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  2. Interest Rate Statistics | U.S. Department of the Treasury

    home.treasury.gov/.../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.

  3. Daily Treasury Par Yield Curve Rates

    home.treasury.gov/resource-center/data-chart-center/...

    Corporate Bond Yield Curve. Economic Policy Reports. Social Security and Medicare. Total Taxable Resources

  4. Treasury Yield Curve Methodology - U.S. Department of the...

    home.treasury.gov/.../treasury-yield-curve-methodology

    The Treasury's official yield curve is a par yield curve derived using a monotone convex method. Our inputs are indicative, bid-side market price quotations (not actual transactions) for the most recently auctioned securities obtained by the Federal Reserve Bank of New York at or near 3:30 PM each trading day.

  5. Interest Rates - U.S. Department of the Treasury

    home.treasury.gov/policy-issues/financing-the-government/...

    For more information on the daily Treasury yield curve, see the link to our Treasury Yield Curve Methodology page. Are the CMT yields annual yields? CMT yields are read directly from the Treasury's daily par yield curve and represent "bond equivalent yields" for securities that pay semiannual interest, which are expressed on a simple annualized ...

  6. Treasury Daily Interest Rate XML Feed

    home.treasury.gov/treasury-daily-interest-rate-xml-feed

    The Treasury Daily Interest Rate Feed provides daily interest rate data in Extensible Markup Language (XML). Our data feed accepts GET requests, returns XML responses, and uses standard HTTP response codes.

  7. Interest Rates Data CSV Archive - U.S. Department of the Treasury

    home.treasury.gov/interest-rates-data-csv-archive

    Historical Daily Interest Rates data is available in comma-separated values (CSV) files that can be opened in programs like Microsoft Excel spreadsheets and notepad, and which can easily be imported into other applications.

  8. Origins of the Yield Curves - U.S. Department of the Treasury

    home.treasury.gov/system/files/226/ycrems.pdf

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