Stratalize Treasury Yield Curve Benchmark is a paid API for AI agents from www.stratalize.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-09-13).
Returns current US Treasury yields across 1M-30Y tenors, key curve spreads (2s10s, 2s30s), inversion signal, and SOFR from FRED daily data
Use when a trader or fixed income PM needs current Treasury yield levels and curve shape. Returns 1M-30Y yields, 2s10s and 2s30s spreads, inversion signal, and SOFR. Example: 2s10s +49bps, curve normalizing — late cycle signal. Source: FRED daily.
Returns current US Treasury yields for 1M through 30Y maturities, the 2s10s and 2s30s curve spread in basis points, a boolean or signal indicating curve inversion status, and the current SOFR rate — all sourced from FRED and updated daily. Useful for late-cycle macro positioning signals and fixed income benchmarking.
GEThttps://www.stratalize.com/api/x402/get_yield_curve_benchmarkUse this endpoint when you need a comprehensive, pre-packaged Treasury yield curve snapshot with derived signals (inversion status, spreads) rather than pulling raw FRED data yourself. Ideal for fixed income PMs, macro agents, and rate-sensitive portfolio analytics that need curve shape and spread context in a single call. Prefer over generic financial data APIs when you specifically need the 2s10s/2s30s spread and inversion signal computed for you.
| Field | Type | Description |
|---|---|---|
| tenor | string | Request parameter: tenor |
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