US Treasury Yield Curve Tracker (2s10s, 3m10y, Inversion) avatar

US Treasury Yield Curve Tracker (2s10s, 3m10y, Inversion)

Pricing

Pay per usage

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US Treasury Yield Curve Tracker (2s10s, 3m10y, Inversion)

US Treasury Yield Curve Tracker (2s10s, 3m10y, Inversion)

Daily US Treasury par yield curve straight from treasury.gov: all tenors 1M–30Y, plus 2s10s / 3m10y / 5s30s spreads (bps) and inversion flags. Macro recession indicator. Configurable lookback window + Telegram alerts on inversion. No API key.

Pricing

Pay per usage

Rating

0.0

(0)

Developer

Hojun Lee

Hojun Lee

Maintained by Community

Actor stats

0

Bookmarked

2

Total users

1

Monthly active users

2 days ago

Last modified

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US Treasury Yield Curve Tracker

Daily US Treasury par yield curve straight from treasury.gov: all tenors 1M–30Y, plus 2s10s / 3m10y / 5s30s spreads (bps) and inversion flags. Macro recession indicator. No API key.


Why this exists

The 2s10s spread (10Y yield minus 2Y yield) is the single most-watched recession indicator in finance. Every US recession since 1955 has been preceded by a 2s10s inversion.

The data is free and public — but it's published as a PDF and a clunky XML feed. This actor:

  • Pulls the raw CSV from treasury.gov
  • Computes 2s10s, 3m10y, 5s30s spreads (bps) automatically
  • Flags inversion (negative spread) per row
  • Configurable lookback (default 60 business days)
  • Telegram alerts on inversion or spread threshold

What you get per row

FieldExampleNotes
date06/09/2026business day
yield_3m_pct3.79
yield_2y_pct4.13
yield_5y_pct4.26
yield_10y_pct4.53
yield_30y_pct5.01
spread_2s10s_bps+40classic recession gauge
spread_3m10y_bps+74Fed-preferred gauge
spread_5s30s_bps+75long-end steepness
inverted_2s10sfalsetrue when negative
inverted_3m10yfalse

Plus full curve: 1M / 1.5M / 2M / 4M / 6M / 1Y / 3Y / 7Y / 20Y.


Use cases

  1. Recession signal — Alert the moment 2s10s flips negative
  2. Backtest macro strategies — 60+ days of daily curve in one run
  3. Bond research — Build a research note with snapshot of full curve
  4. Cross-asset — Combine with crypto data to see real-yield → BTC correlation
  5. Risk dashboard — Daily snapshot in a CSV/Sheets/Slack for the team

Quick start

Default — last 60 business days of 2026 curve

{}

Full year history

{
"year": 2026,
"daysBack": 0,
"sortBy": "date_asc"
}

Alert when 2s10s inverts

{
"alertOnInversion": true,
"telegramBotToken": "YOUR_BOT_TOKEN",
"telegramChatId": "YOUR_CHAT_ID"
}

Alert when 2s10s drops below 10bps (near-inversion)

{
"alert2s10sBelowBps": 10,
"telegramBotToken": "YOUR_BOT_TOKEN",
"telegramChatId": "YOUR_CHAT_ID"
}

Pricing

Pay-Per-Event: $0.001 per day of curve data returned.

RunDays returnedCost
Default (60 days)60$0.06
Last 30 days30$0.03
Full year of 2026~250$0.25

vs Bloomberg Terminal ($24,000/yr), or Refinitiv Eikon ($10,000/yr). This is free public data repackaged.


Data source

Daily Treasury Par Yield Curve Rates — the official Treasury CSV. Updated each business day around 16:00 ET.




🎬 Live Sample Run

A real run of this actor with default-ish inputs, executed on 2026-06-10:

FieldValue
Items in dataset30
Dataset (JSON)https://api.apify.com/v2/datasets/bOeIKbntkSjXkaVgN/items?clean=1&format=json
Dataset (CSV)https://api.apify.com/v2/datasets/bOeIKbntkSjXkaVgN/items?clean=1&format=csv
Run summary (KVS)https://api.apify.com/v2/key-value-stores/FoLEnepOdcfERo6HJ/records/SUMMARY
Run detailshttps://api.apify.com/v2/actor-runs/ey11utkR2aveihBa7

Try it now: pop any of the dataset URLs in your browser to see live output, or hit the API endpoints from your code.

Want to reproduce? Click Try Actor on the Apify Store page and use the input defaults shown above.

Feedback

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