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Treasury Yield Curve

Learn about the Yield Curve for Treasury Nominal Coupon Issues (TNC yield curve), which is derived from Treasury nominal notes and bonds, the Yield Curve for Treasury Real Coupon Issues (TRC yield curve), which is derived from Treasury Inflation-Protected Securities (TIPS), and the Treasury Breakeven Inflation Curve (TBI curve), which is derived from the TNC and TRC yield curves combined.

 

Nominal TNC Data

TNC Treasury Yield Curve Spot Rates, Monthly Average: 1976-1977
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1978-1982
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1983-1987
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1988-1992
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1993-1997
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1998-2002
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2003-2007
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2008-2012
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2013-Present

TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2003-2007
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2008-2012
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2013-Present

TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2012
TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2013-Present

TNC Treasury Yield Curve Par Yields, Monthly Average: 1976-Present
TNC Treasury Yield Curve Forward Rates, Monthly Average: 1976-Present
TNC Treasury Yield Curve On-the-Run Par Yields, Monthly Average: 1986-Present

TNC Treasury Yield Curve Spot Rates, End of Month: 1976-1977
TNC Treasury Yield Curve Spot Rates, End of Month: 1978-1982
TNC Treasury Yield Curve Spot Rates, End of Month: 1983-1987
TNC Treasury Yield Curve Spot Rates, End of Month: 1988-1992
TNC Treasury Yield Curve Spot Rates, End of Month: 1993-1997
TNC Treasury Yield Curve Spot Rates, End of Month: 1998-2002
TNC Treasury Yield Curve Spot Rates, End of Month: 2003-2007
TNC Treasury Yield Curve Spot Rates, End of Month: 2008-2012
TNC Treasury Yield Curve Spot Rates, End of Month: 2013-Present

TNC Treasury Yield Curve Par Yields, End of Month: 1976-Present
TNC Treasury Yield Curve Forward Rates, End of Month: 1976-Present
TNC Treasury Yield Curve On-the-Run Par Yields, End of Month: 1986-Present

  

Real TRC Data

 
 
 

  

TBI Breakeven Inflation Data

 
 
 

 

Papers

 "The Yield Curve for Treasury Nominal Coupon Issues" by James A. Girola - 5/16/2014

"The Treasury Real Yield Curve and Breakeven Inflation" by James A. Girola - 7/21/2015

"Treasury Yield Curves and Discount Rates" by James A. Girola - 2/27/2016

Last Updated: 8/26/2016 10:58 AM