Pyth Pro Integrates Live U.S. Treasury Yields and Prices Using Institutional 2Y–30Y Feeds

Pyth added real-time U.S. Treasury bond data to its institutional platform Pyth Pro, putting an end to a problem that affected teams building onchain products on these instruments.

Until now, the yields used to price rate products and the prices backing collateral often came from different providers, and data rarely arrived in a format ready for use on the blockchain. Developers of tokenized Treasuries had to assemble that information on their own.

The solution relies on two types of feeds: yields and prices, both available for maturities ranging from 2 to 30 years —US2Y, US3Y, US5Y, US7Y, US10Y, US20Y and US30Y—. The data is contributed by institutions that actively operate in the Treasuries market.

The yield feeds allow developers to build rate curves, price credit products and apply discount models. The price feeds serve to value positions, calculate margins and back products of tokenized Treasuries with onchain data.

Both series join the offerings already available on Pyth Pro: equities, currencies, metals and crypto assets. The short end of the curve, covering one month to one year, is currently under development.

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