Inverted yield curves are a hot topic these days, here's where to find it in the Terminal.
Enter the Economy Menu from any menu/submenu with the command: /economy
This is true for navigating the entire directory tree of features. For example:
/stocks/ta/vwap
/jupyter/dashboards/correlation
There are a few methods to visualize this information. For a one-day chart across maturities, the command is simply: yield
From any menu, this chart can be retrieved by entering:
/economy/yield
Help dialogue is shown by attaching: -h
To view a specific date in history, attach: -d year-mm-dd
/economy/yield/ -d 2022-03-27
To build a time-series of one or more maturity, use: treasury
/economy/treasury -h
2022 Mar 30, 03:29 (π¦) /economy/ $ treasury -sm
Maturity options per instrument
ββββββββββββββ³ββββββββββββββββββββββββββββββββββββββββββββββββ
β Instrument β Maturities β
β‘βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ©
β nominal β 1m, 3m, 6m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y β
ββββββββββββββΌββββββββββββββββββββββββββββββββββββββββββββββββ€
β inflation β 5y, 7y, 10y, 20y, 30y β
ββββββββββββββΌββββββββββββββββββββββββββββββββββββββββββββββββ€
β average β Defined by function β
ββββββββββββββΌββββββββββββββββββββββββββββββββββββββββββββββββ€
β secondary β 4w, 3m, 6m, 1y β
ββββββββββββββ΄ββββββββββββββββββββββββββββββββββββββββββββββββ
To draw multiple maturities, enter them with a space.
/economy/treasury -m 3m 2y 5y 10y 30y
Another way to view this data, and search other series, like FEDFUNDS, use: fred
/economy/fred -h
2022 Mar 30, 03:42 (π¦) /economy/ $ fred -q treasury -l 20
Search results for treasury
βββββββββββββ³βββββββββββββββββββββββββββββββββββββββββββββββββββββ³βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
β Series ID β Title β Description β
β‘ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ©
β T10Y2Y β 10-Year Treasury Constant Maturity Minus 2-Year β Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate β
β β Treasury Constant Maturity β spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource- β
β β β center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as β
β β β the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant β
β β β Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department β
β β β (https://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/TextView.aspx?data=yield). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β T10Y2YM β 10-Year Treasury Constant Maturity Minus 2-Year β Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and β
β β Treasury Constant Maturity β 2-Year Treasury Constant Maturity (BC_2YEARM). Starting with the update on June 21, 2019, the β
β β β Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. β
β β β Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/TextView.aspx?data=yield). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DFII10 β Market Yield on U.S. Treasury Securities at β For further information regarding treasury constant maturity data, please refer to the Board of β
β β 10-Year Constant Maturity, Inflation-Indexed β Governors ( http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury β
β β β (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β FII10 β Market Yield on U.S. Treasury Securities at β For further information regarding treasury constant maturity data, please refer to β
β β 10-Year Constant Maturity, Inflation-Indexed β http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- β
β β β center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β WFII10 β Market Yield on U.S. Treasury Securities at β For further information regarding treasury constant maturity data, please refer to β
β β 10-Year Constant Maturity, Inflation-Indexed β http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- β
β β β center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β T10Y3M β 10-Year Treasury Constant Maturity Minus 3-Month β Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and β
β β Treasury Constant Maturity β 3-Month Treasury Constant Maturity (BC_3MONTH). Starting with the update on June 21, 2019, the β
β β β Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. β
β β β Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/TextView.aspx?data=yield). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β T10Y3MM β 10-Year Treasury Constant Maturity Minus 3-Month β Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and β
β β Treasury Constant Maturity β 3-Month Treasury Constant Maturity (BC_3MONTHM). Starting with the update on June 21, 2019, the β
β β β Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. β
β β β Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/TextView.aspx?data=yield). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DGS10 β Market Yield on U.S. Treasury Securities at β For further information regarding treasury constant maturity data, please refer to the H.15 β
β β 10-Year Constant Maturity β Statistical Release (https://www.federalreserve.gov/releases/h15/current/h15.pdf) notes and Treasury β
β β β Yield Curve Methodology (https://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/yieldmethod.aspx). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β GS10 β Market Yield on U.S. Treasury Securities at β Averages of business days. For further information regarding treasury constant maturity data, please β
β β 10-Year Constant Maturity β refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the β
β β β Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/yieldmethod.aspx). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β WGS10YR β Market Yield on U.S. Treasury Securities at β Averages of business days. For further information regarding treasury constant maturity data, please β
