US Yield Curve

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US Yield Curve closed up 0.13 as of November 18, 2024 from 0.11 from the previous day, 0.05 last week and 0.12 last month.

US Yield Curve Analytics & Data




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US Yield Curve Historical Data

Date Close
2024-11-18 0.129
2024-11-15 0.113
2024-11-14 0.083
2024-11-13 0.174
2024-11-12 0.077
2024-11-08 0.046
2024-11-07 0.137
2024-11-06 0.157
2024-11-05 0.091
2024-11-04 0.119
2024-11-01 0.173
2024-10-31 0.101
2024-10-30 0.114
2024-10-29 0.155
2024-10-28 0.133
2024-10-25 0.124
2024-10-24 0.125
2024-10-23 0.148
2024-10-22 0.171
2024-10-21 0.164
2024-10-18 0.117
2024-10-17 0.114
2024-10-16 0.068
2024-10-15 0.081
2024-10-14 0.126
2024-10-11 0.139
2024-10-10 0.104
2024-10-09 0.039
2024-10-08 0.05
2024-10-07 0.029
2024-10-04 0.034
2024-10-03 0.136
2024-10-02 0.134
2024-10-01 0.122
2024-09-30 0.14
2024-09-27 0.187
2024-09-26 0.164
2024-09-25 0.231
2024-09-24 0.185
2024-09-23 0.156
2024-09-20 0.13
2024-09-19 0.125
2024-09-18 0.077
2024-09-17 0.044
2024-09-16 0.062
2024-09-13 0.062
2024-09-12 0.028
2024-09-11 0.01
2024-09-10 0.043
2024-09-09 0.022
2024-09-06 0.059
2024-09-05 -0.019
2024-09-04 -0.015
2024-09-03 -0.037
2024-09-02 -0.014
2024-08-30 -0.015
2024-08-29 -0.037
2024-08-28 -0.044
2024-08-27 -0.081
2024-08-26 -0.126

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US Yield Curve Statistics

Security Symbol Last Momentum Trend Oscillator 1D% 1W% 1M% 1Y%
US Yield Curve US.YC -0.3392 -5.46 5.57 -22.18 -64.81

US Yield Curve Quantitative Analysis, Charts & Factors

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US Yield Curve Historical Data

The MacroVar database offers free access to historical data for the US Yield Curve, dating back to 1950. This extensive dataset is readily available through MacroVar versatile platforms, including a user-friendly web interface, a robust Python API, and convenient Excel integration. By leveraging these tools, users can efficiently retrieve and analyze decades of US Yield Curve data, supporting a wide range of research, financial analysis, and decision-making processes.

What is the US Yield Curve

The US yield curve is a graphical representation of the yields on US Treasury securities of different maturities. It shows the relationship between the interest rates and the time to maturity of the debt, with longer-term securities typically offering higher yields than shorter-term securities. The shape of the yield curve can provide insights into the market's expectations for future interest rates and economic conditions. A steep yield curve, where long-term rates are significantly higher than short-term rates, may indicate expectations of strong economic growth. Conversely, an inverted yield curve, where short-term rates are higher than long-term rates, has historically been a reliable predictor of an impending recession. Monitoring changes in the yield curve is an important tool for investors and policymakers to gauge market sentiment and potential economic developments.

US Yield curve data

The Macrovar database provides comprehensive data for futures related to the US yield curve. This data can be easily accessed and downloaded through multiple methods, including a user-friendly web interface, an API, and direct integration with Excel.
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