Dataset Identification:
Resource Abstract:
- description: 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; abstract: 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
Citation
- Title Daily Treasury Yield Curve Dates.
-
- creation Date
2016-03-29T23:22:18.681698
Resource language:
Processing environment:
Back to top:
Metadata data stamp:
2018-08-06T19:53:34Z
Resource Maintenance Information
- maintenance or update frequency:
- notes: This metadata record was generated by an xslt transformation from a dc metadata record; Transform by Stephen M. Richard, based
on a transform by Damian Ulbricht. Run on 2018-08-06T19:53:34Z
Metadata contact
-
pointOfContact
- organisation Name
CINERGI Metadata catalog
-
- Contact information
-
-
- Address
-
- electronic Mail Address cinergi@sdsc.edu
Metadata language
eng
Metadata character set encoding:
utf8
Metadata standard for this record:
ISO 19139 Geographic Information - Metadata - Implementation Specification
standard version:
2007
Metadata record identifier:
urn:dciso:metadataabout:bfcab139-a715-4edd-b0c1-5228c853512d
Metadata record format is ISO19139 XML (MD_Metadata)