β β 10-Year Constant Maturity β refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the β
β β β Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest- β
β β β rates/Pages/yieldmethod.aspx). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DFII5 β Market Yield on U.S. Treasury Securities at 5-Year β For further information regarding treasury constant maturity data, please refer to β
β β Constant Maturity, Inflation-Indexed β http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- β
β β β center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β RRPONTSYD β Overnight Reverse Repurchase Agreements: Treasury β This series is constructed as the aggregated daily amount value of the RRP transactions reported by β
β β Securities Sold by the Federal Reserve in the β the New York Fed as part of the Temporary Open Market Operations. Temporary open market operations β
β β Temporary Open Market Operations β involve short-term repurchase and reverse repurchase agreements that are designed to temporarily add β
β β β or drain reserves available to the banking system and influence day-to-day trading in the federal β
β β β funds market. A reverse repurchase agreement (known as reverse repo or RRP) is a transaction in β
β β β which the New York Fed under the authorization and direction of the Federal Open Market Committee β
β β β sells a security to an eligible counterparty with an agreement to repurchase that same security at a β
β β β specified price at a specific time in the future. For these transactions, eligible securities are β
β β β U.S. Treasury instruments, federal agency debt and the mortgage-backed securities issued or fully β
β β β guaranteed by federal agencies. For more information, see β
β β β https://www.newyorkfed.org/markets/rrp_faq.html β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β FII5 β Market Yield on U.S. Treasury Securities at 5-Year β For further information regarding treasury constant maturity data, please refer to β
β β Constant Maturity, Inflation-Indexed β http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- β
β β β center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β WFII5 β Market Yield on U.S. Treasury Securities at 5-Year β For further information regarding treasury constant maturity data, please refer to β
β β Constant Maturity, Inflation-Indexed β http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- β
β β β center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β TB3MS β 3-Month Treasury Bill Secondary Market Rate β Averages of Business Days, Discount Basis β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DTB3 β 3-Month Treasury Bill Secondary Market Rate β Discount Basis β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β WTB3MS β 3-Month Treasury Bill Secondary Market Rate β Averages of Business Days, Discount Basis β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DGS2 β Market Yield on U.S. Treasury Securities at 2-Year β For further information regarding treasury constant maturity data, please refer to the Board of β
β β Constant Maturity β Governors. (http://www.federalreserve.gov/releases/h15/current/h15.pdf and β
β β β http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx) β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DGS1 β Market Yield on U.S. Treasury Securities at 1-Year β For further information regarding treasury constant maturity data, please refer to the Board of β
β β Constant Maturity β Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury β
β β β (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). β
βββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ€
β DGS5 β Market Yield on U.S. Treasury Securities at 5-Year β For further information regarding treasury constant maturity data, please refer to the Board of β
β β Constant Maturity β Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury β
β β β (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). β
βββββββββββββ΄βββββββββββββββββββββββββββββββββββββββββββββββββββββ΄βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
Overnight Reverse Repurchase Agreements - "temporary operations"
/economy/fred -p RRPONTSYD -s 2013-06-01
To see todays rates, yields and change in yields, use: overview usbonds
2022 Mar 30, 03:51 (π¦) /economy/ $ overview usbonds
US Bonds
ββββββββββββββββ³βββββββββββ³ββββββββββ³ββββββββββββββ
β β Rate (%) β Yld (%) β Yld Chg (%) β
β‘ββββββββββββββββββββββββββββββββββββββββββββββββββ©
β 30-Year Bond β 2.25 β 2.505 β 0.000 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 10-Year Note β 1.88 β 2.383 β -0.018 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 7-Year Note β 1.88 β 2.465 β -0.024 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 5-Year Note β 2.50 β 2.463 β -0.037 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 3-Year Note β 1.75 β 2.514 β -0.041 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 2-Year Note β 2.25 β 2.330 β -0.044 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 1-Year Bill β 0.00 β 1.661 β -0.008 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 6-Month Bill β 0.00 β 1.022 β -0.027 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 3-Month Bill β 0.00 β 0.548 β -0.006 β
ββββββββββββββββΌβββββββββββΌββββββββββΌββββββββββββββ€
β 1-Month Bill β 0.00 β 0.145 β -0.025 β
ββββββββββββββββ΄βββββββββββ΄ββββββββββ΄ββββββββββββββ
That's a lot of way to look at these things, and that isn't even all the ways to query them.
fred -p FEDFUNDS DGS5
Thanks for reading! What are your go-to series in the FRED database?
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