US Treasury Yield Curve (daily, 2s10s spread)
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from $2.00 / 1,000 results
US Treasury Yield Curve (daily, 2s10s spread)
US Treasury daily yield curve: every trading day's curve (13 tenors, 1 Mo to 30 Yr) with the 2s10s spread on every row and the latest curve vs the 7-days-ago curve in the run summary — the recession-signal macro panel.
Pricing
from $2.00 / 1,000 results
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Philip Kirkbride
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US Treasury Yield Curve
Quick Start
Collect the US Treasury daily par yield curve — all 13 tenors from 1 Mo to 30 Yr — with the 2s10s spread on every row. Use it for macro dashboards, recession-signal tracking, and rate research. Start with this minimal input:
Source: U.S. Department of the Treasury, "Daily Treasury Par Yield Curve Rates" — official public data from the US Treasury.
Input
| Name | Type | Default | What it does |
|---|---|---|---|
year | integer | current year | Which calendar year to fetch; the series starts in 1990. Future years are rejected up front with a clear error. |
maturities | array | [] | Optional subset of the 13 tenors ("10y", "1mo", "2 Yr" forms accepted) to focus coverage and warnings on. Every row always carries all 13 tenor fields regardless. |
Output
One dataset record per trading day (oldest to newest): recordKey, source, kind, date, yield1Mo … yield30Yr (percent; explicit null for unpublished tenors), spread2s10s (percentage points; negative = inverted curve), sourceUrl, collectedAt.
Example record:
The run summary (KeyValue store OUTPUT) reports the latest curve, the curve ~7 days earlier, per-tenor week-over-week changes, coverage counters, and any warnings.
FAQ
How far back does history go? To 1990. Each run fetches one full calendar year (about 250 trading-day records).
Why do some tenors show null? The Treasury added tenors over time (2 Mo in 2018, 4 Mo in 2020) and dropped others in places; a tenor not published on a date is an explicit null, never interpolated.
Is the data daily? One row per trading day — weekends and US holidays have no rows.
What is the 2s10s spread? The 10 Yr yield minus the 2 Yr yield; a negative value is the classic inverted-curve recession signal.
For support, contact Apify support and include the Actor run ID.
