Fixed Income

GSW fitted nominal Treasury curve

Changed on

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

Request

  • Base URL: https://sugra.ai
  • URL: https://sugra.ai/api/v2/fixed-income/treasury/gsw-curve
  • Auth: API key in header x-api-key

Query parameters

datestring nullable

Curve date (YYYY-MM-DD). Omit for latest.

Example:2026-06-26

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",
    "data_age_days": 8.532,
    "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"
    ],
    "stale_since": "2026-09-08T12:00:00Z",
    "period": "2026-Q1",
    "notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
  }
}

Changes

    • info

      added the optional property // to the response with the status

    • info

      added the optional property // to the response with the status

    • info

      added the non-success response with the status