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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

Downloads & Resources

Dates

Metadata Created Date November 10, 2020
Metadata Updated Date December 9, 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 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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