Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis (DGS20) from 1962-01-02 to 2025-06-26 about 20-year, maturity, Treasury, interest rate, interest, rate, and USA.

United States Treasury Bonds Yield: Constant Maturity: Nominal: MA: 30 Years data was reported at 3.361 % pa in Nov 2018. This records an increase from the previous number of 3.340 % pa for Oct 2018. United States Treasury Bonds Yield: Constant Maturity: Nominal: MA: 30 Years data is updated monthly, averaging 6.127 % pa from Feb 1977 (Median) to Nov 2018, with 502 observations. The data reached an all-time high of 14.684 % pa in Oct 1981 and a record low of 2.227 % pa in Jul 2016. United States Treasury Bonds Yield: Constant Maturity: Nominal: MA: 30 Years data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M008: Treasury Securities Yields.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States (IRLTLT01USM156N) from Apr 1953 to May 2025 about long-term, 10-year, bonds, yield, government, interest rate, interest, rate, and USA.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis (DGS3MO) from 1981-09-01 to 2025-06-26 about bills, 3-month, maturity, Treasury, interest rate, interest, rate, and USA.

Treasury Notes Yield: Constant Maturity: Nominal: MA: 7 Years data was reported at 2.870 % pa in Jun 2018. This records a decrease from the previous number of 2.934 % pa for May 2018. Treasury Notes Yield: Constant Maturity: Nominal: MA: 7 Years data is updated monthly, averaging 6.323 % pa from Jul 1969 (Median) to Jun 2018, with 588 observations. The data reached an all-time high of 15.648 % pa in Sep 1981 and a record low of 0.984 % pa in Jul 2012. Treasury Notes Yield: Constant Maturity: Nominal: MA: 7 Years data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s USA – Table US.M008: Treasury Securities Yields.

Graph and download economic data for 100-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB100YR) from Jan 1984 to May 2025 about bonds, corporate, interest rate, interest, rate, and USA.

The yield on 10 Year TIPS Yield rose to 1.96% on June 27, 2025, marking a 0.01 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.17 points and is 0.10 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for the United States 10 Year TIPS Yield.

United States Treasury Bills Yield: Constant Maturity: Nominal: MA: 1 Year data was reported at 2.699 % pa in Nov 2018. This records an increase from the previous number of 2.652 % pa for Oct 2018. United States Treasury Bills Yield: Constant Maturity: Nominal: MA: 1 Year data is updated monthly, averaging 4.715 % pa from Apr 1953 (Median) to Nov 2018, with 788 observations. The data reached an all-time high of 16.719 % pa in Aug 1981 and a record low of 0.097 % pa in May 2014. United States Treasury Bills Yield: Constant Maturity: Nominal: MA: 1 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M008: Treasury Securities Yields.

As of April 16, 2025, the yield for a ten-year U.S. government bond was 4.34 percent, while the yield for a two-year bond was 3.86 percent. This represents an inverted yield curve, whereby bonds of longer maturities provide a lower yield, reflecting investors' expectations for a decline in long-term interest rates. Hence, making long-term debt holders open to more risk under the uncertainty around the condition of financial markets in the future. That markets are uncertain can be seen by considering both the short-term fluctuations, and the long-term downward trend, of the yields of U.S. government bonds from 2006 to 2021, before the treasury yield curve increased again significantly in the following years. What are government bonds? Government bonds, otherwise called ‘sovereign’ or ‘treasury’ bonds, are financial instruments used by governments to raise money for government spending. Investors give the government a certain amount of money (the ‘face value’), to be repaid at a specified time in the future (the ‘maturity date’). In addition, the government makes regular periodic interest payments (called ‘coupon payments’). Once initially issued, government bonds are tradable on financial markets, meaning their value can fluctuate over time (even though the underlying face value and coupon payments remain the same). Investors are attracted to government bonds as, provided the country in question has a stable economy and political system, they are a very safe investment. Accordingly, in periods of economic turmoil, investors may be willing to accept a negative overall return in order to have a safe haven for their money. For example, once the market value is compared to the total received from remaining interest payments and the face value, investors have been willing to accept a negative return on two-year German government bonds between 2014 and 2021. Conversely, if the underlying economy and political structures are weak, investors demand a higher return to compensate for the higher risk they take on. Consequently, the return on bonds in emerging markets like Brazil are consistently higher than that of the United States (and other developed economies). Inverted yield curves When investors are worried about the financial future, it can lead to what is called an ‘inverted yield curve’. An inverted yield curve is where investors pay more for short term bonds than long term, indicating they do not have confidence in long-term financial conditions. Historically, the yield curve has historically inverted before each of the last five U.S. recessions. The last U.S. yield curve inversion occurred at several brief points in 2019 – a trend which continued until the Federal Reserve cut interest rates several times over that year. However, the ultimate trigger for the next recession was the unpredicted, exogenous shock of the global coronavirus (COVID-19) pandemic, showing how such informal indicators may be grounded just as much in coincidence as causation.

