Terrapin

The Modern
Yield Curve
Data Provider

Daily par, zero and benchmark yield curves for the United States, United Kingdom and Germany, bootstrapped from end-of-day government bond pricing and delivered through a modern API.

Dataset highlights

US, UK and German sovereign curves

Curves are rebuilt overnight from benchmark government bonds and exposed at exact tenors from 1Y through 30Y.

Includes:

  • Par yield curves at standard tenors
  • Zero (spot) curves via monotone-convex bootstrapping
  • Benchmark instrument curves with ISINs and EOD yields
  • Coverage for US Treasuries, UK Gilts and German Bunds
View API documentation and schemas

Latest government yield curves

US, UK and German par, zero and benchmark yields as of 07 Aug 2026. Rates in percent.

US · 07 Aug UK · 07 Aug DE · 07 Aug

Par yield curve comparison

Par yields by tenor

Latest government par yield curves for the United States, United Kingdom and Germany as of 2026-08-07
Tenor US UK DE
1Y 3.97% 4.12% 2.50%
2Y 4.19% 4.33% 2.50%
3Y 4.26% 4.33% 2.56%
5Y 4.36% 4.43% 2.71%
7Y 4.49% 4.71% 2.85%
10Y 4.66% 4.97% 3.07%
15Y 5.04% 5.25% 3.39%
20Y 5.20% 5.45% 3.46%
25Y 5.21% 5.59% 3.50%
30Y 5.20% 5.67% 3.52%

Zero rate curve comparison

Zero rates by tenor

Latest government zero rate curves for the United States, United Kingdom and Germany as of 2026-08-07
Tenor US UK DE
1Y 3.94% 4.08% 2.48%
2Y 4.15% 4.29% 2.49%
3Y 4.22% 4.28% 2.55%
5Y 4.32% 4.39% 2.70%
7Y 4.46% 4.70% 2.85%
10Y 4.66% 5.00% 3.08%
15Y 5.13% 5.34% 3.45%
20Y 5.34% 5.62% 3.53%
25Y 5.33% 5.84% 3.56%
30Y 5.26% 6.00% 3.59%

Benchmark curve comparison

Benchmark yields by tenor

Latest government benchmark curves for the United States, United Kingdom and Germany as of 2026-08-07
Tenor US UK DE
1Y 4.01% 4.15% 2.51%
2Y 4.23% 4.34% 2.52%
3Y 4.30%
4Y 4.38%
5Y 4.41% 2.74%
6Y 2.82%
7Y 4.54%
9Y 4.98%
10Y 4.70% 3.09%
15Y 3.43%
20Y 5.27%
21Y 3.50%
28Y 5.76%
30Y 5.27% 3.56%

Built for curve-driven workflows

From discounting and relative-value screens to client reporting, sovereign curves power core fixed income applications.

Pricing & discounting

Discount cashflows with consistent zero curves.

Benefits

Use bootstrapped zero rates at exact tenors for valuation, risk, and scenario analysis across US, UK and German government markets.

Relative value

Compare issues against the benchmark curve.

Benefits

Benchmark curves link each tenor to the underlying government bond ISIN and EOD yield, so you can measure richness/cheapness against the curve itself.

Platforms & dashboards

Embed live curve charts in your product.

Benefits

Fetch a date, region and curve type in one API call and render interactive charts or tables without maintaining your own bootstrap pipeline.

Research & reporting

Publish curve history with confidence.

Benefits

Point-in-time curves by business date support backtests, regime analysis and client-facing curve reports for Treasuries, Gilts and Bunds.

Startups

Get Started Without a Sales Call

Our Startup plan gives you access to government, corporate and municipal bond data with generous limits — ideal for getting started quickly. Get going with development, research and prototyping without having to commit to a long-term contract.

$299 / month
Personal, development and non-commercial use
Unlimited search requests
3,000 unique ISINs / month
1 year of historical pricing
100 requests per minute
Gov, corp and muni bonds
15-day money back guarantee