This curve, which relates the yield on
a security to its time to maturity is based on the
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. For information
on how the Treasury’s yield curve is derived,
visit our Treasury
Yield Curve Methodology page.
The real curve, which relates the real yield on a
Treasury Inflation Protected Security (TIPS) to its
time to maturity, is based on the closing market real
bid yields on actively traded TIPS in the over-the-counter
market. These market real yields are calculated from
composites of quotations obtained by the Federal Reserve
Bank of New York. Treasury began publishing this series
on January 2, 2004. At that time Treasury released 1
year of historical data.
These rates are composites of closing market bid quotations on recently issued Treasury Bills in the over-the-counter market as obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day.
Treasury ceased publication of the 30-year constant maturity
series on February 18, 2002 and resumed that series on
February 9, 2006. To estimate a 30-year rate during that
time frame, this series includes the Treasury 20-year
Constant Maturity rate and an "adjustment factor," which
may be added to the 20-year rate to estimate a 30-year rate
during the period of time in which Treasury did not sell 30-year bonds.
Detailed information is provided with the data.
Begining on January 2, 2004, Treasury began publishing
a Long Term Real Rate Average. This series in intended
for use as a proxy for long-term real rates. At that
time Treasury released 1 year of historical data.
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Frequently Asked Questions about Treasury Yield Curve Rates
For more information regarding these
statistics contact the Office of Debt Management by email at firstname.lastname@example.org.
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