App Profile: Treasurys

The U.S. Department of the Treasury in conjunction with the Federal Reserve System provides yields for bills, notes, and bonds at various maturities for each day in which the instruments are available for trading. This app shows those yields starting on the first trading day of January 2010 onward. The Treasury provides daily updates on-line lagged by 24 hours and the app retrieves the update spreadsheet for the past 200 days when it is connected to the Internet.

Additionally, you may plot the yield curve and get an estimate of the yield for all months from 1 to 360 (1 month to 30 years) by means of a slider.

The estimated yields are computed by linear interpolation between the actual yields. Moving the slider shows the estimate for any month you choose.