Data

The whole U.S. Treasury market, daily.

Every dataset Safe Rate Markets holds, where it comes from, and where to get it: in the dashboard, over the REST API at https://api.saferate.markets, and to AI agents over MCP. Daily since September 2, 2008, from primary sources, with no data license to pay for. Most of it can also be explored, free and interactive, on saferate.com/treasury.

Prices and securities

Daily since September 2, 2008

Every marketable Treasury bill, note, bond, TIPS and floating-rate note, priced at the end of every business day, with its terms, amount outstanding and on-the-run status.

Source. Treasury's end-of-day prices published through TreasuryDirect; amounts outstanding from the Monthly Statement of the Public Debt.

Dashboard Security Lookup · On / Off the Run

See it on saferate.com Security lookup · On the run · Calculator

API

  • /v1/securities Every security priced on a day
  • /v1/on-the-run On- and off-the-run securities by tenor
  • /v1/securities/{cusip} One CUSIP: terms, auctions, latest price and analytics
  • /v1/securities/{cusip}/prices Its daily prices
  • /v1/securities/{cusip}/analytics Its daily duration, DV01, key rates and curve residual
  • /v1/price/coupon Price or yield a note or bond
  • /v1/price/bill Price or yield a bill

MCP get_treasury_security, list_treasury_securities, price_treasury_security

Yield curves

Daily since September 2, 2008

Safe Rate's fitted curves, every business day: the nominal zero, par and forward curves (Nelson-Siegel-Svensson, fitted to every note and bond), the TIPS real curve, breakeven inflation, and the bill (money-market) curve.

Source. Fitted by Safe Rate to Treasury's end-of-day prices.

Dashboard Treasury Rates · Curves

See it on saferate.com Treasury rates today · Yield curves · Curve methodology

API

  • /v1/curves/zero Fitted zero-coupon curve, with fit diagnostics
  • /v1/curves/par Par yield curve, 3 months to 30 years
  • /v1/curves/money-market Bill curve, 1 week to 1 year
  • /v1/curves/real TIPS real yield curve
  • /v1/curves/breakeven Breakeven inflation, nominal less real
  • /v1/curves/zero/history Zero curve over a range
  • /v1/curves/money-market/history Bill curve over a range
  • /v1/curves/real/history Real curve over a range

MCP get_treasury_curve, get_treasury_rate_history

Analytics and rich/cheap

Each security's yield, duration, convexity and DV01, its distance from the fitted curve, and how unusual that distance is against its own history (a z-score), for relative value.

Source. Computed by Safe Rate from the prices and curves above.

Dashboard Rich / Cheap

API

  • /v1/rich-cheap Notes and bonds furthest from the curve, ranked by z-score

MCP get_treasury_rich_cheap

Auctions

The auction schedule and results: what is announced (new issues included, before they are issued), what has been auctioned and not yet settled, and each result's rates, bid-to-cover, and dealer, direct and indirect shares.

Source. Treasury's auction data, through Fiscal Data.

Dashboard Treasury Auctions

See it on saferate.com Auction schedule and results

API

  • /v1/auctions Auctions in a date window: announced, auctioned and settled, with results
  • /v1/auctions/latest Each term's latest result, with changes against up to six previous auctions

MCP get_treasury_auctions

Indices

Eleven Safe Rate total-return indices of the Treasury market, from the broad index to maturity bands, bills, TIPS and floaters: daily levels, returns, analytics and the constituents of every month.

Source. Constructed by Safe Rate from the prices above, rebalanced at each month-end; float par excludes Federal Reserve holdings and buybacks.

Dashboard Indices · Indices for institutions

See it on saferate.com Total return indices

API

  • /v1/indices Every index, latest daily and month-end levels
  • /v1/indices/{code} One index
  • /v1/indices/{code}/levels Daily total-return levels
  • /v1/indices/{code}/returns Month-, quarter- and year-to-date returns
  • /v1/indices/{code}/analytics Yield, duration, convexity, key rates
  • /v1/indices/{code}/constituents What it holds now
  • /v1/indices/{code}/constituents/{date} What it held in a completed period

MCP get_treasury_index

The public debt

Federal debt outstanding, marketable and non-marketable, from the monthly statement, and how much of each security is held as STRIPS.

Source. The Monthly Statement of the Public Debt.

See it on saferate.com Market statistics

API

  • /v1/debt Federal debt from the monthly statement
  • /v1/strips How much is held as STRIPS

MCP get_treasury_debt

Savings bonds

Series I and EE rates, and the value of a bond bought on any date.

Source. TreasuryDirect's published rates.

See it on saferate.com Savings bond calculator

API

  • /v1/savings-bonds/rates Series I and EE rates
  • /v1/savings-bonds/i/value Value a Series I bond
  • /v1/savings-bonds/ee/value Value a Series EE bond

MCP get_savings_bond_rates, value_savings_bond

From primary sources

Every input is published by its issuer and free to anyone: Treasury's end-of-day prices through TreasuryDirect, the Monthly Statement of the Public Debt, auction results and buybacks from Treasury's Fiscal Data, and Federal Reserve holdings from the New York Fed. No evaluated pricing service and no licensed data, so anyone can rebuild every number. Safe Rate's curves, analytics and indices are its own construction, not official U.S. Treasury statistics.

API and MCP documentation