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Where to find daily Treasury yields
The U.S. Treasury’s Interest Rate Statistics page points to the official rate tables. For nominal rates, open Daily Treasury Par Yield Curve Rates. The table lists observations by date and maturity, and Treasury provides a CSV download and XML feed for working with the data outside the webpage.
To follow inflation-adjusted rates, use the distinct Daily Treasury Par Real Yield Curve Rates table. The real table lists 5-, 7-, 10-, 20-, and 30-year maturities; label it separately from the nominal series when saving or charting.
How to save and compare observations
- Choose the series. Use the nominal par yield curve for nominal rates or the par real yield curve for real rates.
- Choose an observation date. Read the yields for all maturities on the same date when making a curve snapshot.
- Export or import the data. Download the CSV for a spreadsheet, or use the XML feed when setting up a repeatable import.
- Keep the date and maturity fields. For a time series, append each new business-day observation instead of overwriting earlier rows. This preserves the history needed to chart changes by maturity.
- Mark historical breaks and method changes. When using long time spans, note Treasury’s stated gaps and the December 6, 2021 estimation-method change.
Useful views include comparing maturities on one date, tracking one maturity over time, or charting nominal and real rates side by side. The Treasury tables supply the dates, maturities, and series needed for those comparisons.
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What a Treasury constant-maturity yield represents
A constant-maturity Treasury (CMT) yield is an interpolated point on a fitted par yield curve, not necessarily the yield on a particular Treasury security with exactly that much time remaining before maturity. Treasury describes its published yields this way: “Yields are interpolated by the Treasury from the daily par yield curve.”
The nominal curve is estimated from indicative bid-side quotations for recently auctioned Treasury securities in the over-the-counter market. The Federal Reserve Bank of New York obtains these quotations near 3:30 p.m. each business day. They are market quotations, not prices from completed transactions. Treasury fits a curve to the inputs and reports yields at standard maturities, so a listed 10-year CMT point does not require a specific security with exactly 10 years remaining.
That distinction matters when comparing the curve with a bond you own or are considering buying: the curve is a standardized estimate by maturity, while an individual security has its own price and time to maturity. Name the series and maturity when reporting a figure rather than treating every CMT point as the yield on a specific bond.
Nominal yields and real yields answer different questions
The nominal par yield curve reports nominal rates. Treasury’s par real yield curve is based on TIPS quotations and reports interpolated par real yields at constant maturities. Use the nominal table to track the nominal curve and the real table when the question is about inflation-adjusted yields. They are related, but they are not interchangeable; identify which one a chart or spreadsheet displays.
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Treasury’s published series is not continuous at every maturity across the full historical record. The agency reports that the 20-year constant-maturity series was discontinued at the end of 1986 and reinstated on October 1, 1993, leaving no 20-year rates from January 1, 1987 through September 30, 1993. The 30-year series was discontinued on February 18, 2002 and reintroduced on February 9, 2006.
Treasury also changed its curve estimation method on December 6, 2021, replacing the quasi-cubic Hermite spline method with a monotone convex spline method. Treasury states that rates published under the earlier method remain official. When charting or calculating changes across the transition, annotate the method change; when a maturity has a gap, do not treat the missing period as a continuous run of observations.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.What the curve table does not establish
The Treasury tables provide yield observations, not an explanation of what a particular spread or curve shape predicts. A curve chart can show how yields differ across maturities on a date, but a table alone does not establish the predictive meaning of an inverted curve or a specific spread such as the 10-year minus 2-year. Avoid presenting a recession signal or other forecast as if it were a fact contained in the yield data.
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