What is the purpose of this app?

This is a privately owned technical project that allows easier analysis of historical US Treasuries interest rates. Yield curve inversions have in the past been a reliable indicator of impending economic recessions, and this app allows you retroactively explore the yield curve shape on various dates. This website is not affiliated or sponsored by any government institution.

Where is the data compiled from?

The data on this website is a compilation of figures from various publicly available sources. Treasury yield curve data from 1990 to present is collected from the Treasury Department website and represent market rates at the end of day. Older data sets are obtained from the St. Louis Federal Reserve Economic Data repository. Some of the treasury rates are based on secondary market rates, and others are estimated based on constant maturity.

Treasury Yield Curve Data (after 1990)

1/2/1990 - Present (Daily)
US Department of Treasury, retrieved from https://www.treasury.gov/resource-center/data-chart-center/interest-rates/pages/textview.aspx?data=yield

Rates for the current day are not available until after 4:30pm ET. Weekends and banking holidays are excluded.

3 Month Treasury Bills (before 1990)

1/4/1982 - 12/31/1989 (Daily)
Board of Governors of the Federal Reserve System (US), 3-Month Treasury Constant Maturity Rate [DGS3MO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS3MO, May 4, 2019.

1/4/1954 - 12/31/1981 (Daily)
Board of Governors of the Federal Reserve System (US), 3-Month Treasury Bill: Secondary Market Rate [DTB3], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DTB3, April 14, 2019.

1/1/1934 - 1/4/1954 (Monthly)
Board of Governors of the Federal Reserve System (US), 3-Month Treasury Bill: Secondary Market Rate [TB3MS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TB3MS, April 14, 2019.

6 Month Treasury Bills (before 1990)

1/4/1982 - 12/31/1989 (Daily)
Board of Governors of the Federal Reserve System (US), 6-Month Treasury Constant Maturity Rate [DGS6MO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS6MO, May 4, 2019.

12/9/1958 - 12/31/1981 (Daily)
Board of Governors of the Federal Reserve System (US), 6-Month Treasury Bill: Secondary Market Rate [DTB6], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DTB6, April 28, 2019.

1 Year Treasuries (before 1990)

1/2/1962 - 12/31/1989 (Daily)
Board of Governors of the Federal Reserve System (US), 1-Year Treasury Constant Maturity Rate [DGS1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS1, May 4, 2019.

4/1/1952 - 12/31/1961 (Monthly)
Board of Governors of the Federal Reserve System (US), 1-Year Treasury Constant Maturity Rate [GS1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GS1, April 28, 2019.

2 Year Treasuries (before 1990)

6/1/1976 - 12/31/1989 (Daily, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 2-Year Treasury Constant Maturity Rate [DGS2], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS2, April 28, 2019.

3 Year Treasuries (before 1990)

1/2/1962 - 12/31/1989 (Daily, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 3-Year Treasury Constant Maturity Rate [DGS3], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS3, April 28, 2019.

4/1/1953 - 12/31/1989 (Monthly, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 3-Year Treasury Constant Maturity Rate [GS3], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GS3, April 28, 2019.

5 Year Treasuries (before 1990)

1/2/1962 - 12/31/1989 (Daily, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 5-Year Treasury Constant Maturity Rate [DGS5], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS5, April 28, 2019.

4/1/1953 - 12/31/1961 (Monthly, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 5-Year Treasury Constant Maturity Rate [GS5], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GS5, April 28, 2019.

7 Year Treasuries (before 1990)

7/1/1969 - 12/31/1989 (Daily, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 7-Year Treasury Constant Maturity Rate [DGS7], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS7, April 28, 2019.

10 Year Treasuries (before 1990)

1/2/1962 - 12/31/1989 (Daily, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 10-Year Treasury Constant Maturity Rate [DGS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS10, April 28, 2019.

4/1/1953 - 12/31/1961 (Monthly, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 10-Year Treasury Constant Maturity Rate [GS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GS10, April 28, 2019.

20 Year Treasuries Bond (before 1990)

4/1/1953 - 12/31/1989 (Monthly, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 20-Year Treasury Constant Maturity Rate [GS20], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GS20, April 28, 2019.

30 Year Treasury Bond (before 1990)

2/15/1977 - 12/31/1989 (Daily, Constant Maturity)
Board of Governors of the Federal Reserve System (US), 30-Year Treasury Constant Maturity Rate [DGS30], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS30, April 28, 2019.

Past US Recessions

1968 - Present
Hamilton, James, Dates of U.S. recessions as inferred by GDP-based recession indicator [JHDUSRGDPBR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/JHDUSRGDPBR, July 7, 2019.

1929 - 1968
Wikipedia - List of Recessions in the United States

Links to More Information on Interest Rate Data Calculation Methodologies

FAQ on CMT (Constant Maturity) Rates - treasury.gov
CMT calculation methodology - treasury.gov
Constant Maturity on Investopedia