98 datasets found
  1. d

    Interest Rate Statistics - Daily Treasury Yield Curve Rates

    • catalog.data.gov
    • datadiscoverystudio.org
    • +2more
    Updated Feb 12, 2025
    + more versions
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    Office of Debt Management (2025). Interest Rate Statistics - Daily Treasury Yield Curve Rates [Dataset]. https://catalog.data.gov/dataset/interest-rate-statistics-daily-treasury-yield-curve-rates
    Explore at:
    Dataset updated
    Feb 12, 2025
    Dataset provided by
    Office of Debt Management
    Description

    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.

  2. United States Recession Prob: Yield Curve: 3 Month Treasury Yield

    • ceicdata.com
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    CEICdata.com, United States Recession Prob: Yield Curve: 3 Month Treasury Yield [Dataset]. https://www.ceicdata.com/en/united-states/recession-probability/recession-prob-yield-curve-3-month-treasury-yield
    Explore at:
    Dataset provided by
    CEIC Data
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 1, 2017 - Mar 1, 2018
    Area covered
    United States
    Description

    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.

  3. d

    Daily Treasury Real Yield Curve Rates

    • catalog.data.gov
    • data.wu.ac.at
    Updated Dec 1, 2023
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    Office of Debt Management (2023). Daily Treasury Real Yield Curve Rates [Dataset]. https://catalog.data.gov/dataset/daily-treasury-real-yield-curve-rates
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    Dataset updated
    Dec 1, 2023
    Dataset provided by
    Office of Debt Management
    Description

    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.

  4. United States Recession Prob: Yield Curve: Spread

    • ceicdata.com
    Updated Feb 18, 2021
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    CEICdata.com, United States Recession Prob: Yield Curve: Spread [Dataset]. https://www.ceicdata.com/en/united-states/recession-probability/recession-prob-yield-curve-spread
    Explore at:
    Dataset updated
    Feb 18, 2021
    Dataset provided by
    CEIC Data
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 1, 2017 - Mar 1, 2018
    Area covered
    United States
    Description

    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.

  5. F

    Secured Overnight Financing Rate

    • fred.stlouisfed.org
    json
    Updated Jul 31, 2025
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    (2025). Secured Overnight Financing Rate [Dataset]. https://fred.stlouisfed.org/series/SOFR
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    jsonAvailable download formats
    Dataset updated
    Jul 31, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    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.

  6. F

    Data from: Effective Federal Funds Rate

    • fred.stlouisfed.org
    json
    Updated Jul 30, 2025
    + more versions
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    (2025). Effective Federal Funds Rate [Dataset]. https://fred.stlouisfed.org/series/EFFR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 30, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.

  7. F

    Overnight Reverse Repurchase Agreements Award Rate: Treasury Securities Sold...

    • fred.stlouisfed.org
    json
    Updated Jul 29, 2025
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    (2025). Overnight Reverse Repurchase Agreements Award Rate: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations [Dataset]. https://fred.stlouisfed.org/series/RRPONTSYAWARD
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 29, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    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.

  8. g

    Daily Treasury Yield Curve Dates | gimi9.com

    • gimi9.com
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    Daily Treasury Yield Curve Dates | gimi9.com [Dataset]. https://gimi9.com/dataset/data-gov_daily-treasury-yield-curve-dates/
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    License

    CC0 1.0 Universal Public Domain Dedicationhttps://creativecommons.org/publicdomain/zero/1.0/
    License information was derived automatically

    Description

    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

  9. F

    Overnight Bank Funding Rate

    • fred.stlouisfed.org
    json
    Updated Jul 30, 2025
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    (2025). Overnight Bank Funding Rate [Dataset]. https://fred.stlouisfed.org/series/OBFR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 30, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    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.

  10. F

    Term Premium on a 10 Year Zero Coupon Bond

    • fred.stlouisfed.org
    json
    Updated Jul 29, 2025
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    (2025). Term Premium on a 10 Year Zero Coupon Bond [Dataset]. https://fred.stlouisfed.org/series/THREEFYTP10
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 29, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    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.

