The yield on US 30 Year Bond Yield eased to 4.84% on August 1, 2025, marking a 0.06 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.02 points and is 0.73 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 August of 2025.

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

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.

The yield on US 20 Year Bond Yield eased to 4.80% on August 1, 2025, marking a 0.11 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.02 points, though it remains 0.61 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.

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...

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 yield on France 10Y Bond Yield eased to 3.34% on August 1, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.02 points and is 0.38 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. France 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on August of 2025.

Government Development Bonds: Repo Amount: with Central Bank of Oman: Outstanding data was reported at 0.000 OMR mn in Sep 2018. This stayed constant from the previous number of 0.000 OMR mn for Aug 2018. Government Development Bonds: Repo Amount: with Central Bank of Oman: Outstanding data is updated monthly, averaging 0.000 OMR mn from Dec 1999 (Median) to Sep 2018, with 226 observations. The data reached an all-time high of 54.800 OMR mn in Dec 2006 and a record low of 0.000 OMR mn in Sep 2018. Government Development Bonds: Repo Amount: with Central Bank of Oman: Outstanding data remains active status in CEIC and is reported by Central Bank of Oman. The data is categorized under Global Database’s Oman – Table OM.Z008: Government Development Bonds and Treasury Bills.

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.

Government Development Bonds: Repo Volume: with Central Bank of Oman data was reported at 75.000 OMR mn in Aug 2018. This records a decrease from the previous number of 116.000 OMR mn for Jul 2018. Government Development Bonds: Repo Volume: with Central Bank of Oman data is updated monthly, averaging 0.000 OMR mn from Dec 1999 (Median) to Aug 2018, with 177 observations. The data reached an all-time high of 195.200 OMR mn in Dec 2006 and a record low of 0.000 OMR mn in Jun 2018. Government Development Bonds: Repo Volume: with Central Bank of Oman data remains active status in CEIC and is reported by Central Bank of Oman. The data is categorized under Global Database’s Oman – Table OM.Z008: Government Development Bonds and Treasury Bills. Repo Volume refers to the simple average rates applicable during the month.

Treasury Bills: Repo Volume: with Central Bank of Oman data was reported at 0.000 OMR mn in Aug 2018. This records a decrease from the previous number of 60.000 OMR mn for Jul 2018. Treasury Bills: Repo Volume: with Central Bank of Oman data is updated monthly, averaging 0.000 OMR mn from Jun 1999 (Median) to Aug 2018, with 184 observations. The data reached an all-time high of 216.700 OMR mn in Sep 2004 and a record low of 0.000 OMR mn in Aug 2018. Treasury Bills: Repo Volume: with Central Bank of Oman data remains active status in CEIC and is reported by Central Bank of Oman. The data is categorized under Global Database’s Oman – Table OM.Z008: Government Development Bonds and Treasury Bills.

Ireland Securities Holdings: Government: Long Term Bonds: Residents: MFIs and Central Bank data was reported at 53,953.000 EUR mn in Sep 2018. This records a decrease from the previous number of 54,244.000 EUR mn for Aug 2018. Ireland Securities Holdings: Government: Long Term Bonds: Residents: MFIs and Central Bank data is updated monthly, averaging 8,676.000 EUR mn from Sep 2001 (Median) to Sep 2018, with 205 observations. The data reached an all-time high of 54,244.000 EUR mn in Aug 2018 and a record low of 722.000 EUR mn in Mar 2008. Ireland Securities Holdings: Government: Long Term Bonds: Residents: MFIs and Central Bank data remains active status in CEIC and is reported by Central Bank of Ireland. The data is categorized under Global Database’s Ireland – Table IE.Z007: Securities Holdings: Government: Long Term Bonds.