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
- choose the desire Tenor from the dropdown menu (you may select them all if you wish)
- click GO to render the chart for the chosen parameters
- 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
- 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
- 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