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Daily Treasury Yield Curve Rates
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* 30-year Treasury constant maturity series was discontinued as of 2/18/02. See Long-Term Average Rate for more information.
Treasury Yield Curve Rates. 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 and 20 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.
Treasury Yield Curve Methodology. The Treasury yield curve is estimated daily using a cubic spline model. Inputs to the model are primarily
bid-side yields for on-the-run Treasury securities. See our Treasury Yield Curve Methodology page for details.
For more information regarding these statistics contact the Office of Debt Management (202) 622-1118.
For other Public Debt information contact (202) 219-3350.
This document was generated from the XML data using the XSL transformation. Click on the XSL icon to view the XSL file.
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