U.S. Treasury par yield curve rates, daily

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Daily U.S. Treasury par yield curve rates: the par yield (yield to maturity on a hypothetical Treasury security priced at par) for standard maturities, in percent per annum. The Treasury interpolates the curve each business day from closing market bid yields on actively traded Treasury securities, as of about 3:30 PM Eastern. The published tenor grid changed over time: the 1990s history runs from 3 months to 30 years, the 20-year point appears from the mid-1990s, and the 1-month / 1.5-month / 2-month / 4-month points were added later — tenors are null before their introduction by construction. Coverage 1990-01-02 to present, U.S. business days only; each calendar year is fetched from the Treasury's official per-year CSV feed.

Source: U.S. Department of the Treasury — Fiscal Data
Rows: 100,605
Columns: 5
Source cadence: Daily
Last refreshed: Sep 23, 2026
Theme: markets

Column	Type	Description
date	date	Month of observation, mapped to the first day of the month from the provider's Record Date ("The date that data was published"). Debt to the Penny is published daily; MTS, average interest rates and interest expense are published monthly at month-end. The par yield curve is published daily (U.S. business days); its dates are the provider's CSV Date values (MM/DD/YYYY) verbatim.
series_id	string	Stable machine identifier for the series. Built from the provider's own description fields (never the classification_id, which the MTS dictionary notes changes with every publication): debt measures use short slugs of the provider's Display Names; MTS uses monthly_/fytd_/fy_ prefixes; interest-rate and interest-expense series slug the provider's type/group descriptions; par yield curve series use tenor slugs such as '1mo', '1_5mo', '2yr', '10yr' built from the provider's verbatim tenor headers.
series_label	string	Human-readable series name using the provider's own wording (Display Names and description fields from the Fiscal Data data dictionaries), e.g. "Debt Held by the Public" or "Marketable — Treasury Bills".
unit	string	Unit of value: "USD" for dollar amounts (the provider's CURRENCY data type) or "%" for rates (the provider's PERCENTAGE data type, percent per annum).
value	float	Observed value as a number. Fiscal Data returns missing observations as the string "null"; these become null here. For the MTS deficit/surplus series a positive value means a deficit (outlays exceeded receipts).

First 10 sample rows — a preview, not the complete dataset.

date	series_id	series_label	unit	value
1990-01-02T00:00:00	10yr	10 Yr	%	7.94
1990-01-03T00:00:00	10yr	10 Yr	%	7.99
1990-01-04T00:00:00	10yr	10 Yr	%	7.98
1990-01-05T00:00:00	10yr	10 Yr	%	7.99
1990-01-08T00:00:00	10yr	10 Yr	%	8.02
1990-01-09T00:00:00	10yr	10 Yr	%	8.02
1990-01-10T00:00:00	10yr	10 Yr	%	8.03
1990-01-11T00:00:00	10yr	10 Yr	%	8.04
1990-01-12T00:00:00	10yr	10 Yr	%	8.1
1990-01-16T00:00:00	10yr	10 Yr	%	8.2

Profiled Sep 23, 2026 from snapshot 20260923T112730Z-ab4340fd9161

Measured

Completeness: 99.8%
Rows: 100,605
Columns: 5
Columns with gaps: 1

Rows per yeardate · 1990–2026 · 37 years

19902026

Column	Missing	Distinct	Range	Distribution
datetimestamp	0%	9,892	Jan 2, 1990 → Sep 22, 2026	—
series_idvarchar	0%	13	—	10yr9,188 1yr9,188 2yr9,188
series_labelvarchar	0%	15	—	1 Yr9,188 10 Yr9,188 2 Yr9,188
unitvarchar	0%	1	—	%100,605
valuedouble	1%	1,031	0 → 9.18median 3.72	1,546 outside 1st–99th percentile

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

cURL

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

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/treasury/treasury_par_yield_curve_daily").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/treasury/treasury_par_yield_curve_daily

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

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Pinned to snapshot 20260923T112730Z-ab4340fd9161 and its content hash, so readers get exactly the data you used.

APA

U.S. Department of the Treasury — Fiscal Data. (2026). U.S. Treasury par yield curve rates, daily [Data set, snapshot 20260923T112730Z-ab4340fd9161, sha256 ab4340fd9161]. Datazimuts. Retrieved 2026-09-23, from https://datazimuts.com/en/datasets/treasury/treasury_par_yield_curve_daily?snapshot=20260923T112730Z-ab4340fd9161

BibTeX

@misc{dz_treasury_treasury_par_yield_curve_daily_ab4340fd,
  title        = {{U.S. Treasury par yield curve rates, daily}},
  author       = {{U.S. Department of the Treasury — Fiscal Data}},
  year         = {2026},
  publisher    = {Datazimuts},
  howpublished = {\url{https://datazimuts.com/en/datasets/treasury/treasury_par_yield_curve_daily?snapshot=20260923T112730Z-ab4340fd9161}},
  note         = {Snapshot 20260923T112730Z-ab4340fd9161, sha256 ab4340fd9161494002933c9dda3e145c41ff4bc14e7f69cba9b0a48a8fd6c0f4; accessed 2026-09-23}
}

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U.S. Treasury par yield curve rates, daily

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