US Treasury Yield Curve Graphs

Type in the character string similar to EXAMPLES for each type of graph and click "Plot" - see Examples for guidance

(GRAPHS BASED ON U.S. Treasury (On-The-Run) Bonds) - and comparison with other assets
Disclaimer: All results are based on approximate historical data and are for informational purposes only. No guarantee is made as to the accuracy, completeness, or applicability of the results. Use at your own risk. This is not financial advice and is not guaranteed to be accurate.

>>>>EXAMPLES<<<<

yld / ylm / ylr / ylk / dif,yrs,maturities — Plots Treasury yields for the selected maturities over the specified number of years.
• Example: yld,1,10 Yr,30 Yr — plots daily par yields for 10-Year and 30-Year Treasuries over the past 1 year.

Available Maturities:
• Nominal: 1 Mo, 1.5 Mo, 2 Mo, 4 Mo, 3 Mo, 6 Mo, 1 Yr, 2 Yr, 3 Yr, 5 Yr, 7 Yr, 10 Yr, 20 Yr, 30 Yr.
• Real: 5 Yr, 7 Yr, 10 Yr, 20 Yr, 30 Yr.

Examples: (the second entry is number of years to plot)
• yld — Daily par yields. Example: yld,2,3 Mo,2 Yr (3-Month Bill and 2-Year Note for 2 year period).
• ylm — Monthly par yields. Example: ylm,2,3 Mo,2 Yr
• ylr — Real yields. Example: ylr,2,3 Mo,2 Yr
• ylk — Combined nominal and real yields. Example: ylk,2,5 Yr
• dif — Implied inflation (Nominal - Real). Example: dif,2,5 Yr,10 Yr
• ylp/ylx — Bond returns based on Prices

Yield Spread Example:
• yld,3,10 Yr-2 Yr — plots the 10-Year minus 2-Year yield spread over the past 3 years.
• yld,3,10 Yr-2 Yr-SPY — plots the 10-Year minus 2-Year yield spread and SPY over the past 3 years. (Instead of SPY, it can be GSPC, GBTC, GLD, OR FFNOX etc, etc)

ylp,yrs,5 Yr,... — Estimates Treasury (On-the-Run) Government Bond Returns using par yield history over the past yrs years.
• Example: ylp,3,5 Yr,SPY — compares 5-year bond vs. SPY over 3 years.
• Example: ylp,10,10 Yr,30 Yr — compares 10-year and 30-year treasuries over 10 years.
(adding _CPI to any ticker will adjust it down for inflation)
• Example: ylp,3,5 Yr,SPY,@100 will show 100-working day correlation of returns between SPY and 10 Yr bond

ylx,yrs,5 Yr,... — Same as ylp, but Government Bond Returns are based on real yield (TIPS) curves - BUT PRICES ADJUSTED UPWARDS FOR CPI
(adding _CPI to any ticker will adjust it down for inflation)
• Example: ylx,3,5 Yr,SPY,@100 will show 100-working day correlation of returns between SPY and 10 Yr bond (PRICES ADJUSTED UPWARDS for CPI)

Historical Yield Curve Evolution:
• Format: yld,date1/date2/num
• Example: yld,2021-01-21/2025-01-21/251 — plots yield curves between the two dates with 251 working-day intervals.
• Example: ylr,2021-01-21/2025-01-21/251 — same for real yields.
(Note: num must be a multiple of 10.)

Fitted Yield Curves (single date):
• yly,2025-05-02 — plots fitted nominal and real curves for that date.

Other ways to specify years are:
Year - eg: 2022 will use data from 1/1/2022 to 12/31/2022
Year range : eg: 2021-2023 or 2021-23 will use data from 1/1/2021 to 12/31/2023
YTD : year to date
Years : 2 will show data from 2 years ago, 2.3 will data from 2.3 years ago, 3.5-6 will show data from 6 years to 3.5 years ago
Months : 3M will show data from 3months ago, 3M-7M will show data from 7 months ago to 3 months ago
daterange : 20210912 will show data from 9/12/2021 till today. 20210912-20231231 will show data from 9/12/2021 to 12/31/2023