Yield Curves
Yield Matrix
Treasury Quotes
Rich / Cheap
Treasury Zero-Coupon Yield Curve
Instantaneous Forward Rate Curve
Credit Spread Term Structure (OAS)
Bid-Ask Spread by Maturity (Liquidity)
U.S. Treasuries — Zero-Coupon & Forward Rates
| 1Y | 2Y | 5Y | 10Y | 30Y | |
|---|---|---|---|---|---|
| Zero-Coupon Rate | - | - | - | - | - |
| Forward Rate | - | - | - | - | - |
Model: Gaussian Process Regression with bootstrap-derived zero rates. Forward rates are instantaneous.
Municipal Bonds (Tax-Exempt)
| 1Y | 2Y | 5Y | 10Y | 30Y |
|---|
Yields shown are tax-exempt. Muni/Treasury ratios shown in parentheses.
Corporate Bonds — Yields & OAS Spreads
| 1Y | 2Y | 5Y | 10Y | 30Y | ICE BofA |
|---|
Investment grade: AAA through BBB. High yield: BB and below. Spreads (bp) shown below yields.
Showing - of - securities
CUSIP
Type
Coupon
Maturity
Mat (Y)
Bid
Ask
Mid Yield
Spd (ticks)
Signal
Z-Score
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Treasury Rich/Cheap Analysis (Z-Score by Maturity)
Mispricing Detail
| CUSIP | Security | Mat (Y) | Mkt Yield | Model Yield | Resid (bp) | Z-Score | Signal | Conf |
|---|
Rich = overpriced (yield below model, sell). Cheap = underpriced (yield above model, buy). Z-score = residual / std dev.