Read eight selected Treasury maturities on one source day

1. Open the eight-maturity view

The dedicated Treasury curve view selects 1M, 3M, 6M, 1Y, 2Y, 5Y, 10Y and 30Y from the original US Treasury nominal par constant-maturity source. Month and year labels identify time to maturity; 1M is not one year. These are eight selected source maturities, not the complete fourteen-tenor feed. The separate earlier four-maturity view and its saved originals remain available.

The prepared original result loads automatically; check its source dates and coverage. This version concerns the captured 2026 history. Its first local capture contains 197 source days, 2 January–14 October 2026, with eight original values per day. Those dates describe the available capture rather than a promise of complete instrument history or a continuously updated quote.

2. Compare maturities within the exact same day

Use the exact source-day selector to inspect the cross-section. The horizontal scale represents maturity in years, with the month labels retaining their own shorter durations. The plotted values all belong to the chosen source day. A connecting line helps show their shape; it does not supply an original yield for a maturity between two reported points.

Treasury produces its own par CMT estimates using indicative market inputs and its curve methodology. Datisto preserves the selected published values and does not fit another curve, create an unreported tenor or substitute a bond trade price. A dated upward, flat or inverted shape compares these particular nominal par yields; it is not a forecast or a calculation of your investment return.

3. Read the yield unit and leave gaps intact

Values are nominal par CMT yields in bond-equivalent percent. Read 4.11 as 4.11%, not as a price, a decimal return of 4.11 or compounded APY. The quotation convention differs from real/TIPS yields, spot or zero-coupon rates, a policy rate and a realised holding-period return. The source’s two-place decimal spelling remains available in Passport and the original downloads.

Only original source days appear in the history. Selecting an absent weekend or holiday does not silently load the previous business day. A source N/A or XML missing marker stays a gap, while an explicitly reported zero stays zero. Do not read a missing point as no yield or estimate it from adjacent maturities or neighbouring days.

4. Separate source date, update and capture clocks

The printed source date tells you which day the yield belongs to. Midnight UTC is its chart coordinate, not proof that the market was measured at midnight. The feed’s update metadata and Datisto’s capture time are separate clocks. Neither establishes the first publication time of each individual yield or a verified intraday quote time.

Per-value publication, provider revision and finality remain unknown in this source contract. A later source capture can contain corrected history. Inspect the recorded capture and freshness before using the result; a source-date selection does not refresh the feed or make older captured values current.

5. Verify a point and preserve the whole original

Open Value Passport from a maturity value or an original historical point to inspect the exact source value, tenor, unit and evidence. Curve, history chart and table use the same verified result. Changing the displayed day, paging the table or hiding a legend series affects presentation, not the original query scope or the stored source values.

6. Calculate the difference between two maturities

The separate Treasury spread workspace calculates the original ten-year nominal par yield minus the two-year yield, with ten-year minus three-month as the other supported pair. Choose the pair and bounded 2026 date window, then Calculate explicitly. Editing these fields is only a draft. The difference is measured in percentage points; the two original yields remain percentages. Positive, exactly zero and negative differences describe those same-day quotations, without supplying a recession probability, investment return or forecast.