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 (🦋) /economy/ $ treasury -sm
Maturity options per instrument
┏━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Instrument ┃ Maturities ┃
┡━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ nominal │ 1m, 3m, 6m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y │
├────────────┼───────────────────────────────────────────────┤
│ inflation │ 5y, 7y, 10y, 20y, 30y │
├────────────┼───────────────────────────────────────────────┤
│ average │ Defined by function │
├────────────┼───────────────────────────────────────────────┤
│ secondary │ 4w, 3m, 6m, 1y │
└────────────┴───────────────────────────────────────────────┘
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 (🦋) /economy/ $ fred -q treasury -l 20
Search results for treasury
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Series ID ┃ Title ┃ Description ┃
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ T10Y2Y │ 10-Year Treasury Constant Maturity Minus 2-Year │ Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate │
│ │ Treasury Constant Maturity │ spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource- │
│ │ │ center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as │
│ │ │ the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant │
│ │ │ Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department │
│ │ │ (https://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/TextView.aspx?data=yield). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ T10Y2YM │ 10-Year Treasury Constant Maturity Minus 2-Year │ Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and │
│ │ Treasury Constant Maturity │ 2-Year Treasury Constant Maturity (BC_2YEARM). Starting with the update on June 21, 2019, the │
│ │ │ Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. │
│ │ │ Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/TextView.aspx?data=yield). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DFII10 │ Market Yield on U.S. Treasury Securities at │ For further information regarding treasury constant maturity data, please refer to the Board of │
│ │ 10-Year Constant Maturity, Inflation-Indexed │ Governors ( http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury │
│ │ │ (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ FII10 │ Market Yield on U.S. Treasury Securities at │ For further information regarding treasury constant maturity data, please refer to │
│ │ 10-Year Constant Maturity, Inflation-Indexed │ http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- │
│ │ │ center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ WFII10 │ Market Yield on U.S. Treasury Securities at │ For further information regarding treasury constant maturity data, please refer to │
│ │ 10-Year Constant Maturity, Inflation-Indexed │ http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- │
│ │ │ center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ T10Y3M │ 10-Year Treasury Constant Maturity Minus 3-Month │ Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and │
│ │ Treasury Constant Maturity │ 3-Month Treasury Constant Maturity (BC_3MONTH). Starting with the update on June 21, 2019, the │
│ │ │ Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. │
│ │ │ Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/TextView.aspx?data=yield). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ T10Y3MM │ 10-Year Treasury Constant Maturity Minus 3-Month │ Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and │
│ │ Treasury Constant Maturity │ 3-Month Treasury Constant Maturity (BC_3MONTHM). Starting with the update on June 21, 2019, the │
│ │ │ Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. │
│ │ │ Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/TextView.aspx?data=yield). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DGS10 │ Market Yield on U.S. Treasury Securities at │ For further information regarding treasury constant maturity data, please refer to the H.15 │
│ │ 10-Year Constant Maturity │ Statistical Release (https://www.federalreserve.gov/releases/h15/current/h15.pdf) notes and Treasury │
│ │ │ Yield Curve Methodology (https://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/yieldmethod.aspx). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ GS10 │ Market Yield on U.S. Treasury Securities at │ Averages of business days. For further information regarding treasury constant maturity data, please │
│ │ 10-Year Constant Maturity │ refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the │
│ │ │ Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/yieldmethod.aspx). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ WGS10YR │ Market Yield on U.S. Treasury Securities at │ Averages of business days. For further information regarding treasury constant maturity data, please │
│ │ 10-Year Constant Maturity │ refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the │
│ │ │ Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest- │
│ │ │ rates/Pages/yieldmethod.aspx). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DFII5 │ Market Yield on U.S. Treasury Securities at 5-Year │ For further information regarding treasury constant maturity data, please refer to │
