Daily Treasury Real Yield Curve Rates
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Date |
5 yr |
7 yr |
10 yr |
20 yr* |
09/02/08 |
1.28%
|
1.50%
|
1.69%
|
2.15%
|
09/03/08 |
1.29%
|
1.52%
|
1.71%
|
2.19%
|
09/04/08 |
1.28%
|
1.51%
|
1.70%
|
2.22%
|
09/05/08 |
1.31%
|
1.53%
|
1.71%
|
2.21%
|
09/08/08 |
1.34%
|
1.52%
|
1.68%
|
2.14%
|
09/09/08 |
1.38%
|
1.54%
|
1.69%
|
2.11%
|
09/10/08 |
1.39%
|
1.55%
|
1.70%
|
2.10%
|
09/11/08 |
1.36%
|
1.52%
|
1.67%
|
2.05%
|
09/12/08 |
1.47%
|
1.64%
|
1.79%
|
2.19%
|
09/15/08 |
1.36%
|
1.53%
|
1.70%
|
2.09%
|
Treasury Real Yield Curve Rates. These rates are commonly referred
to as "Real Constant Maturity Treasury" rates, or R-CMTs.
Real yields on Treasury TIPS (Treasury Inflation Protected Securities)
at "constant maturity" are interpolated by the U.S. Treasury
from Treasury's daily real yield curve. The Treasury real yield
curve is based on closing real bid yields on existing TIPS with
remaining terms to maturity of approximately 20 years and less.
These real market yields are calculated from composites of quotations
obtained by the Federal Reserve Bank of New York. The real yield
values are read from the real yield curve at fixed maturities, currently
5, 7, 10 and 20 years. This method provides a real yield for a 7 year
maturity, for example, even if no outstanding security has exactly
7 years remaining to maturity.
* On July 27, 2004, Treasury sold a new long-term TIP security
and expanded this table to include a 20-year Real CMT rate.
Treasury Yield Curve Methodology. The Treasury yield real curve
is estimated daily using a cubic spline model. Inputs to the model
are bid-side real yields for outstanding TIPS securities.
For more information regarding these statistics contact the Office
of Debt Management by email at debt.management@do.treas.gov.
For other Public Debt information contact (202) 504-3550.
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