The yield on US 3 Month Bill Bond Yield eased to 4.31% on July 22, 2025, marking a 0.02 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.01 points, though it remains 0.99 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 3 Month Bill Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on US 3 Year Note Bond Yield rose to 3.87% on July 24, 2025, marking a 0.03 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.12 points, though it remains 0.39 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 3 Year Note Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis (DGS3MO) from 1981-09-01 to 2025-07-22 about bills, 3-month, maturity, Treasury, interest rate, interest, rate, and USA.

The yield on Netherlands 3 Month Bill Yield rose to 1.97% on July 24, 2025, marking a 0.03 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.12 points, though it remains 1.31 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Netherlands 3 Month Bill Yield - values, historical data, forecasts and news - updated on July of 2025.

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

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 2025-07-21 about 1-month, bills, maturity, Treasury, interest rate, interest, rate, and USA.

The yield on UK 3 Month Bond Yield eased to 4.15% on July 24, 2025, marking a 0 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.09 points and is 1.08 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for UK 3M.

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.

Content

Series is calculated as the spread between 3-Month LIBOR based on US dollars (https://fred.stlouisfed.org/series/USD3MTD156N) and 3-Month Treasury Bill (https://fred.stlouisfed.org/series/DTB3). The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source. Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield).

Context

This is a dataset from the Federal Reserve Bank of St. Louis hosted by the Federal Reserve Economic Database (FRED). FRED has a data platform found here and they update their information according to the frequency that the data updates. Explore the Federal Reserve Bank of St. Louis using Kaggle and all of the data sources available through the St. Louis Fed organization page!

• Update Frequency: This dataset is updated daily.

• Observation Start: 1986-01-02

• Observation End : 2019-12-04

Acknowledgements

This dataset is maintained using FRED's API and Kaggle's API.

Cover photo by Sidharth Bhatia on Unsplash
Unsplash Images are distributed under a unique Unsplash License.

The yield on France 3 Month Bond Yield rose to 1.99% on July 24, 2025, marking a 0.04 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.03 points, though it remains 1.63 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. France 3 Month Bill Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on Ghana 3 Month bond held steady at 23.43% on September 6, 2024. Over the past month, the yield has edged up by 0.06 points, though it remains 2.18 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset provides - Ghana 3 Month Bill Yield- actual values, historical data, forecast, chart, statistics, economic calendar and news.

This table contains 14 series, with data starting from 1925 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 items: United States ...), Rate (14 items: 91-day treasury bill yield; Treasury bills at Monday tender; adjusted: 3 month (average);United States treasuries constant maturity: 5 year; United States treasuries constant maturity: long term ...).

The yield on US 30 Year Bond Yield rose to 4.94% on July 23, 2025, marking a 0.02 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.10 points and is 0.39 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 July of 2025.

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 2025-07-21 about 2-year, maturity, Treasury, interest rate, interest, rate, and USA.

This table contains 8 series, with data starting from 1992 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: Canada), Rates (8 items: Bank rate; Treasury bill auction - average yields: 3 month; Treasury bill auction - average yields: 6 month; Treasury bill auction - average yields: 1 year; ...).

The yield on India 3 Month Bond Yield eased to 5.35% on July 22, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.08 points, though it remains 1.40 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for India 3M.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

iShares 0-3 Month Treasury Bond ETF: A Safe Haven in Uncertain Times?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

We compile raw data from the Datastream database for all stocks traded on the Tokyo Stock Exchance, Osaka Exchange, Fukuoka Stock Exchange, Nagoya Stock Exchange and Sapporo Securities Exchange. Particularly, we collect the following data series, on a monthly basis: (i) total return index (RI series), (ii) market value (MV series), (iii) market-to-book equity (PTBV series), and (iv) primary SIC codes. Following Griffing et al. (2010), we exclude non-common equity securities from Datastream data. Additionally, we remove all companies with less than 12 observations in RI series for the period under analysis. Hence, our sample comprises 5,627 stocks, considering all companies that started trading or were delisted in the period under analysis. We use the three-month Treasury Bill rate for Japan, as provided by the OECD database, as a proxy for the risk-free rate. Accordingly, the dataset comprises the following series:

1. Japan_25_Portfolios_MV_PTBV_M: Monthly returns for 25 size-book-to-market equity portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
2. Japan_20_Portfolios_MOM_M: Monthly returns for 20 momentum portfolios rebalanced in June of each year. (Raw data source: Datastream database)
3. Japan_61_Portfolios_SECTOR_M: Monthly returns for 61 industry portfolios. (Raw data source: Datastream database)
4. Japan_RF_M: Three-month Treasury Bill rate for Japan. (Raw data source: OECD)
5. Japan_C_Q: Private final consumption expenditure, in national currency and constant prices, non-seasonally adjusted, for Japan. (Raw data source: OECD)
6. Japan_Trade_Y: Trade openness for Japan, as measured by the variation rate of exports plus imports. (Raw data source: OECD)
7. Japan_RD_Y: Variation rate of R&D investment for Japan. (Raw data source: OECD)
8. Japan_IK_Y: Investment-capital ratio for Japan., determined using the methodology suggested by Cochrane (1991) (Raw data source: OECD)
9. Japan_CCI_M: Consumer confidence index for Japan. (Raw data source: OECD)

REFERENCES:

Cochrane, J.H. (1991), Production-based asset pricing and the link between stock returns and economic fluctuations. The Journal of Finance, 46, 209-237. Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3–56. Griffin, J. M., Kelly, P., and Nardari, F. (2010). Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets. Review of Financial Studies, 23, 3225–3277.

This table contains 39 series, with data for starting from 1991 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: Canada); Financial market statistics (39 items: Government of Canada Treasury Bills, 1-month (composite rates); Government of Canada Treasury Bills, 2-month (composite rates); Government of Canada Treasury Bills, 3-month (composite rates);Government of Canada Treasury Bills, 6-month (composite rates); ...).

The yield on Brazil 3 Month Bond Yield eased to 14.92% on July 22, 2025, marking a 0 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.03 points, though it remains 4.47 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for Brazil 3M.