Have You Ever Wanted to Speak to the Yield Curve? Well, Now Is Your Chance!

The yield curve has opinions. It told you the Fed was behind in 2022 (the 2s10s inverted for 781 consecutive days). It told you credit conditions were tightening before anyone at the FOMC admitted it. It told you the long end was rich on a convexity basis while pundits were still debating "higher for longer."

The problem was always the same: you had to do the work yourself. Pull the data, run the regressions, compute the z-scores. Now you can just ask.

What Is ChatYCP?

ChatYCP is an AI research assistant built into every chart page on yieldcurve.pro. Click the chat button on any chart — Curves, Levels, Slopes, Forwards, Regimes, Auctions, or Premia — and ask whatever you want about the data in front of you.

It is not a general-purpose chatbot. It is a fixed-income analyst with access to the actual dataset powering the chart you're looking at. Ask it a question, and it writes SQL, runs it against ~25 years of daily Treasury data, and gives you a straight answer.

What Can You Ask?

Anything the data can answer. A few examples:

• Lookups — "What was the 10Y yield on March 9, 2020?"
• Spreads and slopes — "How does the current 2s10s compare to the 2006 peak?"
• Rankings — "Top 5 auctions by bid-to-cover ratio in 2024"
• Statistics — "Rolling 60-day standard deviation of 10Y daily changes"
• Regime analysis — "How many days has the curve spent in Bear Flat since 2020?"
• Term premia — "Average 10Y term premium during the taper tantrum"
• Conceptual questions — "What drives the 20Y-30Y inversion?"

ChatYCP has access to yields (all 13 tenors, daily since 2001), auction results (bid-to-cover, tails, bidder allocations), ACM term premia (premium vs. risk-neutral decomposition), and regime classifications (Bull/Bear × Steep/Flat).

When the question requires computation, it queries the data directly. When the answer is conceptual, it draws on fixed-income domain knowledge. It will not guess when it can calculate, and it will not hallucinate data it doesn't have.

How It Works

ChatYCP routes simple lookups to a fast model and complex analytical questions — correlations, regressions, rolling windows, percentile ranks — to a more capable one. Behind the scenes, it loads the chart's dataset into an in-memory database and writes read-only SQL to answer your question. You never see the SQL. You get a concise answer, usually one or two sentences, with the numbers that matter.

If it gets the SQL wrong on the first try (it happens — CTEs are hard), it self-corrects and retries. A feedback loop tracks confused interactions and injects lessons into future prompts, so it gets sharper over time.

Access

ChatYCP is available to all logged-in users at no additional cost. Create a free account, navigate to any chart page, and click the chat button. You get 20 messages per hour — enough for a solid research session.

Try It

The best way to understand ChatYCP is to use it. Start with the Curves page and ask it something you'd normally compute by hand. Or something you've always been curious about but never had time to check.

The curve has been talking for decades. Now it answers back.