US Treasury Rates

You can generate historical US Treasury rates for 40+ years using the SF_CALENDAR() function with the type parameter set to "treasury".

=SF_CALENDAR("", "treasury", startDate, endDate, metric, header)

• startDate is the start date for US Treasury rates calendar, written in iso format YYY-MM-DD, e.g. "2000-04-03". The maximum range between startDate and endDate for one function call is 90 days. If the range is larger than this it will be truncated to 90 days.

• endDate is the end date for the US Treasury rates, written in iso format YYY-MM-DD, e.g. "2019-12-24"

• metric selects what metrics to display. Leave blank or use "all" to display all metrics. Chain together metrics with & symbol to display more than one (e.g. "date&month1&month6").

• options adjusts the formatting of the output. "-" for descending order and "NH" for no header on the output. These can be combined like so "-&NH".

The treasury metric options are:

• Date ("date")

• 1 Month ("month1")

• 2 Month ("month2")

• 3 Month ("month3")

• 6 Month ("month6")

• 1 Year ("year1")

• 2 Year ("year2")

• 3 Year ("year3")

• 5 Year ("year5")

• 7 Year ("year7")

• 10 Year ("year10")

• 20 Year ("year20")

• 30 Year ("year30")

Examples

Example 1 - All metrics, last 90 days

=SF_CALENDAR("", "treasury", today()-90, today(), "all", "")

Example 2 - Several metrics, specific dates

=SF_CALENDAR("", "treasury", "2022-01-01", "2022-04-01", "date&month1&month6", "")