US Treasury Yield Curve App Blog

Commentary and Site Update News

Canada government bond yield curve now available!

Now you can view Canada's yield curve on this website with data going back to 2001. Given the focus of this site being US Treasuries, it might seem an odd choice for a new feature. Here are some reasons on why this addition makes sense:

  • The global economy is very interconnected, and this is a first step to providing other rates of interest (pun intended) to investors following macroeconomic trends.
  • It will hopefully broaden the audience to this website, which helps financially support all of its features.
  • Acquisition of the data from the Bank of Canada is a fairly simple addition.
  • From a coding standpoint, building this feature evolved in the underlying code in a way that lays the groundwork for the next set of enhancements related to the US Treasury interest rates.
We hope you enjoy this new data set and find it interest-ing!

Check it out! https://www.ustreasuryyieldcurve.com/canada

2M and 4M T-Bill data, and valuation tool now available!

Now available! 2M and 4M T-Bills have been added to the yield curve chart. 2M (8 week) bills became available on 10/17/18 and the 4M (17 week) on 10/19/22.

2M and 4M T-bill yield maturities added to the yield curve chart


Also, check out our newly added "Valuation" feature which features a calculator that will alllow you to approximate the effect of a Treasury security's market pricing for a given change in interest rates. As you will be able to see by playing with this feature, a rising interest rate environment will not affect your coupon yield and face value but it will cause the mark-to-market value of your held security to go down. If only Silicon Valley Bank had a tool like this...

A screenshot of the valuation tool

Recent Site Enhancements for January-February 2023

Share links to specific chart configurations

We recently added a new feature enabling users to share links to specific yield curve charts on social media. 
  • Click the share icon on the upper right hand corner of the yield curve chart.
  • Check the "Link to this specific chart" box to generate a custom link for the chart currently displayed.
  • Click the "Copy" button to copy the link to your clipboard, allowing you to share on social media!
Share button on the USTYC website


The share on social media dialog on the USTYC website


Fixed y-axis

You can now adjust the y-axis to be fixed to certain min and max values as you change dates on the chart. Values out of range won't display.
https://twitter.com/USTYC_App/status/1630583544152981504