The Yield Curve for Treasury Nominal Coupon Issues (TNC yield curve) is derived from Treasury nominal notes and bonds. The Yield Curve for Treasury Real Coupon Issues (TRC yield curve) is derived from Treasury Inflation-Protected Securities (TIPS). The Treasury Breakeven Inflation Curve (TBI curve) is derived from the TNC and TRC yield curves combined.
Nominal TNC Data
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1976-1977
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1978-1982
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1983-1987
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1988-1992
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1993-1997
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1998-2002
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2003-2007
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2008-2012
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2013-2017
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2018-2022
TNC Treasury Yield Curve Spot Rates, Monthly Average, 2023-Present
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2003-2007
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2008-2012
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2013-2017
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2018-2022
TNC Treasury Yield Curve Spot Rates, Quarterly Average, 2023-Present
TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2012
TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2013-2017
TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2018-2022
TNC Treasury Yield Curve Spot Rates, 10-Year Average, 2023-Present
TNC Treasury Yield Curve Par Yields, Monthly Average: 1976-Present
TNC Treasury Yield Curve Forward Rates, Monthly Average: 1976-Present
TNC Treasury Yield Curve On-the-Run Par Yields, Monthly Average: 1986-Present
TNC Treasury Yield Curve Spot Rates, End of Month: 1976-1977
TNC Treasury Yield Curve Spot Rates, End of Month: 1978-1982
TNC Treasury Yield Curve Spot Rates, End of Month: 1983-1987
TNC Treasury Yield Curve Spot Rates, End of Month: 1988-1992
TNC Treasury Yield Curve Spot Rates, End of Month: 1993-1997
TNC Treasury Yield Curve Spot Rates, End of Month: 1998-2002
TNC Treasury Yield Curve Spot Rates, End of Month: 2003-2007
TNC Treasury Yield Curve Spot Rates, End of Month: 2008-2012
TNC Treasury Yield Curve Spot Rates, End of Month: 2013-2017
TNC Treasury Yield Curve Spot Rates, End of Month: 2018-2022
TNC Treasury Yield Curve Spot Rates, End of Month, 2023-Present
TNC Treasury Yield Curve Par Yields, End of Month: 1976-Present
TNC Treasury Yield Curve Forward Rates, End of Month: 1976-Present
TNC Treasury Yield Curve On-the-Run Par Yields, End of Month: 1986-Present
Real TRC Data
TRC Treasury Yield Curve Spot Rates, Monthly Average: 2013-2017
TRC Treasury Yield Curve Spot Rates, Monthly Average: 2018-2022
TRC Treasury Yield Curve Spot Rates, End of Month: 2018-2022
TBI Breakeven Inflation Data
TBI Treasury Curve Breakeven Rates, Monthly Average: 2018-2022
Papers
"The XRM Yield Curve Methodology" by James A. Girola - 11/04/2024
"The Yield Curve for Treasury Nominal Coupon Issues" by James A. Girola - 5/16/2014
"The Treasury Real Yield Curve and Breakeven Inflation" by James A. Girola - 7/21/2015
"Treasury Yield Curves and Discount Rates" by James A. Girola - 2/27/2016
"The Treasury Breakeven Inflation Curve" by James A. Girola – 3/26/2019