Treasury CUSIP curve risk (z-spread, KRD)
Changed onPer-CUSIP relative-value + curve risk of a fixed-coupon Treasury note/bond against the Federal Reserve Board GSW nominal SPOT curve: z-spread (the constant spread over every zero rate that reprices the bond to its market dirty price, bps), parallel effective duration + DV01, and key-rate durations at 2Y/5Y/10Y/30Y (which sum to the effective duration). Omit date for the latest priced day. Coupon notes/bonds only. NOTE: the GSW curve is a Fed staff research product (weekly), paired with the on-or-before curve.
Request
- Base URL: https://sugra.ai
- URL: https://sugra.ai/api/v2/fixed-income/treasury/prices/{cusip}/curve-risk
- Auth: API key in header x-api-key
Path parameters
9-character Treasury CUSIP.
Query parameters
Price date (YYYY-MM-DD). Omit for latest.
Response
z-spread, durations and key-rate durations for the CUSIP.
Example response
{
"data": {
"cusip": "912810EX2",
"price_date": "2026-06-26",
"curve_date": "2026-06-26",
"security_type": "MARKET BASED BOND",
"price": 100.25,
"z_spread_bps": 24.5,
"effective_duration": 11.2,
"dv01": 0.108,
"key_rate_durations": [
{
"tenor": "10Y",
"tenor_years": 10,
"krd": 6.2
}
]
},
"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
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