Fixed Income
GSW fitted nominal Treasury curve
The Federal Reserve Board GSW (Gurkaynak-Sack-Wright) fitted nominal Treasury yield curve for one day: zero-coupon, par, and instantaneous forward rates at 1Y-30Y, plus the 1y1y and 5y5y forwards. Omit date for the latest published curve (weekly, may lag a few business days), or pass date (YYYY-MM-DD) for on or before. NOTE: a Federal Reserve staff research product, NOT an official statistical release - subject to delay, revision, or methodology change without advance notice.
get/api/v2/fixed-income/treasury/gsw-curve
Query parameters
datestring nullable
Curve date (YYYY-MM-DD). Omit for latest.
Example:2026-06-26
Curve date (YYYY-MM-DD). Omit for latest.
Response
Zero / par / forward points for the GSW nominal curve.
Example response
{
"data": {
"date": "2026-06-26",
"points": [
{
"tenor": "10Y",
"tenor_months": 120,
"zero_yield": 4.3,
"par_yield": 4.28,
"inst_forward": 4.55
}
],
"forward_1y1y": 4.06,
"forward_5y5y": 4.6
},
"meta": {
"endpoint": "/api/v1/fred/us/cpi",
"data_time": "2026-04-16T14:30:00Z",
"response_time": "2026-04-16T14:30:12Z",
"provider": "Sugra API v1.0.1",
"source": "sugra_crypto",
"attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
"fallback_chain": [
"sugra_crypto",
"sugra_finance"
]
}
}