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GET/v2/curves/treasury

Get Treasury Yield Curve

Retrieve U.S. Treasury yield curve data for various maturities.

Fetch the U.S. Treasury yield curve, which shows the relationship between interest rates and time to maturity for U.S. Treasury securities. This data is essential for understanding bond market conditions, economic expectations, and financial modeling. The curve includes yields for various maturities from 1 month to 30 years.

Authentication: Your API key is required to access yield curve data.

Query Parameters

NameTypeRequiredDescription
datestringOptionalSpecific date for yield curve (ISO 8601 format: YYYY-MM-DD). If omitted, returns most recent data.
maturitiesstringOptionalComma-separated list of maturities to include (e.g., "1M,3M,6M,1Y,2Y,5Y,10Y,30Y").
date
stringOptional

Specific date for yield curve (ISO 8601 format: YYYY-MM-DD). If omitted, returns most recent data.

maturities
stringOptional

Comma-separated list of maturities to include (e.g., "1M,3M,6M,1Y,2Y,5Y,10Y,30Y").

Response Attributes

NameTypeRequiredDescription
date
stringRequiredDate of the yield curve data.
curves
arrayRequiredArray of yield curve points.
—maturity
stringRequiredTime to maturity (e.g., "1M", "3M", "1Y", "10Y").
—yield
numberRequiredYield percentage.
—maturityMonths
integerRequiredMaturity in months.
date
stringRequired

Date of the yield curve data.

curves
arrayRequired

Array of yield curve points.

maturity
stringRequired

Time to maturity (e.g., "1M", "3M", "1Y", "10Y").

yield
numberRequired

Yield percentage.

maturityMonths
integerRequired

Maturity in months.

Error Responses

400Bad request. Invalid date format or parameters.
{
  "error": {
    "code": "invalid_parameter",
    "message": "Invalid date format. Use YYYY-MM-DD"
  }
}
401Unauthorized. Invalid or missing Bearer token.
{
  "error": {
    "code": "unauthorized",
    "message": "Invalid or missing Bearer token"
  }
}

Notes

  • If no date is specified, the most recent available yield curve is returned.
  • Yields are expressed as percentages (for example, 4.25 means 4.25%).
  • Available maturities range from 1 month to 30 years.
  • Data is sourced from the U.S. Treasury and updated daily.

API Method

GET /v2/curves/treasury

Example Usage

curl -X GET "https://api.exanomic.com/v2/curves/treasury?date=2024-12-01" \
  -H "X-API-Key: your-api-key-here"

Example Response

{
  "date": "2024-12-01",
  "curves": [
    {
      "maturity": "1M",
      "yield": 5.32,
      "maturityMonths": 1
    },
    {
      "maturity": "3M",
      "yield": 5.41,
      "maturityMonths": 3
    },
    {
      "maturity": "6M",
      "yield": 5.38,
      "maturityMonths": 6
    },
    {
      "maturity": "1Y",
      "yield": 5.15,
      "maturityMonths": 12
    },
    {
      "maturity": "2Y",
      "yield": 4.89,
      "maturityMonths": 24
    },
    {
      "maturity": "5Y",
      "yield": 4.56,
      "maturityMonths": 60
    },
    {
      "maturity": "10Y",
      "yield": 4.42,
      "maturityMonths": 120
    },
    {
      "maturity": "30Y",
      "yield": 4.58,
      "maturityMonths": 360
    }
  ]
}