This app allows users to chart rates for individual tenors as a function of time.
Instructions
- choose the desired Start and End dates using the two date selectors — the chart updates automatically
- select one or more Tenors from the dropdown menu
- click the sparkle button to open ChatYCP and ask questions about the data (free sign-up required)
Notes
- Start and End are pre-populated with the earliest and latest dates
available, respectively
- Tenor is pre-populated with short and long tenors from user preferences
or system defaults (3 Mo and 10 Yr, respectively). Logged-in users can change
these via Account Defaults
- Treasury suspended the 30 Yr from February 19, 2002 through February 8, 2006.
For those dates the 30 Yr shows Treasury's published estimates. Through May 28, 2004
that is the average yield on bonds with more than 25 years to maturity. After that it
is the 20 Yr plus Treasury's extrapolation factor
- try asking ChatYCP: "What is the all-time high for the 10Y yield and when?" or "What was the average 10Y yield during 2023?"
Use Cases
- visualize rates at different tenors as a function of time
- compare tenors cross-sectionally at distinct points in time
- identify high, low, and zero interest rate environments
- gain a sense for the temporal evolution of the overall level of rates
Further Reading