Bond yield data is retrieved automatically from the
Federal Reserve Bank of St. Louis (FRED).
The following series are currently used:
• DGS10 – 10-Year Treasury Constant Maturity Rate
• DGS2 – 2-Year Treasury Constant Maturity Rate
The yield curve spread is calculated as:
10-Year Yield minus 2-Year Yield.
Bond yield data is retrieved automatically from the
Hong Kong Monetary Authority (HKMA).
The following series is currently used:
• 10GB2706 – HK Government Bond (10-Year)
Data corresponds to the closing reference rate
as published by HKMA.
All data shown on this website represents publicly available official data.