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Interest Rate Statistics

Daily Treasury Yield Curve Rates

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. For information on how the Treasury’s yield curve is derived, visit our Treasury Yield Curve Methodology page.

Daily Treasury Real Yield Curve Rates

The real curve, which relates the real yield on a Treasury Inflation Protected Security (TIPS) to its time to maturity, is based on the closing market real bid yields on actively traded TIPS in the over-the-counter market. These market real yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. Treasury began publishing this series on January 2, 2004. At that time Treasury released 1 year of historical data.

Daily Treasury Bill Rates

These rates are composites of closing market bid quotations on recently issued 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.

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 sell 30-year bonds. Detailed information is provided with the data.

Daily Treasury Real Long-Term Rate Averages

Beginning on January 2, 2004, Treasury began publishing a Long Term Real Rate Average. This series in intended for use as a proxy for long-term real rates. At that time Treasury released 1 year of historical data.

Frequently Asked Questions about Treasury Yield Curve Rates

Last Updated: 1/18/2011 10:49 AM