Treasury Yield Curve

The U.S. Department of the Treasury in conjunction with the Federal Reserve System provides yields for bills, notes, and bonds at various maturities for each day in which the instruments are available for trading. This app shows those yields starting on the first trading day of January 2010 onward. The Treasury provides daily updates on-line lagged by 24 hours and the app retrieves the updates when it is connected to the Internet.

Additionally, you may plot the yield curve and get an estimate of the yield for all months from 1 to 360 (1 month to 30 years) by means of a slider.

The estimated yields are computed by linear interpolation between the actual yields. Moving the slider shows the estimate for any month you choose as well as a simple plot of the actual data.

With each new update, look at the history on your loaded app. If there are gaps within say the last year most easily identified by abrupt changes in the historical yields, then simply delete the app on your mobile device and download it again to fill in the blanks.

changes in version 6.2.2

• Updated historical treasury yields within the app through January 7, 2023. If you are missing any of the historical record, delete the app and download this newest version

changes in version 6.2

• Updated historical treasury yields within the app through December 9, 2021. If you are missing any of the historical record, delete the app and download this newest version
• Added feature to show spreads between any two data series such as the spread between the 10-year and the 2-year Treasuries
• GUI additions to allow more rapid movement or stepped movement through the historical data
• Numerous code improvements

changes in version 6.0

• Added 30-year bond series from January 2010 to present
• Some GUI modifications to accommodate iOS 10

changes in version 5.7

• Historical data from January 2, 2010 through August 25, 2016 are preinstalled in the app. If your historical record has no large gaps (more than a weekend or a holiday), then simply update the app and it will be current
• However, if your app's historical record contains a gap of more than a few days, delete the app from your iPad or iPhone and reinstall from scratch from the iTunes App Store. Naturally, updates and reinstallations are free to current users

changes in version 5.5

• GUI changes
• Slider fine-tuning buttons are continuously adjustable up or down when held down
• Modified syntax of Facebook and Twitter links
• Streamlined code
• You may delete an older version and replace it with this new one to get the full data set through July 1, 2015. Updates will occur when you reopen the app subsequently