← Browse all charts Which part of the Treasury curve is driving the rates move?

Treasury Yield Curve History

Four key Treasury maturities in one view, from the policy-sensitive 3-month bill through the 30-year bond, so curve shifts and inversions are easy to see.

Daily · through Oct 20, 2026
Data & methodology
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The latest series values and a keyboard-readable date table are below the chart. CSV and JSON downloads are for NASDUCK paid members.

Latest Treasury Curve Snapshot

Compare today's yield at each maturity; the tiles show yield levels, not a bullish or bearish score. Updated through 2026-10-20.

3-Month 4.26%
2-Year 4.79%
10-Year 5.12%
30-Year 5.42%
Dates & readable data

Raw values in the selected chart window

How To Read It

  • The 3-month yield is closest to current policy, while the 2-year reflects where markets expect policy to move next.
  • The 10- and 30-year yields add longer-run growth, inflation, and term-premium expectations to the picture.
  • A normal curve has longer yields above shorter yields; an inverted curve has one or more short maturities above long maturities.
Next step Charts show what moved. NASDUCK asks why.

Rates, the dollar, oil and gold all end up in the Nasdaq-100 eventually. NASDUCK follows that trail once a week and keeps score on its own calls.