Germany’s October Bobl auction puts retained supply in focus
FOLITIC Research
FOLITIC / U.S. TREASURY YIELD CURVE
US Treasury Yield Curve
Explore U.S. Treasury yields from one month to thirty years. Compare the curve, follow each maturity and put rate expectations in context.
U.S. Treasury yield curve
Daily par yields ·
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United States · Treasury yields
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· Previous = prior published observation. High / low = daily observations over the preceding 52 weeks, not intraday prices. Changes describe yields, not bond-price returns.
Data notes
Yield data: U.S. Department of the Treasury. Daily Treasury Par Yield Curve Rates, in percent per year.
These are constant-maturity par yields estimated from Treasury market quotations, not bond prices, individual securities or executable bid/ask quotes. They update on U.S. business days; there are no intraday high/low values in this feed.
Comparisons use the latest available observation on or before the requested date. “30 days” and “365 days” are calendar-day offsets. Missing maturities remain blank; valid zero readings remain zero. History is available from 1990, with different start dates and occasional gaps by maturity.
Change (bp) = (yield − previous yield) × 100. Chg. % = (yield − previous yield) ÷ previous yield × 100. A rising yield is not the same as a rising bond price.
The page checks official observations every 30 minutes while visible and keeps dated readings if an update is unavailable. Custom dates and longer history load on demand.
The sidebar uses the same prediction-market data and normalization as FOLITIC’s Fed Rate Monitor. It is independent of Treasury yields, and is not CME FedWatch. Probabilities can change and do not guarantee a decision.
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