The Augur Treasury Dislocation Index is a summary measure for the yield spreads of US Treasuries relative to a state-of-the-art fitted spline curve. A higher number suggests that Treasuries are deviating more from fair value, which may indicate less liquidity in the Treasury market and/or decreased arbitrage activities. We calculate a version that includes all outstanding Treasuries with greater than one year to maturity, as well as versions that exclude seasoned bonds.

Augur calculates Constant Maturity Par Bond Total Return Indices for 36 economics. Sampled from this vast database, the file below provides monthly 10-year government par bond total return indices for the United States, Germany, France, Japan, Canada, Australia, and United Kingdom.