Treasury Yield Curve

Nominal TNC Data

TNC Treasury Yield Curve Spot Rates, Monthly Average: 1976-1977
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1978-1982
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1983-1987
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1988-1992
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1993-1997
TNC Treasury Yield Curve Spot Rates, Monthly Average: 1998-2002
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2003-2007
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2008-2012
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2013-2017
TNC Treasury Yield Curve Spot Rates, Monthly Average: 2018-Present

TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2003-2007
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2008-2012
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2013-2017
TNC Treasury Yield Curve Spot Rates, Quarterly Average: 2018-Present

TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2012
TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2013-2017
TNC Treasury Yield Curve Spot Rates, 10-Year Average: 2018-Present

TNC Treasury Yield Curve Par Yields, Monthly Average: 1976-Present
TNC Treasury Yield Curve Forward Rates, Monthly Average: 1976-Present
TNC Treasury Yield Curve On-the-Run Par Yields, Monthly Average: 1986-Present

TNC Treasury Yield Curve Spot Rates, End of Month: 1976-1977
TNC Treasury Yield Curve Spot Rates, End of Month: 1978-1982
TNC Treasury Yield Curve Spot Rates, End of Month: 1983-1987
TNC Treasury Yield Curve Spot Rates, End of Month: 1988-1992
TNC Treasury Yield Curve Spot Rates, End of Month: 1993-1997
TNC Treasury Yield Curve Spot Rates, End of Month: 1998-2002
TNC Treasury Yield Curve Spot Rates, End of Month: 2003-2007
TNC Treasury Yield Curve Spot Rates, End of Month: 2008-2012
TNC Treasury Yield Curve Spot Rates, End of Month: 2013-2017
TNC Treasury Yield Curve Spot Rates, End of Month: 2018-Present

TNC Treasury Yield Curve Par Yields, End of Month: 1976-Present
TNC Treasury Yield Curve Forward Rates, End of Month: 1976-Present
TNC Treasury Yield Curve On-the-Run Par Yields, End of Month: 1986-Present

  

Real TRC Data
 

 
 
 

 

 

  

 

TBI Breakeven Inflation Data
 

 
 
 

 

Papers

 "The Yield Curve for Treasury Nominal Coupon Issues" by James A. Girola - 5/16/2014

"The Treasury Real Yield Curve and Breakeven Inflation" by James A. Girola - 7/21/2015

"Treasury Yield Curves and Discount Rates" by James A. Girola - 2/27/2016