Graph and download economic data for 10-Year Real Interest Rate (REAINTRATREARAT10Y) from Jan 1982 to Jun 2025 about 10-year, interest rate, interest, real, rate, and USA.

Interactive chart showing the daily 1 year treasury yield back to 1962. The values shown are daily data published by the Federal Reserve Board based on the average yield of a range of Treasury securities, all adjusted to the equivalent of a one-year maturity.

United States Treasury Notes Yield: Constant Maturity: Nominal: MA: 2 Years data was reported at 2.861 % pa in Oct 2018. This records an increase from the previous number of 2.768 % pa for Sep 2018. United States Treasury Notes Yield: Constant Maturity: Nominal: MA: 2 Years data is updated monthly, averaging 5.352 % pa from Jun 1976 (Median) to Oct 2018, with 509 observations. The data reached an all-time high of 16.458 % pa in Sep 1981 and a record low of 0.211 % pa in Sep 2011. United States Treasury Notes Yield: Constant Maturity: Nominal: MA: 2 Years data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s USA – Table US.M008: Treasury Securities Yields.

These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each business day by the Federal Reserve Bank of New York. The Bank Discount rate is the rate at which a Bill is quoted in the secondary market and is based on the par value, amount of the discount and a 360-day year. The Coupon Equivalent, also called the Bond Equivalent, or the Investment Yield, is the bill's yield based on the purchase price, discount, and a 365- or 366-day year. The Coupon Equivalent can be used to compare the yield on a discount bill to the yield on a nominal coupon bond that pays semiannual interest.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis (DGS5) from 1962-01-02 to 2025-06-18 about maturity, Treasury, interest rate, interest, 5-year, rate, and USA.

United States Treasury Bills Yield: Constant Maturity: Nominal: MA: 3 Months data was reported at 2.374 % pa in Nov 2018. This records an increase from the previous number of 2.293 % pa for Oct 2018. United States Treasury Bills Yield: Constant Maturity: Nominal: MA: 3 Months data is updated monthly, averaging 4.184 % pa from Jan 1982 (Median) to Nov 2018, with 443 observations. The data reached an all-time high of 14.280 % pa in Feb 1982 and a record low of 0.011 % pa in Dec 2011. United States Treasury Bills Yield: Constant Maturity: Nominal: MA: 3 Months data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M008: Treasury Securities Yields.

This is a no-arbitrage dynamic term structure model, implemented as in Kim and Wright using the methodology of Kim and Orphanides . The underlying model is the standard affine Gaussian model with three factors that are latent (i.e., the factors are defined only statistically and do not have a specific economic meaning). The model is parameterized in a maximally flexible way (i.e., it is the most general model of its kind with three factors that are econometrically identified). In the estimation of the parameters of the model, data on survey forecasts of 3-month Treasury bill (T-bill) rate are used in addition to yields data in order to help address the small sample problems that often pervade econometric estimation with persistent time series like bond yields.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis (DGS2) from 1976-06-01 to 2025-06-26 about 2-year, maturity, Treasury, interest rate, interest, rate, and USA.

United States Treasury Notes Yield: Constant Maturity: Nominal: MA: 3 Years data was reported at 2.908 % pa in Nov 2018. This records a decrease from the previous number of 2.936 % pa for Oct 2018. United States Treasury Notes Yield: Constant Maturity: Nominal: MA: 3 Years data is updated monthly, averaging 4.951 % pa from Apr 1953 (Median) to Nov 2018, with 788 observations. The data reached an all-time high of 16.224 % pa in Sep 1981 and a record low of 0.331 % pa in Jul 2012. United States Treasury Notes Yield: Constant Maturity: Nominal: MA: 3 Years data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M008: Treasury Securities Yields.

Graph and download economic data for Fitted Yield on a 10 Year Zero Coupon Bond (THREEFY10) from 1990-01-02 to 2025-06-13 about 10-year, bonds, yield, interest rate, interest, rate, and USA.

The basic type of selected bond is analogous to conventional Treasury coupon issues: a bond that pays a fixed semiannual nominal coupon denominated in U.S. dollars until maturity, when the principal is returned. The HQM yield curve uses data from a set of high quality corporate bonds rated AAA, AA, or A that accurately represent the high quality corporate bond market.

For more information see https://www.treasury.gov/resource-center/economic-policy/corp-bond-yield/Pages/Corp-Yield-Bond-Curve-Papers.aspx