Treasury CUSIP curve risk (z-spread, KRD)

GET

/api/v2/fixed-income/treasury/prices/{cusip}/curve-risk

Last modified:2026-07-19 17:02:27

Maintainer:Not configured

OperationId:fixed_income_treasury_prices_cusip_curve_risk

x-mcp-tool:get_treasury_curve_risk

Per-CUSIP relative-value + curve risk of a fixed-coupon Treasury note/bond against the Federal Reserve Board GSW nominal SPOT curve: z-spread (the constant spread over every zero rate that reprices the bond to its market dirty price, bps), parallel effective duration + DV01, and key-rate durations at 2Y/5Y/10Y/30Y (which sum to the effective duration). Omit date for the latest priced day. Coupon notes/bonds only. NOTE: the GSW curve is a Fed staff research product (weekly), paired with the on-or-before curve.

Request

Authorization

API Key

Add parameter in header

x-api-key

Example:

x-api-key: ********************

Path Params

Query Params

Header Params

Request Code Samples

Shell

JavaScript

Java

Swift

PHP

Python

HTTP

Objective-C

Ruby

OCaml

Dart

curl --location 'https://sugra.ai/api/v2/fixed-income/treasury/prices//curve-risk?date=undefined' \
--header 'x-api-key: <api-key>'

Responses

🟢200OK

application/json

z-spread, durations and key-rate durations for the CUSIP.

Bodyapplication/json

Example

{
    "data": {
        "cusip": "912810EX2",
        "price_date": "2026-06-26",
        "curve_date": "2026-06-26",
        "security_type": "MARKET BASED BOND",
        "price": 100.25,
        "z_spread_bps": 0,
        "effective_duration": 0,
        "dv01": 0,
        "key_rate_durations": [
            {
                "tenor": "10Y",
                "tenor_years": 10,
                "krd": 6.2
            }
        ]
    },
    "meta": {
        "endpoint": "/api/v1/fred/us/cpi",
        "data_time": "2026-04-16T14:30:00Z",
        "response_time": "2026-04-16T14:30:12Z",
        "provider": "Sugra API v1.0.1",
        "source": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true
    }
}

🟠401Unauthorized

🟠422Parameter Error

🟠429

🔴503Service Unavailable

Modified at 2026-07-19 17:02:27

GSW fitted nominal Treasury curve

GSW real (TIPS) curve + breakeven inflation