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    • Interest Rate Statistics - Daily Treasury Yield Curve Rates

    Metadata Updated: December 9, 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.

    Access & Use Information

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

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    Dates

    Metadata Created Date November 10, 2020
    Metadata Updated Date December 9, 2023
    Data Update Frequency R/P1D

    Metadata Source

    Harvested from Treasury JSON

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date November 10, 2020
    Metadata Updated Date December 9, 2023
    Publisher Office of Debt Management
    Maintainer
    Identifier 015-DO-020
    Data Last Modified 2023-12-08
    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 7f844439-f11f-432b-967e-b14d106003b2
    Harvest Source Id eacdc0c3-6ae0-4b8b-b653-cbcb32fc9b71
    Harvest Source Title Treasury JSON
    Homepage URL http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield
    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 20d6b16d0ea68a166e4967f1f17d2df2df62c280208d01ac52067efa2a406c26
    Source Schema Version 1.1

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