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US Treasury Yield Curve
x402
US Treasury Yield Curve is a paid API for AI agents from saylorinnovations.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-16).
Returns current US Treasury yields from 1-month to 30-year maturities with 1d/1w/1m/1y basis-point changes, 2s10s spread, inversion flag, and curve shape classification
Price / call$0.01
Success—
StatusUnknown
How this service works
US Treasury yield curve - 1 month to 30 year yields with 1d, 1w, 1m and 1y changes in basis points, 2s10s spread and inversion flag
Output
A JSON object containing: the date of the data, yield percentages for each maturity (1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y), basis-point changes over 1-day, 1-week, 1-month, and 1-year periods, spreads in basis points (including 2s10s), an inversion flag, curve shape classification (e.g. normal, inverted, flat, humped), data source, and the timestamp the check was run.
Example use cases
Daily macro briefing for traders
“Pull the full US Treasury yield curve for me this morning — I want all maturities, the 1-day and 1-week basis point moves, and tell me if the 2s10s is inverted.”
Yield inversion alert monitoring
“Check the Treasury yield curve right now and tell me if it's inverted — specifically look at the 2s10s spread and the curve shape classification.”
Monthly rate environment recap
“Give me the current Treasury yields across all maturities and show me how much rates have moved over the last month and last year in basis points — I'm writing up a market summary.”
Technical details
Endpoint
GEThttps://saylorinnovations.com/api/rates/treasury-yields?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a comprehensive snapshot of the entire US Treasury yield curve in a single call, including multi-timeframe basis-point change history and the 2s10s inversion flag. It is ideal for macro monitoring dashboards, daily rate briefings, and inversion alert workflows where you need structured, analysis-ready data rather than scraping raw Treasury pages. Prefer it over general financial data APIs when you specifically need the 2s10s spread, inversion flag, and multi-horizon change data pre-calculated.
Side effects
- Stale or missing data on weekends or market holidays when Treasury data is not published
- Upstream data source unavailability returning null source field
- Partial change data (e.g. 1y change null) when historical baseline is unavailable
- Payment failure or 402 rejection if USDC balance is insufficient
- Network timeout if the upstream data provider is slow to respond
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Tags
x402
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