Blog: Site Updates and Yield Curve Analysis

  • Personal Consumption Expenditures (PCE) Price Index now available on the Time Series Chart!

    12/01/2024
    We just added the Personal Consumption Expenditures (PCE) Price Index to the Time Series Chart and Revisions page. PCE is a measure of inflation, similar to CPI, often referred to in media as the Fed's preferred measure of inflation.
  • GDP Data Release Revisions

    11/23/2024
    Earlier this year we greatly expanded the functionality of the US Treasuries & Economic Indicators Time Series page, allowing users to compare interest rates against other economic data such as GDP and inflation metrics. It is important to note that such economic data released by the US government is frequently revised. On this website, we recently launched a tool to help you better track government economic data revisions of historical data.

  • Overnight Reverse Repurchase Rate added to yield curve chart

    12/27/2023
    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

    09/04/2023
    This Labor Day weekend we launched a significant update to ustreasuryyieldcurve.com, 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!

    04/23/2023
    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!

    04/01/2023
    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

    03/04/2023
    Recently added features:
    • Link to share charts on social media
    • Fixed y-axis

  • Coming soon: RRP and Fed Funds Rate

    12/29/2022
     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

    12/27/2022
    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

    11/26/2022
    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.