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Market Intelligence API – US Yield Curve & Rates
x402
Market Intelligence API – US Yield Curve & Rates is a paid API for AI agents from api.marketintelligenceapi.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-10).
Returns the US Treasury par and TIPS yield curve, key spread slopes (2s10s, 3m10y, 5s30s), inversion flags, 10-year breakeven inflation, and overnight rates (SOFR, EFFR, €STR) with daily changes.
Price / call$0.01
Success—
StatusUnknown
How this service works
US Treasury yields and yield curve: par and real (TIPS) curves with daily changes, 2s10s/3m10y/5s30s slopes and inversion flags, 10y breakeven inflation, and SOFR, EFFR and euro STR. Use for the interest-rate backdrop of any trade.
Output
A JSON object containing: today's date, nominal Treasury yields at key maturities (3M, 2Y, 10Y, 30Y) in percent, yield curve slope metrics in basis points (2s10s, 3m10y, 5s30s), boolean inversion flags for each slope, 10-year TIPS-derived breakeven inflation in percent, and overnight reference rates (SOFR with effective date, euro STR).
Example use cases
Pre-trade interest rate context check
“Before I put on this rates trade, can you pull the current yield curve — I want to see the 2s10s and 3m10y slopes, whether either is inverted, the 10-year nominal and breakeven inflation, and where SOFR is sitting today?”
Macro regime monitoring for portfolio
“Is the US yield curve still inverted? Give me the latest slope readings across 2s10s and 3m10y and flag any inversions, plus today's 10-year Treasury yield and breakeven inflation.”
Overnight rate snapshot for cash management
“What are the current overnight benchmark rates — SOFR, EFFR, and euro STR — and where does the short end of the Treasury curve sit today?”
Technical details
Endpoint
GEThttps://api.marketintelligenceapi.com/api/v1/rates/curve?utm_source=zero.xyzWhen to prefer
Use this endpoint when an agent needs the full interest-rate macro backdrop in a single call — especially for pre-trade context, macro regime detection, or monitoring yield curve inversions. Prefer over generic financial data APIs when you specifically need structured slope metrics, inversion flags, and overnight benchmark rates (SOFR, EFFR, €STR) together with the Treasury curve in one low-latency, pay-per-call response.
Side effects
- Market holiday or weekend — yields may be stale or return previous business day data
- Upstream data feed delay — response may reflect prior day's close
- Network timeout — endpoint returns HTTP error if upstream data provider is unavailable
- Rate data unavailable for specific maturity — field may be null or omitted in response
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| outputrequired | object |
Output
Schema · Response
{
"type": "json",
"example": {
"date": "2026-09-24",
"overnight": {
"ESTR": {
"ratePercent": 2.44
},
"SOFR": {
"ratePercent": 3.87,
"effectiveDate": "2026-09-23"
}
},
"slopesBps": {
"2s10s": 31,
"3m10y": 94
},
"inversions": {
"2s10s": false,
"3m10y": false
},
"nominalYieldsPercent": {
"2 Yr": 4.87,
"3 Mo": 4.24,
"10 Yr": 5.18,
"30 Yr": 5.47
},
"breakevenInflation10yPercent": 2.33
}
}Tags
x402
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