Data.gov Program Management Office Data.gov Program Management Office

created Feb 18, 2011

updated May 11, 2011

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Description

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, 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.

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Visits
1137
Downloads
998
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Meta
Category
Federal Government Finances and Employment
Permissions
Public
Tags
statistics, aa, rates, yield curve, real yield curve, yield, daily yield curve, interest rates, interest
Licensing and Attribution
Data Provided By
Department of the Treasury
Source Link
(none)
Dataset Summary
Agency
Department of the Treasury
Date Released
January 1994
Date Updated
12/31/1994
Time Period
1994
Frequency
One-time
High Value Dataset
N
Suggested by Public
N
Dataset Information
Data.gov Data Category Type
Raw Data Catalog
Specialized Data Category Designation
Statistical
Unique ID
435
Extended Type
Raw Data
Dataset Coverage
Unit of Analysis
Treasury Yield Curve Rate
Granularity
National
Geographic Coverage
Global
Data Quality
Data Quality Certification
Yes
Privacy and Confidentiality
Yes
Applicable Information Quality Guideline Designation
Department of Treasury
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Data.gov Program Management Office Data.gov Program Management Office

created Feb 18, 2011

updated May 11, 2011

Description

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, 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.

Activity
Community Rating
Current value: 0.0 out of 5
Your Rating
Current value: out of 5
Raters
0
Visits
1137
Downloads
998
Comments
0
Contributors
0
Meta
Category
Federal Government Finances and Employment
Permissions
Public
Tags
statistics, aa, rates, yield curve, real yield curve, yield, daily yield curve, interest rates, interest
Licensing and Attribution
Data Provided By
Department of the Treasury
Source Link
(none)
Dataset Summary
Agency
Department of the Treasury
Date Released
January 1994
Date Updated
12/31/1994
Time Period
1994
Frequency
One-time
High Value Dataset
N
Suggested by Public
N
Dataset Information
Data.gov Data Category Type
Raw Data Catalog
Specialized Data Category Designation
Statistical
Unique ID
435
Extended Type
Raw Data
Dataset Coverage
Unit of Analysis
Treasury Yield Curve Rate
Granularity
National
Geographic Coverage
Global
Data Quality
Data Quality Certification
Yes
Privacy and Confidentiality
Yes
Applicable Information Quality Guideline Designation
Department of Treasury