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Interest Rate Statistics - Daily Treasury Yield Curve Rates | gimi9.com
- gimi9.com
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EmailClick to copy linkLink copiedCiteInterest Rate Statistics - Daily Treasury Yield Curve Rates | gimi9.com [Dataset]. https://gimi9.com/dataset/data-gov_interest-rate-statistics-daily-treasury-yield-curve-ratesLicenseCC0 1.0 Universal Public Domain Dedicationhttps://creativecommons.org/publicdomain/zero/1.0/
License information was derived automaticallyDescriptionThese 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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Daily Treasury Yield Curve Dates
- catalog.data.gov
- data.wu.ac.at
Updated Dec 1, 2023ShareFacebookTwitterEmailClick to copy linkLink copiedCiteOffice of Debt Management (2023). Daily Treasury Yield Curve Dates [Dataset]. https://catalog.data.gov/dataset/daily-treasury-yield-curve-datesDataset updatedDec 1, 2023Dataset provided byOffice of Debt ManagementDescriptionThese 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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Interest Rate Statistics - Daily Treasury Yield Curve Rates
- catalog.data.gov
- data.amerigeoss.org
- +1more
Updated Feb 12, 2025ShareFacebookTwitterEmailClick to copy linkLink copiedCiteOffice 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-ratesDataset updatedFeb 12, 2025Dataset provided byOffice of Debt ManagementDescriptionThese 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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FacebookTwitterEmailCC0 1.0 Universal Public Domain Dedicationhttps://creativecommons.org/publicdomain/zero/1.0/
License information was derived automatically
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.