Dataset Identification:
Resource 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.
Citation
- Title Interest Rate Statistics - Daily Treasury Yield Curve Rates
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- revision Date
2016-02-25
Theme keywords (theme):
statistics
interest
rates
yield
yield curve
daily yield curve
real yield curve
interest rates
Resource language:
Constraints on resource usage:
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- Constraints
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- Use limitation statement:
- public
point of contact
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publisher
- individual Name {u'hasEmail': u'mailto:digital@treasury.gov', u'fn': u'Office of Debt Management'}
- organisation Name
{u'subOrganizationOf': {u'subOrganizationOf': {u'@type': u'org:Organization', u'name': u'Department of the Treasury'}, u'@type':
u'org:Organization', u'name': u'DO'}, u'@type': u'org:Organization', u'name': u'Office of Debt Management'}
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- Contact information
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- Address
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- electronic Mail Address
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Metadata data stamp:
2016-02-25
Metadata contact
-
publisher
Metadata scope code
dataset
Metadata standard for this record:
ISO 19115:2003 - Geographic information - Metadata
standard version:
ISO 19115:2003
Metadata record identifier:
015-DO-020
Metadata record format is ISO19139 XML (MD_Metadata)