diff --git a/zipline/data/loader.py b/zipline/data/loader.py
index 347dcff4..76e335f9 100644
--- a/zipline/data/loader.py
+++ b/zipline/data/loader.py
@@ -229,17 +229,7 @@ def load_market_data(trading_day=trading_day_nyse,
     else:
         treasury_curves = saved_curves.tz_localize('UTC')
 
-    tr_curves = {}
-    for tr_dt, curve in treasury_curves.T.iteritems():
-        # tr_dt = tr_dt.replace(hour=0, minute=0, second=0, microsecond=0,
-        #                       tzinfo=pytz.utc)
-        tr_curves[tr_dt] = curve.to_dict()
-
-    tr_curves = OrderedDict(sorted(
-        ((dt, c) for dt, c in iteritems(tr_curves)),
-        key=lambda t: t[0]))
-
-    return benchmark_returns, tr_curves
+    return benchmark_returns, treasury_curves
 
 
 def _load_raw_yahoo_data(indexes=None, stocks=None, start=None, end=None):
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 6c3a1e47..3ac5c7cb 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -92,6 +92,11 @@ class TradingEnvironment(object):
         max_date=None,
         env_trading_calendar=tradingcalendar
     ):
+        """
+        @load is function that returns benchmark_returns and treasury_curves
+        The treasury_curves are expected to be a DataFrame with an index of
+        dates and columns of the curve names, e.g. '10year', '1month', etc.
+        """
         self.trading_day = env_trading_calendar.trading_day.copy()
 
         # `tc_td` is short for "trading calendar trading days"
@@ -116,10 +121,9 @@ class TradingEnvironment(object):
         if not load:
             load = load_market_data
 
-        self.benchmark_returns, treasury_curves_map = \
+        self.benchmark_returns, self.treasury_curves = \
             load(self.trading_day, self.trading_days, self.bm_symbol)
 
-        self.treasury_curves = pd.DataFrame(treasury_curves_map).T
         if max_date:
             tr_c = self.treasury_curves
             # Mask the treasury curves down to the current date.