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

The yield on US 10 Year Note Bond Yield rose to 4.12% on December 2, 2025, marking a 0.02 percentage points increase from the previous session. Over the past month, the yield has remained flat, and it is 0.11 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 10 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on December of 2025.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis (DGS30) from 1977-02-15 to 2025-11-28 about 30-year, maturity, Treasury, interest rate, interest, rate, and USA.

Graph and download economic data for 50-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB50YR) from Jan 1984 to Oct 2025 about bonds, corporate, interest rate, interest, rate, and USA.

The yield on US 30 Year Bond Yield rose to 4.76% on December 2, 2025, marking a 0.02 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.06 points and is 0.35 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 30 Year Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

As of December 2024, Japan held United States treasury securities totaling about 1.06 trillion U.S. dollars. Foreign holders of United States treasury debt According to the Federal Reserve and U.S. Department of the Treasury, foreign countries held a total of 8.5 trillion U.S. dollars in U.S. treasury securities as of December 2024. Of the total held by foreign countries, Japan and Mainland China held the greatest portions, with China holding 759 billion U.S. dollars in U.S. securities. The U.S. public debt In 2023, the United States had a total public national debt of 33.2 trillion U.S. dollars, an amount that has been rising steadily, particularly since 2008. In 2023, the total interest expense on debt held by the public of the United States reached 678 billion U.S. dollars, while 197 billion U.S. dollars in interest expense were intra governmental debt holdings. Total outlays of the U.S. government were 6.1 trillion U.S. dollars in 2023. By 2029, spending is projected to reach 8.3 trillion U.S. dollars.

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 2025-11-28 about 20-year, maturity, Treasury, interest rate, interest, rate, and USA.

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 Oct 2025 about long-term, 10-year, bonds, yield, government, interest rate, interest, rate, and USA.

Summarizes the U.S. government's total outstanding debt at the end of each fiscal year from 1789 to the current year.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis (DGS1MO) from 2001-07-31 to 2025-12-01 about 1-month, bills, maturity, Treasury, interest rate, interest, rate, and USA.

This dataset contains the predicted prices of the asset Fortunafi Tokenized Short-term U.S. Treasury Bills for Non US Residents over the next 16 years. This data is calculated initially using a default 5 percent annual growth rate, and after page load, it features a sliding scale component where the user can then further adjust the growth rate to their own positive or negative projections. The maximum positive adjustable growth rate is 100 percent, and the minimum adjustable growth rate is -100 percent.

View values of the average interest rate at which Treasury bills with a 3-month maturity are sold on the secondary market.

Israel IL: Long-Term Interest Rate: Government Bonds: Double Hit Scenario data was reported at 0.787 % in Dec 2021. This stayed constant from the previous number of 0.787 % for Sep 2021. Israel IL: Long-Term Interest Rate: Government Bonds: Double Hit Scenario data is updated quarterly, averaging 4.862 % from Mar 1997 (Median) to Dec 2021, with 100 observations. The data reached an all-time high of 11.313 % in Dec 2002 and a record low of 0.787 % in Dec 2021. Israel IL: Long-Term Interest Rate: Government Bonds: Double Hit Scenario data remains active status in CEIC and is reported by Organisation for Economic Co-operation and Development. The data is categorized under Global Database’s Israel – Table IL.OECD.EO: Interest Rate: Forecast: OECD Member: Quarterly. IRL - Long-term interest rate on government bonds; The long term interest rate is the yield of the longest government bond with maturity between 8 to 11 years. This is the 'on the run' bond that is issued as the 10 years bench-mark. A new 10 years benchmark bond is usually issued every 2-3 years, so the bond's maturity is usually between 8-11 years to maturity.

The average market risk premium in the United States remained at *** percent in 2025. This suggests that the returns that investors expected for their investrments remained the same as the previous year in that country, in exchange for the risk they are exposed to. This premium has hovered between *** and *** percent since 2011. What causes country-specific risk? Risk to investments come from two main sources. First, inflation causes an asset’s price to decrease in real terms. A 100 U.S. dollar investment with three percent inflation is only worth ** U.S. dollars after one year. Investors are also interested in risks of project failure or non-performing loans. The unique U.S. context Analysts have historically considered the United States Treasury to be risk-free. This view has been shifting, but many advisors continue to use treasury yield rates as a risk-free rate. Given the fact that U.S. government securities are available at a variety of terms, this gives investment managers a range of tools for predicting future market developments.

Index Time Series for Pacer Trendpilot 100 ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the index. The index implements a systematic trend-following strategy that directs exposure (i) 100% to the NASDAQ-100® Index, (ii) 50% to the NASDAQ-100 and 50% to 3-Month U.S. Treasury bills, or (iii) 100% to 3-Month U.S. Treasury bills, depending on the relative performance of the NASDAQ-100 and its 200-business day historical simple moving average. It is non-diversified.

