Read Treasury nominal par yields and the selected curve
Compare the original 2Y, 5Y, 10Y and 30Y Treasury reference yields with their exact source dates, annual yield convention and shared history. Keep the selected-day curve distinct from the scope of an export.
1. Read four maturities of the same nominal par curve
The Treasury view compares the original 2-year, 5-year, 10-year and 30-year Constant Maturity Treasury rates, or CMTs. Each maturity is a point read from the Treasury nominal par yield curve. A selected day therefore compares different maturities at one source date; the history chart compares each identified maturity across the dates actually supplied by Treasury.
These are fitted reference yields derived from indicative bid-side quotations. They are not executed bond prices, a particular bond’s coupon or the yield of a security that necessarily has exactly that remaining maturity. The four-point curve preserves the selected source points. Its connecting lines do not add observations for intermediate maturities or reproduce Treasury’s full fitting calculation.
2. Keep the annual yield convention explicit
The unit is percent on a nominal par, bond-equivalent basis. Treasury describes these as simply annualized yields consistent with semiannual coupon payments, using actual days on a 365- or 366-day basis. They are not compounded effective annual yields or APY. A displayed 5.00 percent remains that original source quote, rather than a promised five-percent investment profit.
Keep this nominal curve separate from real TIPS yields, an inflation breakeven calculation, a spot or zero-coupon curve and the federal funds policy target. Their economic meanings differ even when all are written as percentages. Treasury’s current nominal CMT method has a zero floor; zero is a valid observation. A missing cell is never a zero or a reason to invent a substitute.
3. Separate the source date from publication and capture
Read the date beside each yield before describing it as current. The initial capture contains source days from 2 January through 14 October 2026. A new download does not move the final observation to today. The midnight used to position a day on the chart is a date label; it does not claim that a market quote was measured or published at midnight.
Source update, actual capture and result creation are separate clocks. The feed update does not establish each value’s first publication or revision time; these remain unknown here. Treasury generally publishes after gathering that day’s quotations, with possible delays. Retained history is the source history available at capture, which may include revisions, rather than a reconstruction of what was first publicly known.
4. Inspect the selected coverage and original source
The complete original document contains fourteen maturities. This view deliberately selects four, with 197 source dates and 788 values in its initial capture. The other ten maturities remain in the source evidence; they are not silently included in the displayed result. No weekend, holiday or absent-day value is carried forward. An unavailable date stays unavailable instead of borrowing another day’s curve.
Use the Value Passport and Sources to inspect the original value, date, maturity, unit and method. Primary explanations are Treasury Yield Curve Methodology and Interest Rates – Frequently Asked Questions on the official Treasury website. This local development source is labelled licence unverified. Access to the public data is not a claim of verified redistribution rights, Treasury endorsement or editorial publication approval.
5. Check the common result and export scope
History, table and the selected-day curve use the same accepted four-series result. Choosing a day focuses its existing observations; it does not fetch a new dataset or change the original history selection. Inspect the exact point in its Passport when a rounded chart label is insufficient. The original decimal spelling remains available, including a genuine zero and trailing decimal places.
Export belongs to that same original result. Before downloading, check the reviewed dates, series and row count: focusing one curve day does not automatically restrict an export to four rows. Later reading and downloading still require current permissions. Neither retaining a result nor repeating the selection turns these historical reference yields into a live price, forecast or investment recommendation.
This is a guide to Datisto. Private features require sign-in and access to your own data. Personal models use your assumptions; availability and permitted use of source data are checked with the particular result. This is not investment advice.