│ │ Constant Maturity, Inflation-Indexed │ http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- │
│ │ │ center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ RRPONTSYD │ Overnight Reverse Repurchase Agreements: Treasury │ This series is constructed as the aggregated daily amount value of the RRP transactions reported by │
│ │ Securities Sold by the Federal Reserve in the │ the New York Fed as part of the Temporary Open Market Operations. Temporary open market operations │
│ │ Temporary Open Market Operations │ involve short-term repurchase and reverse repurchase agreements that are designed to temporarily add │
│ │ │ or drain reserves available to the banking system and influence day-to-day trading in the federal │
│ │ │ funds market. A reverse repurchase agreement (known as reverse repo or RRP) is a transaction in │
│ │ │ which the New York Fed under the authorization and direction of the Federal Open Market Committee │
│ │ │ sells a security to an eligible counterparty with an agreement to repurchase that same security at a │
│ │ │ specified price at a specific time in the future. For these transactions, eligible securities are │
│ │ │ U.S. Treasury instruments, federal agency debt and the mortgage-backed securities issued or fully │
│ │ │ guaranteed by federal agencies. For more information, see │
│ │ │ https://www.newyorkfed.org/markets/rrp_faq.html │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ FII5 │ Market Yield on U.S. Treasury Securities at 5-Year │ For further information regarding treasury constant maturity data, please refer to │
│ │ Constant Maturity, Inflation-Indexed │ http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- │
│ │ │ center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ WFII5 │ Market Yield on U.S. Treasury Securities at 5-Year │ For further information regarding treasury constant maturity data, please refer to │
│ │ Constant Maturity, Inflation-Indexed │ http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource- │
│ │ │ center/data-chart-center/interest-rates/Pages/yieldmethod.aspx. │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ TB3MS │ 3-Month Treasury Bill Secondary Market Rate │ Averages of Business Days, Discount Basis │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DTB3 │ 3-Month Treasury Bill Secondary Market Rate │ Discount Basis │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ WTB3MS │ 3-Month Treasury Bill Secondary Market Rate │ Averages of Business Days, Discount Basis │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DGS2 │ Market Yield on U.S. Treasury Securities at 2-Year │ For further information regarding treasury constant maturity data, please refer to the Board of │
│ │ Constant Maturity │ Governors. (http://www.federalreserve.gov/releases/h15/current/h15.pdf and │
│ │ │ http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx) │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DGS1 │ Market Yield on U.S. Treasury Securities at 1-Year │ For further information regarding treasury constant maturity data, please refer to the Board of │
│ │ Constant Maturity │ Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury │
│ │ │ (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). │
├───────────┼────────────────────────────────────────────────────┼──────────────────────────────────────────────────────────────────────────────────────────────────────┤
│ DGS5 │ Market Yield on U.S. Treasury Securities at 5-Year │ For further information regarding treasury constant maturity data, please refer to the Board of │
│ │ Constant Maturity │ Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury │
│ │ │ (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). │
└───────────┴────────────────────────────────────────────────────┴──────────────────────────────────────────────────────────────────────────────────────────────────────┘
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 (🦋) /economy/ $ overview usbonds
US Bonds
┏━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━┓
┃ ┃ Rate (%) ┃ Yld (%) ┃ Yld Chg (%) ┃
┡━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━┩
│ 30-Year Bond │ 2.25 │ 2.505 │ 0.000 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 10-Year Note │ 1.88 │ 2.383 │ -0.018 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 7-Year Note │ 1.88 │ 2.465 │ -0.024 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 5-Year Note │ 2.50 │ 2.463 │ -0.037 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 3-Year Note │ 1.75 │ 2.514 │ -0.041 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 2-Year Note │ 2.25 │ 2.330 │ -0.044 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 1-Year Bill │ 0.00 │ 1.661 │ -0.008 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 6-Month Bill │ 0.00 │ 1.022 │ -0.027 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 3-Month Bill │ 0.00 │ 0.548 │ -0.006 │
├──────────────┼──────────┼─────────┼─────────────┤
│ 1-Month Bill │ 0.00 │ 0.145 │ -0.025 │
└──────────────┴──────────┴─────────┴─────────────┘
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?
Visit the OpenBB website and say hello: https://openbb.co
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