The 10-year US Treasury yield and its weekly change cannot be established from the supplied Federal Reserve Bank of St. Louis FRED data. The data contain malformed entries and do not provide a usable level for the yield.
The absence of a usable 10-year yield level leaves no basis in the supplied data for reporting that level. Its weekly comparison figure is also marked unavailable, preventing a calculation of the change over the week.
The monthly comparison figure for the 10-year yield is marked unavailable as well. The supplied figures therefore do not establish either its weekly change or its monthly change, alongside the lack of a usable yield level.
Usable levels are also unavailable for three-month bills. With the weekly and monthly comparison figures marked unavailable, the supplied data do not establish the three-month bill yield or how it changed over either comparison period.
The same limitations apply to two-year notes. Their yield lacks a usable level in the supplied data, while the unavailable weekly and monthly comparison figures prevent a calculation of changes over the week and the month.
For 30-year bonds, the supplied data likewise provide no usable yield level. Both comparison figures are marked unavailable, leaving the weekly and monthly changes unestablished, as they are for the other Treasury yields in the data.
No valid observation dates are supplied. In addition to the malformed entries and unavailable comparison figures, the data therefore lack valid dates for the observations, leaving the reported yield levels without a valid observation date.
The 10-year minus two-year spread is the gap between those Treasury yields. The supplied figures do not establish that gap, and they do not establish whether the spread is positive or negative.
Neither the 10-year yield nor the two-year yield has a usable level in the supplied data. The gap between them therefore cannot be reliably calculated from those levels, and the supplied spread figure does not establish it either.
The 10-year breakeven inflation rate also lacks a usable figure. That rate is the difference between nominal and inflation-indexed yields, but the supplied data do not establish a usable value for that difference.
The same applies to the 10-year inflation-indexed yield. This is the yield on Treasury debt whose principal adjusts for inflation, and its level cannot be established from the supplied figures.
Weekly and monthly comparison figures are marked unavailable for the spread, the breakeven inflation rate and the inflation-indexed yield as well. Their changes over those periods therefore cannot be established from the supplied data.
