Microproduct Data GuideIntermediate

U.S. Treasury Daily Yield Curve

Official daily U.S. Treasury par yield curve rates in XML for building dated fixed-income context and comparing interest-rate terms.

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At a Glance

Difficulty
Intermediate — some data preparation helps
Size
Small · 1 KB–0.1 GB
Formats
XML
Access
API or Download
API Key
Not Required
Provider
U.S. Department of the Treasury
Updates
Daily
Last Verified
Sep 28, 2026
Source Type
Government Source
Data Terms
U.S. Government public data / federal copyright guidance
  • Python Syntax Checked

From Source to Product Signal

Test a Product Idea in Four Steps

Treasury publishes daily par yield curves through a dated XML feed. Start with the current month and the 10-year tenor, retaining the observation date. A par yield is not a real-time trade quote or an option's realized return.

1

Check the Setup

  • Python 3.10 or newer
  • An internet connection
  • The requests Python package
2

Access the Data

  1. 1.Open Treasury's XML feed documentation and choose the daily par yield curve dataset.
  2. 2.Request only the current month using its YYYYMM parameter.
  3. 3.Read the observation date and tenor field without mixing rates from different dates.
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3

Run the Python Example

Install the packages, then run the notebook cell.

python -m pip install requests

from datetime import date
import xml.etree.ElementTree as ET
import requests

month = date.today().strftime("%Y%m")
response = requests.get(
    "https://home.treasury.gov/resource-center/data-chart-center/interest-rates/pages/xml",
    params={
        "data": "daily_treasury_yield_curve",
        "field_tdr_date_value_month": month,
    },
    timeout=30,
)
response.raise_for_status()
root = ET.fromstring(response.content)
for entry in list(root)[-5:]:
    fields = {node.tag.rsplit("}", 1)[-1]: node.text for node in entry.iter()}
    print(fields.get("NEW_DATE", "")[:10], fields.get("BC_10YEAR"))
4

Test a Useful Signal

Track a Dated Treasury Tenor

Test whether a short yield-curve series supports a fixed-income context panel.

  1. 01Retrieve the current month and retain the date alongside each 10-year par yield.
  2. 02Compare the available business-day observations without filling weekends with invented rates.
  3. 03Explain why par yields and dated official releases are not live market quotes.

Related Datasets

Dataset Details

U.S. Department of the Treasury is a government source. Last verified 2026-09-28. Temporal coverage: daily par yield curve rates from 1990 to present.

Geography

United States

Formats

XML

Provider

U.S. Department of the Treasury

Data Terms

U.S. Government public data / federal copyright guidance

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