Treasury Curve

The treasury curve is a curve of the yields paid on US Treasury Securities. From a modeling persepective, the treasury curve used to be considered a viable proxy for what the risk free rate in an economy is. The Overnight Index Swap (OIS) curve is now considered a cleaner measure of the risk-free rate than the Treasury curve because it reflects pure central bank policy expectations without being distorted by government debt supply shortages, special repo collateral demands, or sovereign fiscal pressures

History

The following chart shows the history of the the #m,1Y,10Y and 30Y treasury yields.