This dataset provides the daily historical yields of U.S. Treasury bonds across various maturities, ranging from 1 month to 30 years. These yields serve as a key reference point for interest rates worldwide and provide insights into the cost of borrowing for the U.S. government.

Start dates for each bond series: - US1M: Data begins from July 31, 2001. - US3M: Data begins from September 1, 1981. - US6M: Data begins from September 1, 1981. - US1Y: Data begins from January 2, 1962. - US2Y: Data begins from June 1, 1976. - US3Y: Data begins from January 2, 1962. - US5Y: Data begins from January 2, 1962. - US7Y: Data begins from July 1, 1969. - US10Y: Data begins from January 2, 1962. - US20Y: Data begins from January 2, 1962. - US30Y: Data begins from February 15, 1977.

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.

The yield on India 10Y Bond Yield eased to 6.52% on December 2, 2025, marking a 0.06 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.03 points and is 0.24 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. India 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

Dataset Information

This dataset includes daily rates data for various bonds.

  Instruments Included

Austria

AT10Y: Austria Government Bond 10Y

Australia (AU)

AU10Y: Australia Government Bond 10Y AU1Y: Australia Government Bond 1Y AU20Y: Australia Government Bond 20Y AU2Y: Australia Government Bond 2Y AU30Y: Australia Government Bond 30Y AU3Y: Australia Government Bond 3Y AU5Y: Australia Government Bond 5Y AU7Y: Australia Government Bond 7Y

Belgium

BE10Y: Belgium… See the full description on the dataset page: https://huggingface.co/datasets/paperswithbacktest/Bonds-Daily-Price.

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.

This dataset includes a monthly data about interest rates of 10 year US Government bond yields. The dataset contains the records for interest rates for each relative month since 3rd April, 1953.

10 year nominal yields on UK government bonds from the bank of England. The 10 year government bond yield is considered a standard indicator of long-term interest rates. This is a direct extract from the Bank of England IUAAMNPY series: “Annual average yield from British Government Securities, 10 year Nominal Par Yield”.

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.

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 2-Year Constant Maturity, Quoted on an Investment Basis (DGS2) from 1976-06-01 to 2025-12-01 about 2-year, maturity, Treasury, interest rate, interest, rate, and USA.

Historical dataset of the US 5-Year Government Bond Yield, covering values from 1962-01-01 to 2025-12-01, with the latest releases and long-term trends. Available for free download in CSV format.

22 Years of Complete US Treasury Bonds Data of 4 different Categories.

13 Week Treasury Bill Treasury Yield 5 Years Treasury Yield 10 Years Treasury Yield 30 Years It could be used to analyzing trends, predict future pricing and even possibilities are endless. I hope to get positive feedback from fellow professionals. As there is a recession coming, this data sets may unlock many potential doors and give valuable insights, which may lead to great results.

The yield on Japan 10Y Bond Yield eased to 1.86% on December 2, 2025, marking a 0.02 percentage points decrease from the previous session. Over the past month, the yield has edged up by 0.20 points and is 0.78 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Japan 10 Year Government Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

Although the many central banks publish the yield-to-maturity of their Treasury bonds, the monthly returns earned by investors are typically not publicly available.This data set calculates monthly returns for:United States (starting 1947)Germany (starting 1972)Japan (starting 1974)Australia (starting 1969)Norway (starting 1921)Sweden (starting 1920)

Historical 3-Month Treasury Bill Rates (2000-2023) Dataset

Track the Pulse of the Financial Market with Detailed T-Bill Data

Dataset Description

This dataset contains historical 3-month Treasury Bill rates, sourced from Yahoo Finance. The dataset spans from January 3, 2000, to December 31, 2023, and provides daily prices along with adjusted close prices and volumes. This data is crucial for financial analysts, economists, and researchers who are interested in interest rate trends and their impact on the economy.

Table of Contents

1. Introduction
2. Data Source
3. Dataset Structure
4. Data Collection and Processing
5. Usage and Applications
6. License
7. Acknowledgements

Introduction

Treasury Bills (T-Bills) are short-term government securities with maturities of one year or less. They are sold at a discount from their face value and do not pay interest before maturity. This dataset specifically focuses on the 3-month T-Bill rates, which are commonly used as a risk-free rate benchmark in various financial models and analyses.