  11. F

    Deflated Clearings, Outside New York City

    • fred.stlouisfed.org
    json
    Updated Aug 17, 2012
    + more versions
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    (2012). Deflated Clearings, Outside New York City [Dataset]. https://fred.stlouisfed.org/series/A1218GUSA144NNBR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Aug 17, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    New York
    Description

    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.

  12. F

    Insured Unemployment Rate in New York

    • fred.stlouisfed.org
    json
    Updated Jul 18, 2025
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    (2025). Insured Unemployment Rate in New York [Dataset]. https://fred.stlouisfed.org/series/NYINSUREDUR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 18, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Area covered
    New York
    Description

    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.

  13. F

    Dividend Yield of Preferred Stock on the New York Stock Exchange for United...

    • fred.stlouisfed.org
    json
    Updated Aug 20, 2012
    + more versions
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    (2012). Dividend Yield of Preferred Stock on the New York Stock Exchange for United States [Dataset]. https://fred.stlouisfed.org/series/M13048USM156NNBR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Aug 20, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    New York, United States
    Description

    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.

  14. T

    Home Vacancy Rate for New York

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Feb 22, 2018
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    TRADING ECONOMICS (2018). Home Vacancy Rate for New York [Dataset]. https://tradingeconomics.com/united-states/home-vacancy-rate-for-new-york-percent-a-na-fed-data.html
    Explore at:
    json, excel, xml, csvAvailable download formats
    Dataset updated
    Feb 22, 2018
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    New York
    Description

    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.

  15. F

    Earnings Yield of All Common Stocks on the New York Stock Exchange for...

    • fred.stlouisfed.org
    json
    Updated Aug 20, 2012
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    (2012). Earnings Yield of All Common Stocks on the New York Stock Exchange for United States [Dataset]. https://fred.stlouisfed.org/series/A13049USA156NNBR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Aug 20, 2012
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Area covered
    New York, United States
    Description

    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.

  16. F

    Effective Federal Funds Rate: 1st Percentile

    • fred.stlouisfed.org
    json
    Updated Jul 23, 2025
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    (2025). Effective Federal Funds Rate: 1st Percentile [Dataset]. https://fred.stlouisfed.org/series/EFFR1
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 23, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    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.

  17. F

    Unemployment Rate in New York-Newark-Jersey City, NY-NJ-PA (MSA)

    • fred.stlouisfed.org
    json
    Updated Apr 29, 2025
    + more versions
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    (2025). Unemployment Rate in New York-Newark-Jersey City, NY-NJ-PA (MSA) [Dataset]. https://fred.stlouisfed.org/series/LAUMT363562000000003A
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Apr 29, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Area covered
    New York Metropolitan Area, Pennsylvania, New Jersey
    Description

    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.

  18. F

    Premature Death Rate for New York County, NY

    • fred.stlouisfed.org
    json
    Updated Jun 2, 2022
    + more versions
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    (2022). Premature Death Rate for New York County, NY [Dataset]. https://fred.stlouisfed.org/series/CDC20N2U036061
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jun 2, 2022
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Area covered
    New York, New York County, Manhattan, New York
    Description

    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.

  19. F

    Unemployment Rate in New York

    • fred.stlouisfed.org
    json
    Updated Jul 21, 2025
    + more versions
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    (2025). Unemployment Rate in New York [Dataset]. https://fred.stlouisfed.org/series/NYUR
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 21, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Area covered
    New York
    Description

    Graph and download economic data for Unemployment Rate in New York (NYUR) from Jan 1976 to Jun 2025 about NY, unemployment, rate, and USA.

  20. F

    Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the...

    • fred.stlouisfed.org
    json
    Updated Jul 25, 2025
    + more versions
    Share
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    (2025). Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations [Dataset]. https://fred.stlouisfed.org/series/RRPONTSYD
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 25, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    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.

Share
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TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
Office of Debt Management (2025). Interest Rate Statistics - Daily Treasury Yield Curve Rates [Dataset]. https://catalog.data.gov/dataset/interest-rate-statistics-daily-treasury-yield-curve-rates

Interest Rate Statistics - Daily Treasury Yield Curve Rates

Explore at:
2 scholarly articles cite this dataset (View in Google Scholar)
Dataset updated
Feb 12, 2025
Dataset provided by
Office of Debt Management
Description

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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