ustreasuries.online is an informational portal dedicated to the risk management and pricing of US 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, calculate the zero curve, and reprice all outstanding US Treasury Notes against the calculated zero curve. Additionally, the portal facilitates running analytics on individual US Treasury securities and viewing historical price time series. The portal also provides the ability to create portfolios of USTreasury notes and bonds and calculates risk and P&L for the portfolio as a whole.

Select historical key rates for a given business date

When choosing the curve date with publicly available tenor rates, the portal calculates all other curve tenors, plots them on the chart, computes the zero curve, and discounts all bonds in the bond grid against the calculated discount curve.

Display zero curve

Click on the "Zero Curve" checkbox below the chart to plot the zero curve against the calculated yield curve.

Modify individual tenor rates

The change of key rates triggers the repricing of other tenors of the curve, the zero curve, and individual bonds on the bond grid.

Scroll through the securities by selecting the individual key rate tenors

Click on key rate tenors in the key rate grid to navigate through instruments in the bond grid. Observe the scrolling pattern on the bond grid while selecting key rate tenors.

Select a bond to populate the calculator panel

Select a bond on the bond grid to populate the calculator panel and to see its historical risk and prices.

Change price/yield/settlement days/notional to re-price

Change price, yield, and days to settlement, and press enter to see the updated pricing results.

Login to the portal with your Google credentials

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

Select a bond and book a trade

Select an individual security on the bond grid to populate the calculator panel. If necessary, update the price, yield, or notional, and click Buy or Sell to create or update the position.

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

Choose a curve date and update key rates to observe the impact on the risk and P&L of your portfolio.