USTreasuries.online is an informational portal focused on the risk management and pricing of U.S. government bonds and notes.

Users can explore publicly available historical key rates for various US Treasury tenors, construct the yield curve, estimate rates on other tenors across the yield curve, and reprice all outstanding US Treasury Notes against the calculated discount curve.

The portal facilitates running analytics on individual US Treasury securities and viewing historical price time series. The portal also allows users to create portfolios of U.S. Treasury notes and bonds and to calculate the portfolio's risk and P&L.

Navigate through historical market data and re-pricing notes and bonds

Upon selecting a business date row containing historical key rates, the portal recalculates the remaining tenors of the yield curve.

Bond prices are then recomputed by discounting projected cash flows using the selected discount curve. The bond grid is updated with recalculated clean and dirty prices, accrued interest, yield-to-maturity, and risk sensitivities (DV01, duration, convexity) derived from the re-priced cash-flow profile.

Modify tenor rates

The user may override individual key rate inputs. Any modification to the key rates triggers a real-time reconstruction of the discount curve, after which all bonds are re-priced by discounting their projected cash flows against the updated term structure. Prices and risk measures are recalculated and refreshed in the grid accordingly.

Scroll by hovering over tenors of the curve

Users can interactively navigate bonds in the grid by hovering over specific tenors on the yield curve. As the mouse moves across the curve tenors, the corresponding bonds aligned with those maturities are dynamically displayed in the bond grid.

Display maturing notionals and weighted average coupons

Upon selecting Maturing Notional and/or WAC, the portal aggregates the bonds displayed in the grid and computes the total maturing notional and weighted average coupon (WAC) for each curve tenor. The results are presented across all maturities, providing a tenor-by-tenor breakdown derived directly from the underlying bond set

Pricing individual securities

Select a security from the blotter to retrieve static data, historical prices and yields, automatically generate cash flows, and populate the pricing calculator for real-time risk analysis and valuation.

Re-pricing individual securities

Users can perform a range of calculations, including price-to-yield and yield-to-price conversions. Upon executing each calculation, the portal automatically computes key risk measures such as DV01, Z-spread, convexity, and modified duration.

Build and manage a portfolio of U.S. Treasury notes and bonds

Portal Login

Users can log into the portal using their Google credentials to book trades and manage positions.

Trade Entry

Select an individual security from the bond grid to populate the calculator panel. Update the price, yield, or notional as needed, then click Buy or Sell to create or modify the position. Once the trade is executed, it is immediately reflected in the positions table. The exposure panel buckets are automatically updated according to the instrument’s maturity.

Select historical key rates to see the P&L and risk impact

Historical Spreads

A spread chart between various tenor rates can be displayed by selecting the corresponding tenors under the “Spread” section of the portal.

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Inflation vs Unemployment

Inflation vs. Unemployment can be displayed under the “Inflation” section of the portal.