Bond Yield Heatmap

Official daily series include Treasury par yields, government benchmark yields and national constant-maturity or interpolated curves. Methodologies differ across markets. A curve chart only joins readings with the same observation date and source. No missing maturity is estimated by FOLITIC.

Extended daily coverage uses Bondscovery fitted sovereign curves. These are model estimates from end-of-day market observations, not executable quotes. Some countries use USD-denominated debt rather than local-currency debt; the currency is shown explicitly. Bondscovery data are licensed CC BY 4.0; FOLITIC reformats the display and calculates changes. Older snapshots remain dated and flagged.

Monthly references use OECD or Eurostat long-term government interest rates. Comparable date mode uses the displayed common months; Latest available uses each series’ previous month with data. They are kept separate from daily readings. Coverage is limited to the series available from these sources.

The page checks the shared FOLITIC data service while open. Source release schedules, holidays and revisions affect availability. Every observation retains its own date. Charts can have different history lengths, and a missing reading is never treated as zero.

The Fed panel contains prediction-market estimates and is separate from the government yield data. It is not CME FedWatch.

Sources and methodologies