These data accompany the publication "Trends, Reversion, and Critical Phenomena in Financial Markets".

They contain daily data from Jan 1992 to Dec 2019 on 24 financial markets, namely

• 6 equity indices: S&P 500, TSE 60, DAX 30, FTSE 100, Nikkei 225, Hang Seng
• 6 Interest rates for government bonds: US 10-year, Canada 10-year, Germany 10-year, UK 10-year, Japan 10-year, Australia 3-year
• 6 FX rates: CAD/USD, EUR/USD, GBP/USD, JPY/USD, AUD/USD, NZD/USD
• 6 Commodities: Crude Oil, Natural Gas, Gold, Copper, Soybeans, Live Cattle

The data are provided in 13 columns:

• Column 1: date
• Column 2: market
• Column 3: daily log return of futures on that market, normalized to have mean 0 and standard deviation 1 over the 28-year time period
• Columns 4-13: trend strengths in that market over 10 different time horizons of (2,4,8,16,32,64,128,256,512,1024) business days.

The trend strengths are defined in the accompanying paper. They are cut off at plus/minus 2.5. The daily log returns were computed from daily futures prices, rolled 5 days prior to first notice, which were taken from Bloomberg. The following mean returns and volatilites were used to normalize the daily log returns in column 3:

Market Mean St. Dev.

S&P 500 2.217% 1.100% TSE 60 2.416% 1.067% DAX 30 1.199% 1.366% FTSE 100 1.053% 1.103% Nikkei 225 -0.483% 1.486% Hang Seng 0.768% 1.674% US 10-year 3.734% 0.366% Can. 10-year 3.637% 0.376% Ger. 10-year 4.141% 0.337% UK 10-year 2.983% 0.419% Jap. 10-year 4.453% 0.249% Aus. 3-year 3.029% 0.074% CAD/USD 0.048% 0.479% EUR/USD -0.222% 0.619% GBP/USD 0.316% 0.597% JPY/USD -0.761% 0.667% AUD/USD 0.851% 0.725% NZD/USD 1.563% 0.724% Crude Oil 0.093% 2.243% Natural Gas -2.649% 2.985% Gold 0.580% 0.987% Copper 0.936% 1.586% Soybeans 0.631% 1.360% Live Cattle 0.483% 0.894%

Graph and download economic data for Treasury Yield: 36 Month CD <100M (TY36MCD) from Apr 2021 to Oct 2025 about 3-year, CD, Treasury, yield, interest rate, interest, rate, and USA.

This dataset contains the predicted prices of the asset Digital Gold Treasury Note over the next 16 years. This data is calculated initially using a default 5 percent annual growth rate, and after page load, it features a sliding scale component where the user can then further adjust the growth rate to their own positive or negative projections. The maximum positive adjustable growth rate is 100 percent, and the minimum adjustable growth rate is -100 percent.

Key information about US Real Effective Exchange Rate

• United States Real Effective Exchange Rate (REER: Jan2006=100: Month Avg: United States) was 115.7 in Oct 2025, compared with the number of 114.9 in the previous month.
• US Real Effective Exchange Rate data is updated monthly and averaged 730,227.6 from Jan 2006 to Oct 2025.
• The data reached an all-time high of 730,227.6 in Dec 2020 and a record low of 68,889.3 in Dec 2010.

Federal Reserve Board provides Real Effective Exchange Rate with base January 2006=100. CPI is used as a deflator. An increase in REER indicates reduced competitiveness for the reporting economy. Due to lack of historical data, the indicator cannot be recalculated with base 2005=100.


Related information about US Real Effective Exchange Rate

• In the latest reports, US Short Term Interest Rate: Month End: Treasury Bills: 3 Months was reported at 3.7 % pa in Nov 2025.
• The cash rate (Policy Rate: Month End: Effective Federal Funds Rate) was set at 3.9 % pa in Oct 2025.

Dieser Datensatz enthält die prognostizierten Preise der Kryptowährung Fortunafi Tokenized Short-term U.S. Treasury Bills for Non US Residents für die nächsten 16 Jahre. Diese Daten werden anfangs mit einer standardmäßigen jährlichen Wachstumsrate von 5 Prozent berechnet und verfügen nach dem Laden der Seite über eine gleitende Skalenkomponente, mit der der Benutzer die Wachstumsrate weiter an seine eigenen positiven oder negativen Prognosen anpassen kann. Die maximal anpassbare positive Wachstumsrate beträgt 100 Prozent und die minimal anpassbare Wachstumsrate beträgt -100 Prozent.