Dataset

Interest Rate Statistics

Added By Infochimps
Daily Treasury Bill Rates: These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each business day by the Federal Reserve Bank of New York. The Bank Discount rate is the rate at which a Bill is quoted in the secondary market and is based on the par value, amount of the discount and a 360-day year. The Coupon Equivalent, also called the Bond Equivalent, or the Investment Yield, is the bill’s yield based on the purchase price, discount, and a 365- or 366-day year. The Coupon Equivalent can be used to compare the yield on a discount bill to the yield on a nominal coupon bond that pays semiannual interest.

Additional facts from data.gov

Dataset Summary

  • Date Released: January 2003
  • Date Updated: 12/31/2003
  • Time Period: 2003
  • Data.gov Data Category Type: Raw Data Catalog
  • Frequency: One-time
  • Specialized Data Category Designation: Statistical

Contributing Agency Information

License

Public Domain (Government Work)

This dataset was prepared by the government and is therefore in the public domain. There are no restrictions upon its use.