc:2025-01-02","source":"treasury.gov","kind":"yield_curve","date":"2025-01-02","yield2Yr":4.25,"yield10Yr":4.45,"spread2s10s":0.20,"spread3m10y":null}

Limits and tips

The run summary includes nominal latest/week values and delivery status. If the source is slow or unavailable, the run keeps collected rows and reports incomplete history in its warnings. A very long date range may return partial history; inspect warnings. Schedules re-deliver and re-charge rows; deduplicate by recordKey downstream.

Pricing

One trading date is one dataset item and one dataset-item charge. Threshold matches do not add separate rows or notification charges. A run-start fee also applies, including empty runs. It is charged per GB of memory, with a one-start minimum; the default 512 MB run is one start event. See the Pricing tab for current prices.

Worked costs at the current $0.002 per dataset item: a full year (about 250 trading days) is about $0.50 plus the $0.005 start, a 30-day window is about $0.05, and a one-year run with real yields included costs the same because real yields are fields on the same rows.