US Treasury Yield Curve Graphs
(GRAPHS BASED ON U.S. Treasury (On-The-Run) Bonds)
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.
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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:
• yld — Daily par yields. Example: yld,2,3 Mo,2 Yr (3-Month Bill and 2-Year Note).
• 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 >for (5-Year Note).
• dif — Implied inflation (Nominal - Real). Example: dif,2,5 Yr,10 Yr >for (5-Year and 10-Year).
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)
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