Treasury Yield API

Parameters

• type  optional

  Which curve to return. Must be one of the following values (defaults to par):

  Value	Description
  par	Nominal Constant Maturity Treasury (CMT) yield curve. Default.
  real	Real (inflation-indexed / TIPS) yield curve.
  bill	Treasury bill rates.
  all	All three curves combined in one response. Premium only.

• date  optional

  Business day to retrieve (YYYY-MM-DD). Defaults to the latest. Dates beyond the free window are premium.

• format  optional

  Response format: json (default) or csv.

Headers

• X-Api-Key  required

  API Key associated with your account.

Response

The /v1/treasuryyield endpoint returns a JSON object with the following fields:

• date

  The business day of the curve (YYYY-MM-DD).

• type

  The curve type returned: par, real, or bill.

• rates

  An object mapping each maturity to its yield percent. A maturity not published on a given day is null. For bill, each value is an object with coupon_equivalent and discount_rate. The available maturity keys depend on type (these are also the values accepted by the maturity parameter on /v1/treasuryyieldhistorical):

  par: month_1month_1_5month_2month_3month_4month_6year_1year_2year_3year_5year_7year_10year_20year_30

  real: year_5year_7year_10year_20year_30

  bill: week_4week_6week_8week_13week_17week_26week_52

• spread_2y10y

  10-year minus 2-year yield. Returned for par only.

• spread_3m10y

  10-year minus 3-month yield. Returned for par only.

• spread_5y30y

  30-year minus 5-year yield. Returned for par only.

• curve_inverted

  Whether the 2s10s spread is negative (10-year below 2-year). Returned for par only.

Parameters

• type  optional

  par (default), real, or bill.

• maturity  optional

  A single maturity code (e.g. year_10, week_13). Omit for full-curve history (premium).

  Maturity codes

  Code	Maturity
  month_1	1 Month
  month_1_5	1.5 Month
  month_2	2 Month
  month_3	3 Month
  month_4	4 Month
  month_6	6 Month
  year_1	1 Year
  year_2	2 Year
  year_3	3 Year
  year_5	5 Year
  year_7	7 Year
  year_10	10 Year
  year_20	20 Year
  year_30	30 Year

• start_date  optional

  Start of the range (YYYY-MM-DD).

• end_date  optional

  End of the range (YYYY-MM-DD).

• format  optional

  json (default) or csv. Premium bulk responses include a next cursor passed back via the page parameter.

Headers

• X-Api-Key  required

  API Key associated with your account.

Response

The /v1/treasuryyieldhistorical endpoint returns a JSON object with the following fields:

• type

  The curve type: par, real, or bill.

• maturity

  The maturity code returned. Present for a single maturity; omitted in full-curve mode.

• data

  An array of time-series points, oldest first. For a single maturity each item is { date, rate_pct } (bills also include discount_rate). In full-curve mode each item is { date, rates }, where rates maps each maturity to its yield percent.

• next

  A pagination cursor for the next page of bulk results, or null. Pass it back as the page parameter.