Compass
← All datasets

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department (https://www.treasu…

Source: FRED (St. Louis Fed)13,124 rowsUpdated: 9/21/2026
treasuryspreadfred

Quality

99.4

Attribution

Federal Reserve Bank of St. Louis (FRED)

Schema

ColumnTypeDescription
datestring
valuefloat

Sample rows

datevalue
1976-06-010.68
1976-06-020.71
1976-06-030.7
1976-06-040.77
1976-06-070.79

Use with an LLM

Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).

cURL

curl "https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y").json()
print(ds["title"], ds["rows"], "rows")

# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
    print(row)

API endpoint: https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y

Tip: fetch /llms.txt for the full machine-readable catalog.

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity