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Daily Treasury Yield Curve Dates

Metadata Updated: December 1, 2023

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. Dataset is updated daily from Monday to Friday

Access & Use Information

Public: This dataset is intended for public access and use. License: Creative Commons CCZero

Downloads & Resources

Dates

Metadata Created Date November 10, 2020
Metadata Updated Date December 1, 2023
Data Update Frequency R/P1D

Metadata Source

Harvested from Treasury JSON

Additional Metadata

Resource Type Dataset
Metadata Created Date November 10, 2020
Metadata Updated Date December 1, 2023
Publisher Office of Debt Management
Maintainer
Identifier 015-DO-035
Data First Published 2014-08-31T00:00:00
Data Last Modified 2014-08-18
Public Access Level public
Data Update Frequency R/P1D
Bureau Code 015:00
Metadata Context https://project-open-data.cio.gov/v1.1/schema/catalog.jsonld
Metadata Catalog ID http://www.treasury.gov/data.json
Schema Version https://project-open-data.cio.gov/v1.1/schema
Catalog Describedby https://project-open-data.cio.gov/v1.1/schema/catalog.json
Harvest Object Id 71df84e1-c119-4808-8188-3b86925c4961
Harvest Source Id eacdc0c3-6ae0-4b8b-b653-cbcb32fc9b71
Harvest Source Title Treasury JSON
License http://creativecommons.org/publicdomain/zero/1.0/
Program Code 015:000
Publisher Hierarchy Department of the Treasury > DO > Office of Debt Management
Source Datajson Identifier True
Source Hash 3f9623417b3441b86b1669a7884646db36a461d1d29456c0486b9980495bf36d
Source Schema Version 1.1

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