Blog: Site Updates and Yield Curve Analysis

  • Overnight Reverse Repurchase Rate added to yield curve chart

    We just added the Fed's Overnight Reverse Repurchase Agreement Award rate to our yield curve and time series charts, denoted as "RRP". In context of the term structure of interest rates, RRP is the shortest of short term yields. It is the overnight interest rate awarded by the Fed in exchange for holding collateral. Banks use this facility as a means to generate return on their excess deposits.
  • Added Fed Funds Rate target range to yield curve chart

    This Labor Day weekend we launched a significant update to, adding the Federal Funds Target Rate to the US yield curve chart. The FOMC expresses its target of the short term overnight lending rate for banks as a range, currently at 5.25-5.5%. This is the interest rate widely cited in the media whenever the Fed raises or lowers interest rates.

  • Canada government bond yield curve now available!

    We just went live with a new yield curve chart for Canada interest rates!
  • 2M and 4M T-Bill data, and valuation tool now available!

    In the past two weeks we've added additional data from the Treasury and a valuation calculator for Treasuries.
  • Recent Site Enhancements for January-February 2023

    Recently added features:
    • Link to share charts on social media
    • Fixed y-axis

  • Coming soon: RRP and Fed Funds Rate

     In an effort to make the website more useful, we are planning on adding two more data sets to the yield curve chart: The Fed's Overnight Reverse Repo Facility Rate (ON RRP) and the Fed Funds Rate. Both of these rates are critical in determining short term interest rates in the economy. 
  • Column stacking: An interesting way to view the timing of yield curve inversions

    One of our users shared some interesting thoughts on how to visualize yield curve inversions over time. This method can provide some insight into how yield curve inversions correlate with bull and bear markets for equities.
  • Site Updates 11/27/2022

    This weekend we migrated the application to a new server with more bandwidth. Expect small improvements to performance and load times going forward. Per the rise in traffic to this website and requests from our users, many new features are in planning. To help cover the costs of running this website, we will run ads very soon and will be accepting sponsorships.