Search the full history of US Treasury yield curves to find dates matching specific market conditions. Filter by yield level, curve slope, regime (Bull/Bear Steepener/Flattener), and date range.

Instructions

  • select a Long Tenor and Short Tenor pair — these drive the level filter, slope calculation, regime detection, and chart
  • Level Min/Max (%): filter by the long tenor's yield in percent
  • Slope Min/Max (bps): filter by the spread (long − short) in basis points
  • Regime: optionally restrict to a specific regime (Bull Steep, Bull Flat, Bear Steep, Bear Flat)
  • Date range: optionally limit the search window
  • click Screen to find matching dates

Results

  • Match count — shown as a badge above the results
  • Chart — long tenor level and slope (long − short) as two time series, with matching dates marked as points on both
  • Table — each matching date with the long tenor yield, slope, regime, and a link to view the full curve on the Curves page

The table is sortable by any column and capped at the first 100 matches for performance (the match count reflects the true total).

Use Cases

  • find historical precedents for a specific yield environment (e.g. "10Y above 5%")
  • identify dates when the curve was deeply inverted (slope below -100 bps)
  • compare the current regime to past regimes with similar yield levels
  • generate a list of stress dates for backtesting
  • answer questions like "when was the last time the 2s10s was above +200 bps?"