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