US Treasury Yield Curve Rates
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US Treasury Yield Curve Rates
Official daily US Treasury interest rates: par yield curve (1M to 30Y, back to 1990) with 2s10s, 3m10y and 5s30s spreads, real (TIPS) yield curve, T-bill discount and coupon-equivalent rates, and long-term composite rates. Wide or long format.
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Pushbuild Data
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Official daily interest rate data from the U.S. Department of the Treasury.
Datasets
- parYieldCurve: par yield curve rates (CMT) for 1M, 6W, 2M, 3M, 4M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y, from 1990. Wide rows add
spread2s10s,spread3m10yandspread5s30s(percentage points). - realYieldCurve: real (TIPS) par yields for 5Y to 30Y, from 2003.
- billRates: T-bill bank discount and coupon-equivalent rates, from 2002.
- longTermRates: long-term composite (>10 years) and 20-year CMT, from 2000.
- realLongTermRate: real long-term average, from 2000.
Inputs
dataset, dateFrom, dateTo (default: last 30 days), latestOnly, tenors, format (wide or long), maxItems.
Notes
- Rates are percentages, published each business day after the close (around 6 pm ET).
- A tenor that did not exist on a date (e.g. 20Y before 1993, 30Y in 2002-2006) is null.
Example
