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Daily Treasury PAR Yield Curve Rates
This par yield curve, which relates the par yield on a security to its time to maturity, is based on the closing market bid prices on the most recently auctioned Treasury securities in the over-the-counter market. The par yields are derived from input market prices, which are indicative quotations obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day. For information on how the Treasury’s yield curve is derived, visit our TreasuryYield Curve Methodologypage.
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Daily Treasury PAR Real Yield Curve Rates
The par real curve, which relates the par real yield on a Treasury Inflation Protected Security (TIPS) to its time to maturity, is based on the closing market bid prices on themost recently auctioned TIPS in the over-the-counter market. The par real yields are derived from input market prices, which are indicative quotations obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day. Treasury began publishing this series on January 2, 2004. At that time Treasury released 1 year of historical data.
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Daily Treasury Bill Rates
These rates are indicative closing market bid quotations on the most recently auctioned Treasury Bills in the over-the-counter market as obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day.
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Daily Treasury Long-Term Rates and Extrapolation Factors
Treasury ceased publication of the 30-year constant maturity series on February 18, 2002 and resumed that series on February 9, 2006. To estimate a 30-year rate during that time frame, this series includes the Treasury 20-year Constant Maturity rate and an "adjustment factor," which may be added to the 20-year rate to estimate a 30-year rate during the period of time in which Treasury did not issue the 30-year bonds. Detailed information is provided with the data
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Daily Treasury Real Long-Term Rate Averages
Beginning on January 2, 2004, Treasury began publishing a Long-Term Real Rate Average. This series is intended for use as a proxy for long-term real rates. Treasury provides historical data back to 2000.