The 3-month T-Bill rate is considered a reliable indicator of short-term interest rates and economic conditions. It is widely used in the valuation of financial instruments, risk management, and macroeconomic analysis.

Data Source

The data was sourced from Yahoo Finance. The Ticker symbol used for the 3-month Treasury Bill rates is ^IRX.

Dataset Structure

The dataset is provided in CSV format with the following columns:

• Date: The date of the recorded interest rate (in YYYY-MM-DD format).
• Open: The opening price of the 3-month T-Bill rate on the given date.
• High: The highest price of the 3-month T-Bill rate on the given date.
• Low: The lowest price of the 3-month T-Bill rate on the given date.
• Close: The closing price of the 3-month T-Bill rate on the given date.
• Adj Close: The adjusted close price for the 3-month T-Bill rate, adjusted for any corporate actions.
• Volume: The trading volume of the 3-month T-Bill rate on the given date (although typically 0 for T-Bills).

Example:

Data Collection and Processing

The data was collected from Yahoo Finance using the Python yfinance library. The following steps were performed to process the data:

1. Data Retrieval: Historical data was fetched for the 3-month Treasury Bill using the yfinance API.
2. Data Cleaning: Missing values were dropped to ensure data consistency.
3. Conversion: The adjusted close prices were used for analysis as they account for any corporate actions.

Usage and Applications

This dataset can be used for various financial analyses and modeling, including but not limited to:

• Interest Rate Modeling: Use the dataset to model interest rate behaviors using stochastic models such as the Vasicek model, Cox-Ingersoll-Ross model, etc.
• Risk Management: Assess the risk-free rate for evaluating investment performance and calculating risk premiums.
• Econometric Analysis: Conduct time series analysis to study trends, seasonality, and economic cycles.
• Financial Education: Serve as a resource for educational purposes in finance and economics courses.
• Macroeconomic Research: Analyze the relationship between short-term interest rates and macroeconomic indicators such as GDP growth, inflation, and employment rates.

License

This dataset is made available under the Creative Commons Attribution 4.0 International License. You are free to use, modify, and distribute the data, provided proper attribution is given.

Acknowledgements

Special thanks to Yahoo Finance for providing the historical data and the Python community for the yfinance library, which facilitated data retrieval and processing.

The Average Interest Rates on U.S. Treasury Securities dataset provides average interest rates on U.S. Treasury securities on a monthly basis. Its primary purpose is to show the average interest rate on a variety of marketable and non-marketable Treasury securities. Marketable securities consist of Treasury Bills, Notes, Bonds, Treasury Inflation-Protected Securities (TIPS), Floating Rate Notes (FRNs), and Federal Financing Bank (FFB) securities. Non-marketable securities consist of Domestic Series, Foreign Series, State and Local Government Series (SLGS), U.S. Savings Securities, and Government Account Series (GAS) securities. Marketable securities are negotiable and transferable and may be sold on the secondary market. Non-marketable securities are not negotiable or transferrable and are not sold on the secondary market. This is a useful dataset for investors and bond holders to compare how interest rates on Treasury securities have changed over time.

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.

This dataset includes a monthly data about interest rates of 10 year UK Government bond yields. The dataset contains the records for interest rates for each relative quarter since 1st January, 1984.

Philippines PH: Government Bond Yield: Long Term data was reported at 2.727 % pa in 2014. This records a decrease from the previous number of 5.340 % pa for 2007. Philippines PH: Government Bond Yield: Long Term data is updated yearly, averaging 12.308 % pa from Dec 1994 (Median) to 2014, with 15 observations. The data reached an all-time high of 17.985 % pa in 1998 and a record low of 2.727 % pa in 2014. Philippines PH: Government Bond Yield: Long Term data remains active status in CEIC and is reported by International Monetary Fund. The data is categorized under Global Database’s Philippines – Table PH.IMF.IFS: Treasury Bill and Government Securities Rates: Annual.

This dataset shows the average interest rates for U.S. Treasury securities for the most recent month compared with the same month of the previous year. The data is broken down by the various marketable and non-marketable securities. The summary page for the data provides links for monthly reports from 2001 through the current year. Average Interest Rates are calculated on the total unmatured interest-bearing debt. The average interest rates for total marketable, total non-marketable and total interest-bearing debt do not include the U.S. Treasury Inflation-Protected Securities.