The yield on US 30 Year Bond Yield eased to 4.87% on July 31, 2025, marking a 0.03 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.10 points and is 0.59 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.

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.

The yield on US 10 Year Note Bond Yield eased to 4.22% on August 1, 2025, marking a 0.15 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.06 points, though it remains 0.43 points higher 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 August of 2025.

U.S. Marketable Treasury securities that are sold to the public through the Treasury auction process.

This paper builds a DSGE model for a small open economy (SOE) in which the central bank systematically intervenes both the domestic currency bond and the FX markets using two policy rules: a Taylor-type rule and a second rule in which the operational target is the rate of nominal currency depreciation. For this, the instruments used by the central bank (bonds and international reserves) must be included in the model, as well as the institutional arrangements that determine the total amount of resources the central bank can use. The ‘corner’ regimes in which only one of the policy rules is used are particular cases of th e model. The model is calibrated and implemented in Dynare for 1) simple policy rules, 2) optimal simple policy rules, and 3) optimal policy under commitment. Numerical losses are obtained for ad-hoc loss functions for different sets of central bank preferences (styles). The results show that the losses are systematically lower when both policy rules are used simultaneously, and much lower for the usual preferences (in which only inflation and/or output stabilization matter). It is shown that this result is basically due to the central bank’s enhanced ability, when it uses the two policy rules, to influence capital flows through the effects of its actions on the endogenous risk premium in the (risk-adjusted) interest parity equation.

The yield on US 2 Year Note Bond Yield eased to 3.70% on August 1, 2025, marking a 0.27 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.10 points and is 0.19 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 2 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on August of 2025.

Securities Issues Statistics. Published by Central Bank of Ireland. Available under the license Creative Commons Attribution 4.0 (CC-BY-4.0).This dataset provides a sectoral breakdown of all securities issuances of equity or debt by Irish resident entities. Data is published on a monthly basis and shows the trends in total issuance (stock) and transactions (flow). From December 2020, the Securities Issues data is published using data obtained via the ECBs Centralised Securities Database (CSDB). The CSDB Securities Issues Statistics (CSEC) is a harmonised approach that covers all 27 EU Member States and follows international standards for aggregated statistics found here. This is an advancement from the previous SIS process where aggregates were compiled nationally and submitted to the ECB through each National Central Bank. The compilation of each series in the CSEC uses a bottom-up approach and is aggregated from the most granular ISIN level data. A factsheet on the CSEC data can be accessed via this link: https://www.ecb.europa.eu/stats/financial_markets_and_interest_rates/securities/shared/pdf/CSEC_Factsheet.sv.pdf...

The yield on US 20 Year Bond Yield eased to 4.86% on July 31, 2025, marking a 0.04 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.10 points and is 0.51 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 US 20Y.

This file contains the code and pseudo-random "fake" datasets for replicating the analyses in "Bond Price Fragility and the Structure of the Mutual Fund Industry." Because the provided datasets are fake, the code will NOT produce the exact results in the paper. The replication package includes the following components: (i) All_tables.do, (ii) Variable_names.xlsx, (iii) “\results” subfolder, and (iv) “\data” subfolder. Please read "README.pdf" before running the code.

The benchmark interest rate in Tanzania was last recorded at 5.75 percent. This dataset provides - Tanzania Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.