The Treasury curve is the discount factor behind every equity valuation model. When the 2s10s spread inverts, credit tightens, or the belly steepens after a Fed meeting, sector leadership often rotates before economists publish the takeaway. Equity analysts who ignore rates are not wrong every day, but they are surprised on the days when rates matter most.
You need the curve as a first-class dataset) not a screenshot from a news site, not a single 10-year yield pasted into a spreadsheet cell. Consistent tenors, historical depth, and daily updates let you join macro features with stock-level screens programmatically.
Vantafin's macro endpoints expose Treasury yields and other macro series. Use GET /macro?category=treasury_rates over REST or get_macro via the MCP server to power a yield curve dashboard and feed macro features into equity screens.
Pull curve snapshots
Fetch the latest Treasury rates from the macro endpoint and plot maturity on the x-axis and yield on the y-axis for an instant curve shape. Store the raw array in your database so you can diff today versus prior sessions without re-fetching history. The treasury_rates category returns constant-maturity yields at standard tenors updated on our regular macro refresh cadence.
Compute 2s10s and 3m10y spreads in your app or ask the MCP server with get_macro if you want a conversational shortcut during research. Historical windows (one week, one month, one year ago) help you distinguish a slow grind from a violent repricing. Flag tenors that moved most since the prior close; belly moves often carry information distinct from parallel shifts.
Join curve shifts with sector screens in the screener to see whether rate moves correlate with rotation into rate-sensitive names. Steepening that lifts bank margins reads differently than front-end spikes that pressure leveraged balance sheets across your coverage list.
Wire it into equity research
When the curve steepens, income screens like high-yield dividend names may rerate relative to growth. When the front end spikes, leveraged balance sheets deserve another pass even if earnings beats look fine. Add macro context to watchlists and set email alerts when a key spread crosses a level you trade around, not because the alert trades for you, but because it prompts a review of exposure you might otherwise defer.
Link to the calendar for FOMC and earnings dates so your dashboard annotates moves with scheduled events. A 5 bp move on a random Tuesday means something different than the same move on a CPI print morning.
Build a small table in your morning note: curve shape descriptor (inverted, flat, steepening), change versus week ago, and one line on sector implication. Consistency beats complexity for macro context most equity desks actually read.
Deployment notes
Cache daily snapshots for chart performance; intraday equity work rarely needs tick-level Treasury refreshes. Documented limits are on pricing. Our macro sourcing is described on about. A yield dashboard is one of the highest-ROI builds for teams that still treat rates as someone else's problem until they are not.
Curve shape as macro backdrop
The Treasury yield curve, especially 2s10s slope and belly curvature) sets the backdrop for equities, credit, and factor performance. Vantafin's macro routes expose constant-maturity Treasury yields under /macro?category=treasury_rates, updated with historical depth suitable for dashboards and models. Track 2-year, 5-year, 10-year, and 30-year yields for most desk questions, and plot multiple timestamps on one chart so users see steepening versus flattening at a glance.
Pull snapshots through the REST API and store the raw array in your database so you can diff today versus prior sessions without re-fetching full history. Compute 2s10s and 3m10y spreads in your app, or ask get_macro in the MCP server during research if you want a conversational shortcut. Historical windows (one week, one month, one year ago) help you distinguish a slow grind from a violent repricing.
Link macro panel footnotes to about for methodology transparency when you publish charts externally. Flag tenors that moved most since the prior close; belly moves often carry information distinct from parallel shifts.
Connecting curve moves to holdings
When the curve steepens, income screens like high-yield dividend names may rerate relative to growth. When the front end spikes, leveraged balance sheets deserve another pass even if earnings beats look fine. Add macro tags to watchlists and set email price alerts when holdings move sharply on Fed days, not because the alert trades for you, but because it prompts a review of exposure you might otherwise defer.
Join curve shifts with ETF holdings data from /etf-holdings on sector funds you track. Flows into duration-sensitive equity sectors after a steepening belly are a different signal than flows into defensives after inversion deepens) neither pattern is deterministic, but seeing both layers on one dashboard speeds morning debate.
Link to the calendar for FOMC and refunding dates so your dashboard annotates moves with scheduled events. A five basis-point move on a random Tuesday means something different than the same move on a CPI print morning.
Briefings, limits, and assistant workflows
Morning prompts through the MCP server ("summarize overnight yield moves via get_macro") produce cited briefs suitable for a risk huddle slide. Macro series inherit plan rate limits, so confirm entitlements on pricing before publishing automated charts to external audiences.
Cache daily curve snapshots locally for regime analysis alongside get_price_history pulls on equity factors. Researchers often discover that factor performance clusters by curve shape more cleanly than by calendar year alone. Document your tenor selection method so team members do not accidentally compare dashboards built on slightly different conventions.