These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
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United States Recession Prob: Yield Curve: 3 Month Treasury Yield data was reported at 2.250 % in Oct 2018. This records an increase from the previous number of 2.130 % for Sep 2018. United States Recession Prob: Yield Curve: 3 Month Treasury Yield data is updated monthly, averaging 4.620 % from Jan 1959 (Median) to Oct 2018, with 718 observations. The data reached an all-time high of 16.300 % in May 1981 and a record low of 0.010 % in Dec 2011. United States Recession Prob: Yield Curve: 3 Month Treasury Yield data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.S021: Recession Probability.
These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Dataset updated daily every weekday.
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United States Recession Prob: Yield Curve: Spread data was reported at 0.856 % in Oct 2018. This records an increase from the previous number of 0.829 % for Sep 2018. United States Recession Prob: Yield Curve: Spread data is updated monthly, averaging 1.413 % from Jan 1959 (Median) to Oct 2018, with 718 observations. The data reached an all-time high of 4.146 % in Sep 1982 and a record low of -3.505 % in Dec 1980. United States Recession Prob: Yield Curve: Spread data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.S021: Recession Probability.
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Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2025-07-30 about financing, overnight, securities, rate, and USA.
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View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.
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Graph and download economic data for Overnight Reverse Repurchase Agreements Award Rate: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations (RRPONTSYAWARD) from 2013-09-23 to 2025-07-29 about reverse repos, overnight, securities, Treasury, sales, rate, and USA.
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These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Dataset is updated daily from Monday to Friday
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Graph and download economic data for Overnight Bank Funding Rate (OBFR) from 2016-03-01 to 2025-07-29 about ibf, overnight, percentile, banks, depository institutions, rate, and USA.
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Graph and download economic data for Term Premium on a 10 Year Zero Coupon Bond (THREEFYTP10) from 1990-01-02 to 2025-07-25 about term premium, 10-year, bonds, and USA.
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Graph and download economic data for Deflated Clearings, Outside New York City (A1218GUSA144NNBR) from 1875 to 1935 about New York, NY, securities, interest rate, banks, interest, depository institutions, rate, and USA.
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Graph and download economic data for Insured Unemployment Rate in New York (NYINSUREDUR) from 1986-02-08 to 2025-07-05 about insurance, NY, unemployment, rate, and USA.
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Graph and download economic data for Dividend Yield of Preferred Stock on the New York Stock Exchange for United States (M13048USM156NNBR) from Jan 1910 to Apr 1964 about dividends, stock market, NY, yield, interest rate, interest, rate, and USA.
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Home Vacancy Rate for New York was 1.00% in January of 2024, according to the United States Federal Reserve. Historically, Home Vacancy Rate for New York reached a record high of 2.70 in January of 2011 and a record low of 1.00 in January of 2022. Trading Economics provides the current actual value, an historical data chart and related indicators for Home Vacancy Rate for New York - last updated from the United States Federal Reserve on July of 2025.
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Graph and download economic data for Earnings Yield of All Common Stocks on the New York Stock Exchange for United States (A13049USA156NNBR) from 1871 to 1938 about stocks, earnings, NY, yield, interest rate, interest, rate, and USA.
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Graph and download economic data for Effective Federal Funds Rate: 1st Percentile (EFFR1) from 2016-03-01 to 2025-07-22 about percentile, federal, rate, and USA.
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Graph and download economic data for Unemployment Rate in New York-Newark-Jersey City, NY-NJ-PA (MSA) (LAUMT363562000000003A) from 1990 to 2024 about NJ, New York, PA, NY, new, household survey, unemployment, rate, and USA.
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Graph and download economic data for Premature Death Rate for New York County, NY (CDC20N2U036061) from 1999 to 2020 about New York County, NY; premature; death; New York; NY; rate; and USA.
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Graph and download economic data for Unemployment Rate in New York (NYUR) from Jan 1976 to Jun 2025 about NY, unemployment, rate, and USA.
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Graph and download economic data for Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations (RRPONTSYD) from 2003-02-07 to 2025-07-25 about reverse repos, overnight, trade, securities, Treasury, sales, and USA.
These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.