Global Yield Curve Database
Move beyond a single current yield snapshot. The BondStats Curve Atlas lets you reconstruct historical sovereign curves, compare dates, examine slope measures and move through the term structure as policy regimes change.
Explore the curve market by market
What is a historical yield curve database?
A yield curve is usually shown as a snapshot: the yield available at different maturities today. That is useful, but it hides the most important part of the term structure — how the entire curve changes through time. A historical yield curve database preserves those earlier configurations so that investors can compare policy regimes, identify inversions and steepening cycles, and examine how shocks travel from the front end into longer maturities.
The BondStats database is built around sovereign curves because government bond markets form the reference term structure for much of global fixed income. The underlying data remains source-specific: some jurisdictions publish modeled constant-maturity or par curves, while others publish benchmark government yields. BondStats preserves that distinction instead of implying that every national curve is constructed in exactly the same way.
Why historical curves matter
A 10-year yield by itself cannot show whether the market is pricing tight monetary policy, recession risk or a rise in long-run inflation compensation. The relationship between maturities provides that context. Historical curve reconstruction makes it possible to compare the same sovereign market before and after a central-bank decision, during a recession scare, through an inflation shock or across an entire tightening cycle.
From current yields to market regimes
The Curve Atlas adds a time-machine view to BondStats’ existing current-market tools. Users can move observation by observation through the archive, compare the active curve with an earlier ghost curve and monitor slope measures such as 2s10s and 5s30s where the official source provides the required maturities.