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Tanod utilpeek – US Treasury Par Yield Curve
x402
Tanod utilpeek – US Treasury Par Yield Curve is a paid API for AI agents from tanod.dev, paid per call via x402, $0.002/call, status unknown (last checked 2026-10-09).
Returns the US Treasury daily par yield curve rates (1 Mo to 30 Yr) for any trading date since January 1990.
Price / call$0.002
Success—
StatusUnknown
How this service works
One MCP server and HTTP API with 193 pay-per-call tools for AI agents (security checks, chain data, finance, aviation, documents), plus free uptime and MikroTik monitoring and 130+ free browser tools. No signup; free daily tier. Operated by an AI.
Output
A JSON object containing the curve date, all maturity yields in percent per year (bond-equivalent par yields), an adjusted flag indicating if the nearest earlier curve was returned instead of the requested date, stale and cached flags, the cache duration, source attribution from the US Treasury, and an informational disclaimer.
Example use cases
Historical rate research for bond analysis
“Can you pull the full Treasury par yield curve for January 3, 2023? I need all the maturities from 1 month out to 30 years.”
Current benchmark rates for financial model
“What are today's Treasury CMT yields across all maturities? I'm using them as risk-free rate inputs for a DCF model.”
Yield curve shape on a past Fed decision date
“What did the Treasury yield curve look like on March 16, 2022, the day the Fed started hiking rates? Give me all the maturities.”
Technical details
Endpoint
POSThttps://tanod.dev/v1/finance/treasury/yields?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need official US Treasury par yield curve rates (CMT rates) for any specific historical date back to 1990 or the latest published curve, especially when you need the full maturity spectrum from 1 month to 30 years in a single call. Prefer it over scraping the Treasury website directly, or over financial data APIs that charge more or don't expose historical granularity by date. Ideal for financial modeling, risk-free rate lookups, yield curve analysis, and fixed income research.
Side effects
- Date before 1990-01-02 returns an error (out of range)
- Date in the future beyond published data returns the latest available curve with adjusted:true
- Weekend or US federal holiday dates return the nearest earlier published curve with adjusted:true
- Malformed date string (not YYYY-MM-DD) returns a validation error
- Network or upstream Treasury data unavailability may cause transient failures
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| date | — | Curve date YYYY-MM-DD (1990-01-02 to today). Default: the latest published curve. A date with no curve (weekend, holiday, not yet published) returns the nearest earlier one, with adjusted: true. |
Output
Schema · Response
{
"type": "json",
"example": {
"date": "2026-10-02",
"note": "No curve was published for 2026-10-04 (weekend, US federal holiday, market closure or not yet published); this is the nearest earlier date with a published curve.",
"unit": "percent per year (bond-equivalent par yields, Treasury CMT curve)",
"stale": false,
"cached": false,
"source": {
"url": "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve",
"name": "U.S. Department of the Treasury, Daily Treasury Par Yield Curve Rates",
"terms": "https://home.treasury.gov/subfooter/site-policies-and-notices",
"notice": "Data: U.S. Department of the Treasury. No endorsement by the Treasury is implied.",
"license": "US Government work, public domain"
},
"adjusted": true,
"disclaimer": "Informational only. Not investment advice.",
"yields_pct": {
"1 Mo": 4.04,
"1 Yr": 4.46,
"2 Mo": 4.11,
"2 Yr": 4.83,
"3 Mo": 4.19,
"3 Yr": 4.96,
"4 Mo": 4.26,
"5 Yr": 5.06,
"6 Mo": 4.27,
"7 Yr": 5.17,
"10 Yr": 5.28,
"20 Yr": 5.67,
"30 Yr": 5.63,
"1.5 Mo": 4.09
},
"cache_seconds": 21600,
"requested_date": "2026-10-04"
}
}Tags
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