Quant lab
Go a level deeper.
Explore term structures, bond sensitivity, discounted cash flows, and rate conventions.
U.S. Treasury yield curve
Compare yields across maturities using a shared observation date.
Observation dateSep 22, 2026
10Y − 2Y spread25 bps
These are nominal constant maturity yields. They are not spot rates, forward rates, or a bootstrapped discount curve.
Federal Reserve H.15 via FRED. Business-day observations; publication may lag the market.
The term structure of rates
Maturity in years · Annualized yield
Showing dated source snapshots. Rates are not guaranteed offers. How our data works