Dataset

Interest Rate Statistics

Added By Infochimps
Treasury Real Yield Curve Rates. These rates are commonly referred to as “Real Constant Maturity Treasury” rates, or R-CMTs. Real yields on Treasury TIPS (Treasury Inflation Protected Securities) at “constant maturity” are interpolated by the U.S. Treasury from Treasury’s daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10 and 20 years. This method provides a real yield for a 7 year maturity, for example, even if no outstanding security has exactly 7 years remaining to maturity.

Additional facts from data.gov

Dataset Summary

  • Date Released: First day of current month
  • Date Updated: Daily
  • Time Period: Current month
  • Data.gov Data Category Type: Raw Data Catalog
  • Frequency: Daily
  • Specialized Data Category Designation: Statistical

Contributing Agency Information

Miscellaneous Facts

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.