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US Treasury Par Yield Curve API
x402
US Treasury Par Yield Curve API is a paid API for AI agents from treasury-yield-curve.x402supply.com, paid per call via x402, $0.005/call, status unknown (last checked 2026-10-13).
Returns the US Treasury par yield curve rates (1-month to 30-year maturities, in percent) for a specified date or the latest available trading day
Price / call$0.005
Success—
StatusUnknown
How this service works
US Treasury par yield curve (1mo to 30yr, percent) for one date, or the latest if omitted. Weekend or holiday dates return the nearest prior business day with a note. Data from U.S. Treasury; not financial advice.
Output
A set of US Treasury par yield curve rates in percent for each standard maturity (1-month, 2-month, 3-month, 6-month, 1-year, 2-year, 3-year, 5-year, 7-year, 10-year, 20-year, 30-year) for the requested date. If the requested date falls on a weekend or holiday, the response returns data for the nearest prior business day and includes a note indicating this adjustment. Data is sourced from the US Treasury.
Example use cases
Live yield curve snapshot for dashboard
“Pull the latest US Treasury par yield curve for me — I want to see rates from 1-month to 30-year right now.”
Historical curve on a specific date
“What did the US Treasury yield curve look like on March 15, 2023? I need the par yields from 1-month to 30-year.”
Yield curve inversion research
“Can you get me the Treasury par yield curve for August 1, 2019 so I can check whether the 2-year was yielding more than the 10-year back then?”
Technical details
Endpoint
POSThttps://treasury-yield-curve.x402supply.com/tools/yield_curve?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need official US Treasury par yield curve rates across all standard maturities for any date since January 2, 1990. It is the authoritative source for risk-free rate data, yield curve shape analysis, and fixed-income benchmarking. Prefer it over scraped or third-party rate aggregators when data provenance from the US Treasury matters. It handles non-trading days gracefully by returning the prior business day, making it robust for automated pipelines.
Side effects
- Date before 1990-01-02 returns an error (data not available that early)
- Future dates are rejected with a validation error
- Non-trading days return prior business day data with an explanatory note
- Malformed date strings (not YYYY-MM-DD) return a validation error
- Specific maturities may be missing for very old dates if not yet issued
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| date | string | YYYY-MM-DD, 1990-01-02 or later, not in the future. Omit for the latest curve |
Output
Schema · Response
{
"type": "json",
"example": {
"asOf": "2026-10-09T17:48:01.778Z",
"date": "2026-10-02",
"note": "No Treasury curve is published for 2026-10-04 (weekend or market holiday). Returning the nearest prior business day, 2026-10-02.",
"unit": "percent",
"source": [
"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml?data=daily_treasury_yield_curve&field_tdr_date_value_month=202610"
],
"yields": {
"1mo": 4.04,
"1yr": 4.46,
"2mo": 4.11,
"2yr": 4.83,
"3mo": 4.19,
"3yr": 4.96,
"4mo": 4.26,
"5yr": 5.06,
"6mo": 4.27,
"7yr": 5.17,
"10yr": 5.28,
"20yr": 5.67,
"30yr": 5.63,
"1.5mo": 4.09
},
"exactMatch": false,
"requestedDate": "2026-10-04"
}
}Tags
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