This app allows users to chart Treasury yield curves, as a function of tenor, for two distinct dates.

Instructions

choose the desired Start and End dates using the two date selectors — the chart updates automatically
optionally select from the Events dropdown to load a preset historical date
click the sparkle button to open ChatYCP and ask questions about the data (login required)

Notes

Start and End are pre-populated with the earliest and latest dates available, respectively
Events provides preset dates for significant market events
Each preset has a dedicated URL for easy sharing (e.g., /curves/lehman)
try asking ChatYCP: "What is the current 10Y yield?" or "What was the yield curve shape on September 15, 2008?"

Preset Events

2001 Post-9/11 - First trading day after the September 11 attacks
2003 Fed Funds 1% - Trough of post-dot-com easing cycle (very steep curve)
2006 Tightening Peak - Fed funds at 5.25% (classic late-cycle inversion)
2008 Lehman Bankruptcy - Acute financial crisis (curve shape in chaos)
2008 ZIRP Begins - Fed cuts to 0-0.25% (Zero Interest Rate Policy)
2011 Operation Twist - Fed program to flatten curve by selling short-term and buying long-term Treasuries
2020 COVID Crash - Treasury market dysfunction and liquidity crisis
2022 Fed Tightening - Start of aggressive rate hike cycle (inversion developing)
2023 Deepest Inversion - 10Y-3Mo at -189 bps (most inverted in decades)
2023 10 Yr Touches 5% - Term premium resurgence (higher-for-longer peak)

Use Cases

Curves