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Treasury Yields Grounding Data

US Treasury Securities Rates

OperationalCredits 2 per callp50 467msFinance

Overview

Treasury Yields sources daily constant-maturity market yields from the Federal Reserve (FRED), the same rates used to construct the Treasury yield curve. Nominal yields span 1-month to 30-year maturities and TIPS real yields span 5-year to 30-year. Historical month-end snapshots are available for trend analysis.

Live Test Treasury Yields Grounding Data Source →

The tool

Once your client is connected to the VerveContext server, this appears in its tool list as TreasuryYieldsGroundingData. It is read-only and open-world — it fetches and never mutates anything on your side — so most clients call it without asking you to confirm.

Tool call
{
  "name": "TreasuryYieldsGroundingData",
  "arguments": {}
}

Connecting

One server URL covers every source in the catalog, including this one. Authorization is OAuth: the client opens a browser once, and there is no key to paste into a config file.

{
  "mcpServers": {
    "vervecontext": {
      "url": "https://api.vervecontext.com/v1/mcp"
    }
  }
}

Per-client setup — Claude, Cursor, VS Code, ChatGPT — is on the MCP setup page.

Arguments

These are the properties on the tool's inputSchema, so a well-behaved client validates them before the call is made. Premium arguments are accepted on every plan but only take effect on plans that include them.

ArgumentTypeDescription
dateOptionalPremiumstringOptional month in YYYY-MM format for a recent-month lookup (recent months only). Omit for current data.
typeOptionalPremiumstringOptional filter for a single point. Legacy security types: bills, notes, bonds, tips, frn. Or a maturity: 1mo, 3mo, 6mo, 1yr, 2yr, 3yr, 5yr, 7yr, 10yr, 20yr, 30yr

What the model gets back

The result carries a structuredContent object matching the tool's declared outputSchema, so a client reads fields without parsing prose. status is "ok" and error is null on success; a null field means the value was not available for that input, not that the call failed.

Result
{
  "status": "ok",
  "error": null,
  "data": {
    "date": "2024-02-01",
    "bills": 5.24,
    "notes": 4.35,
    "bonds": 4.67,
    "tips": 2.15,
    "frn": 5.31,
    "changes": {
      "bills": {
        "change1d": 0.02,
        "direction": "up"
      },
      "notes": {
        "change1d": -0.03,
        "direction": "down"
      },
      "bonds": {
        "change1d": 0.01,
        "direction": "up"
      },
      "tips": {
        "change1d": 0,
        "direction": "unchanged"
      },
      "frn": {
        "change1d": 0.02,
        "direction": "up"
      }
    },
    "previousDate": "2024-01-31"
  }
}

Response fields

Paths are relative to data. Premium fields are absent rather than zeroed on plans that do not include them, so check for presence instead of comparing to 0.

FieldTypeExampleDescription
datestring2024-02-01The date of the treasury yields data in YYYY-MM-DD format
billsPremiumnumber5.24Benchmark short-term yield (3-month) as percentage
notesPremiumnumber4.35Benchmark note yield (10-year) as percentage
bondsnumber4.67Benchmark long bond yield (30-year) as percentage
tipsPremiumnumber2.15Benchmark TIPS real yield (10-year) as percentage
frnPremiumnumber5.31Floating Rate Note reference yield (3-month bill) as percentage
changesPremiumobject{…}Day-over-day change statistics, keyed by legacy type and by maturity
changes.billsPremiumobject{…}Change data for the 3-month benchmark including change1d and direction
changes.bills.change1dPremiumnumber0.02One-day percentage point change for the 3-month benchmark
changes.bills.directionPremiumstringupDirection of change: up, down, or unchanged
changes.notesPremiumobject{…}Change data for the 10-year benchmark including change1d and direction
changes.notes.change1dPremiumnumber-0.03One-day percentage point change for the 10-year benchmark
changes.notes.directionPremiumstringdownDirection of change: up, down, or unchanged
changes.bondsPremiumobject{…}Change data for the 30-year benchmark including change1d and direction
changes.bonds.change1dPremiumnumber0.01One-day percentage point change for the 30-year benchmark
changes.bonds.directionPremiumstringupDirection of change: up, down, or unchanged
changes.tipsPremiumobject{…}Change data for the 10-year TIPS benchmark including change1d and direction
changes.tips.change1dPremiumnumber0One-day percentage point change for the 10-year TIPS benchmark
changes.tips.directionPremiumstringunchangedDirection of change: up, down, or unchanged
changes.frnPremiumobject{…}Change data for the FRN reference (3-month) including change1d and direction
changes.frn.change1dPremiumnumber0.02One-day percentage point change for the FRN reference
changes.frn.directionPremiumstringupDirection of change: up, down, or unchanged
previousDatestring2024-01-31

Why ground on it

A model can produce something that looks like this answer from its training data, and be confidently out of date or simply wrong. This source returns the current value in a shape you can check, which is the difference between an answer you can cite and one you have to hedge.

Point an evaluation at bonds: it is the field most worth pinning a claim to, and it is either present and current or absent — never plausibly invented.

Failure modes

Errors come back as tool errors carrying a sentence the model can act on, not a bare status code. Error handling covers the full list.

StatusWhat it means
400 / 422The arguments did not validate. The message names the offending one.
401The OAuth session is invalid or expired — reconnect the server.
403Blocked by a key restriction or an IP allow-list. Never a bad identity.
404This source is not part of VerveContext. Check the catalog.
429Out of credits, or a brief rate limit. The message tells them apart.

A call costs 2 credits each time the tool actually runs; a model that reasons about the tool without calling it costs nothing.

Use cases

Yield Curve Analysis
Build yield curves using Treasury rates across different maturities
Fixed Income Research
Analyze treasury securities for investment research and portfolio management
Financial Modeling
Use risk-free rates for DCF models and derivatives pricing
Economic Indicators
Track treasury yields as indicators of economic conditions and Fed policy

Other ways to use Treasury Yields Grounding Data

Set up Treasury Yields Grounding Data on VerveContext, or reach the same source a different way. Your VerveContext account and credits work on all of them — one key, one balance.

Call it as a REST APIOne HTTPS endpoint and an x-api-key header, with SDKs for Node, Python and .NET.APIVerve →Reference →
Give it to an AI agentConnect over MCP and your agent calls it as a native tool — Claude, Cursor, ChatGPT.VerveKit →Reference →
Google Sheets or ExcelA =VERVE() formula fills a column — no script, no export, recalculates in place.VerveSheets →Reference →

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