Interest Rate Statistics

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 Treasury Yield Curve Methodology page.

 

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 the most 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.

 

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.

 

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.

 

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.