Daily Treasury Yield Curve Csv Data: Dataset Structure and Field Coverage

One publisher, one product. US Treasury Daily Yield Curve Rates is the Treasury Department's own daily par-yield series, served from home.treasury.gov's Interest Rate Statistics pages - cataloged for this industry as the US Treasury Daily Yield Curve Rates record, scored 9 out of 10 against a catalog-wide average of 7.81 across all 1,744 datasets Datadory rates.

It is also the only pure rates series among the 15 primary industrial-REITs datasets. Everything else in the pool prices something else: the buildings (Cushman & Wakefield's MarketBeat vacancy and rent PDFs), the operators (Nareit's T-Tracker), the equities (SEC EDGAR, Nasdaq's screener, StockAnalysis.com) or the demand flowing into the warehouses (Port of Los Angeles TEUs, Census wholesale trade, ISM's PMI, EIA's WTI). When a model needs the number that converts NOI into value, this is the one record here that carries it.

A verification pass on 21 August 2026 found the year-to-date table returning HTTP 200 with 160 rows covering 01/02/2026 through 08/20/2026 - every trading day of 2026 so far landing on schedule.

Columns split into three families:

1. Date, printed in MM/DD/YYYY form.
2. 15 par-yield constant-maturity columns running from 1 Mo through 30 Yr. The header sequence starts Date,"1 Mo","1.5 Month" and ends at "30 Yr". Values are percent yields, so divide by 100 before compounding into discount factors, and unquoted maturities print N/A rather than zero.
3. Bill-rate pairs - bank-discount and coupon-equivalent columns for the 6-, 8-, 17- and 52-week bills.

Two checked rows show how the year moved. On 01/02/2026 the curve read 3.72 at one month, 3.47 at two years, 4.19 at ten and 4.86 at thirty; by 08/20/2026 those prints were 3.80, 4.19, 4.69 and 5.23 - eight months of bear flattening visible in four numbers.

A capitalization rate is a spread over the risk-free curve, which is why this CSV earns its slot. Take the Nareit T-Tracker Q2 2026 implied cap rate of 5.7% for all equity REITs and set it beside the same session's prints: a 10-year par yield of 4.69 leaves roughly a 1.0 percentage-point spread, thinning to about 0.47 points against the 30-year yield of 5.23. Tracking that spread quarter by quarter separates valuation moves caused by property fundamentals from moves caused by the curve.

For the industrial sector specifically, the same Q2 2026 T-Tracker sheet reports FFO of $2,444.9 million, NOI of $3,237.0 million, occupancy of 93.54%, same-store NOI up 5.12% year over year and debt at 26.83% of market assets - while the industry carried a 4.2% weighted average interest rate with 89.8% of debt fixed-rate. Discounting those cash flows off daily par yields instead of a stale annual snapshot is the difference between marking a NAV to market and marking it to last quarter.

Quants running this loop daily will recognize the sequencing; the investors and quants use case page lays out the full screening order for this stack.

The curve prices money; the rest of the slice supplies the cash flows and the demand underneath them. The table below lifts every cell from the cataloged records.

On the equity side, Nasdaq's screener covers 7,079 US-listed securities with 226 tagged REITs, while StockAnalysis.com keeps the tighter 15-row REIT Industrial table - the universe whose cash flows the curve discounts. Issuer-level truth comes from the SEC EDGAR XBRL companyfacts API, which holds 586 us-gaap concepts for Prologis with revenue facts from CY2016 through CY2026Q1.

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