Yield dashboard

Current yield curve snapshot: full Treasury curve, key spreads, and average rates in one call.

When to use this pack

Quick fixed-income read — is the curve inverted, what are spreads doing, and where are average rates.

Tools in this pack

• US Treasury daily yield curve $0.010 GET /api/treasury-yield-curve Latest US Treasury daily constant-maturity yields (1mo, 3mo, 6mo, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y) as clean JSON. Source: FRED DGS* series (St. Louis Fed), public domain, no key. No params — always returns the most recent published curve.
• Treasury yield-curve spreads + inversion $0.015 GET /api/yield-curve-spread Derived 2s10s and 3m10y Treasury yield-curve spreads (in basis points) plus a boolean recession-signal flag when the curve is inverted. Source: FRED constant-maturity yields (public domain). No params.
• Average interest rates on Treasury securities $0.010 GET /api/treasury-avg-rates Latest average interest rates the US Treasury is paying by security type (Bills, Notes, Bonds, TIPS, FRNs, marketable vs non-marketable). Public domain, no key. No params — returns the most recent reporting month.

Workflow

1. Pull the live Treasury yield curve across all maturities.
2. Get the 10Y-2Y and 10Y-3M spreads — inversion signals.
3. Pull Treasury average interest rates for context on the cost of government debt.

Run it in Claude

claude mcp add agent402 -s user -- npx -y agent402-mcp@latest

Then paste this prompt into Claude:

Give me a yield curve snapshot using Agent402's yield-dashboard skill pack. Pull (1) the full Treasury curve, (2) key spreads (10Y-2Y, 10Y-3M), (3) average rates. Flag any inversion.

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