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Forest Markets – U.S. Treasury Daily Par Yield Curve Rates
x402
Forest Markets – U.S. Treasury Daily Par Yield Curve Rates is a paid API for AI agents from http--forest-gas-station-mainnet--lcjl27p8lmjs.code.run, paid per call via x402, $0.003/call, status unknown (last checked 2026-10-10).
Returns the latest official U.S. Treasury Daily Treasury Par Yield Curve Rates snapshot across all standard maturities (1 month to 30 years), with missing tenors reported as null and no interpolation or forecasting.
Price / call$0.003
Success—
StatusUnknown
How this service works
Return the latest published U.S. Treasury Daily Treasury Par Yield Curve Rates snapshot across standard maturities from 1 month through 30 years. Forest normalizes one coherent official daily observation, reports missing Treasury tenors as null, and performs no forecast, interpolation, trading signal or secondary-market inference. Base mainnet USDC
Output
A JSON object containing the record date, unit (percent), a curve object with yield values (or null) for each standard maturity (1m, 1.5m, 2m, 3m, 4m, 6m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y), source and source dataset identifiers, freshness metadata, source month, and request count.
Example use cases
Bond pricing discount rate lookup
“What are today's official U.S. Treasury par yields for the 2-year, 5-year, 10-year, and 30-year maturities? I need the latest published rates for discounting cash flows.”
Yield curve inversion monitoring
“Fetch the current U.S. Treasury yield curve so I can check whether the 2-year rate is still above the 10-year — I want to see the full curve shape from 1 month to 30 years.”
Risk-free rate benchmark for valuation model
“Get me today's official Treasury par yields across all standard tenors so I can use them as risk-free benchmarks in my DCF valuation model.”
Technical details
Endpoint
POSThttps://http--forest-gas-station-mainnet--lcjl27p8lmjs.code.run/treasury/yield-curve?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a clean, normalized, single official daily U.S. Treasury par yield curve observation with all standard maturities in one call, and you do not want interpolation, forecasting, or secondary-market data. Ideal for financial agents that need official risk-free benchmark rates for valuation, discounting, or yield curve shape analysis without building their own Treasury data pipeline.
Side effects
- Treasury has not published data for the current day (weekend/holiday) — most recent prior business day rate returned or null tenors
- Missing tenors for certain maturities on a given day returned as null rather than error
- Payment not processed — HTTP 402 returned requiring x402 USDC payment before data is served
- Network or upstream Treasury data source unavailable — service may return error or stale data
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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