The following is a 3D representation of the yield curve. That means it is simply "the yield curve" plotted, day by day, for the given time period.
Hover over the chart to see the rate values for a given day and tenor (2yr, 5yr, etc.)
Select a date range to view the curve over any period (back to 1/1/2000)
Click and drag the chart to zoom and rotate so you can see every angle of the surface.
Source: U.S. Treasury
Description: These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
| How to Compare This Chart to Treasury Futures | Futures Contract | Min. Term to Maturity | Max Term to Maturity |
|---|---|---|
| UB (Ultra Bond) | 25 years | - |
| ZB (30-Year Bond) | 15 years | 25 years |
| ZN (10-Year T-Note) | 6 years + 6 months | 10 years |
| ZF (5-Year T-Note) | 4 years + 9 months | 5 years + 3 months |
| ZT (2-Year T-Note) | 1 year + 9 months | 5 years + 3 months |
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