Rates
WORLD (percent per annum). The US Treasury par yield curve, 12 tenors, daily, US public domain.
Instruments
instrument_id | Scope | Calendar | Source | From |
|---|---|---|---|---|
UST.1M.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.2M.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.3M.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.6M.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.1Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.2Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.3Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.5Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.7Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.10Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.20Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
UST.30Y.USD.PCT | world | US-EQUITY | Treasury | 2026-01-02 |
curl -s https://snapdata.dev/api/v1/rates/world/latest.jsonWhat the number is
The par yield, in percent per annum, from the US Treasury's daily yield
curve. 4.68 means 4.68%, not 0.0468. Values are quoted to two decimals
exactly as Treasury publishes them; we do not interpolate, smooth, or derive a
zero-coupon curve from them.
This is the closest thing finance has to a risk-free rate, which is why it turns up as the discount rate in most valuation work. Treasury publishes it as a US Government work, so it is public domain, no key, no attribution requirement, no redistribution limit. That is rare enough in this space to be the main reason this dataset exists.
Two tenors we do not carry
Treasury's CSV also has 1.5 Month and 4 Mo. Both were introduced part-way
through the series, so their history is ragged and they have no analogue on most
curves. They are skipped deliberately rather than silently: see
packages/parsers/src/treasury.ts.
A tenor Treasury did not price on a given day arrives blank. We drop the
observation rather than emit 0: a 0% 30-year is plausible enough in JSON to
survive review and would poison any curve built from it.
History
Coverage starts 2026-01-02, not 1990. The upstream CSV is fetched one calendar year at a time and we currently fetch the current year only.
This is one of the few limits here that is effort-bound rather than
licence-bound, Treasury publishes daily par yields back to 1990-01-02 and
imposes no restriction on any of it. Backfilling is one request per year against
the same endpoint. /api/v1/coverage.json says exactly this, per tenor, so you
never have to guess whether an absence is ours or theirs.
Cadence
Posted around 15:30 ET each US business day, so a snapshot taken before the New
York close carries the previous session. The US-EQUITY calendar governs
trading days: on a federal holiday you get an explicit row with
is_trading_day: false and value: null, never a repeated Friday yield.