20 year constant maturity treasury rate
The one-year constant maturity Treasury CMT is the interpolated one-year yield of the most recently auctioned 4-, , and week U. Treasury bills T-bills ; the most recently auctioned 2-, 3-, 5-, and year U. Treasury notes T-notes ; the most recently auctioned U. Treasury year bond T-bond ; and the off-the-run Treasuries in the year maturity range.
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Treasury secondary market , private money market and capital market instruments. Weekly, monthly, and annual figures are averages of business days unless otherwise noted. Because the daily series have gaps i. Otherwise all intervals that contain a daily gap will themselves show as ND. Treasury from the daily yield curve for non-inflation-indexed Treasury securities. This curve, which relates the yield on a security to its time to maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market.
These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The constant maturity yield values are read from the yield curve at fixed maturities, currently 1, 3, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
The inflation-indexed constant maturity yields are read from this yield curve at fixed maturities, currently 5, 7, 10, and 20 years. IUSA is a weighted average of rates on brokered trades. Weekly figures are averages of seven calendar days ending on Wednesday of the current week; monthly figures include each calendar day in the month. Commercial paper, finance paper placed directly, and banker's acceptances are stated on a discount basis. Interest rates on commercial paper are interpolated from data on certain commercial paper trades settled by The Depository Trust Company.
The trades represent sales of commercial paper by dealers or direct issuers to investors that is, the offer side. The 1-, 2-, and 3-month rates are equivalent to the , , and day dates reported on the Board's Commercial Paper web page. Rates on CDs on the secondary market are an average of dealer bid rates on nationally traded certificates of deposit.
Bid rates for Eurodollar deposits are collected around a. Eastern time. The bank prime loan rate is the rate posted by a majority of top 25 by assets in domestic offices insured U. Prime is one of several base rates used by banks to price short-term business loans. The discount window primary credit rate is charged for discounts made and advances extended under the Federal Reserve's primary credit discount window program, which became effective January 9, This rate replaces that for adjustment credit, which was discontinued after January 8, For further information, see this FRB press release.
Historical series for the rate on adjustment credit as well as the rate on primary credit are available at the H.
Treasury constant maturities - nominal. Yields on actively traded non-inflation-indexed issues adjusted to constant maturities. The year Treasury constant maturity series was discontinued on February 18, , and reintroduced on February 9, From February 18, , to February 9, , the U. Treasury published a factor for adjusting the daily nominal year constant maturity in order to estimate a year nominal rate.
The historical adjustment factor can be found at the U. Treasury web site and more methodology is here. Source: U. Additional information on both nominal and inflation-indexed yields may be found at the U.
Treasury web site. Based on the unweighted average bid yields for all TIPS with remaining terms to maturity of more than 10 years. Source: Reuters Limited. For corporate bonds , Moody's Aaa rates. Through December 6, , averages of utility and industrial bond rates. As of December 7, , industrial bonds only.
Bond Buyer Index, general obligation, 20 years to maturity, mixed quality; Thursday quotations. The "TED Spread" is a popular indicator of credit risk.
It is the price difference between three-month futures contracts for U. Treasuries and three-month contracts for Eurodollars having identical expiration months, or similar instruments. The series is computed daily by Moody's Analytics. An increase in the TED Spread indicates increasing risk of default, and investors will likely switch to safer investments; and vice-versa.
We have extended the series back to April by using the discontinued "three-month prime commercial paper - Average dealer offering rate, discount basis" series IRCP3MM. IUSA that fills the gap, using an adjustment factor published by the U. Treasury for this purpose.
The supplements will exhibit lags or gaps dependent on the two inputs. The daily H. ET daily, with a one-business day lag. Federal holidays on Monday will a delay the report and b cause a gap in most series. Three rates are reported even on holidays: the federal funds effective rate, bank prime loan rate, and discount window primary credit rate. The weekly H. The reference date is the previous Friday. The monthly H. Note that the human-readable report is posted at p. The FRB's reporting requires sufficient activity in the market.
IUSA that fills the gap. For all solutions offered by the company visit moodysanalytics. Join your colleagues in participating in this exclusive survey of global business confidence. Register now. Moody's Analytics.
Contact Us. Economic Indicators. Virgin Islands. United States Uruguay Venezuela. Series Information. How to use. Discount securities Treasury bills that are purchased at a price less than face value, to be redeemed for the face value at a specified later date. The rate of discount is approximately equal to the percentage below face value at which the security is purchased. Coupon securities Securities that pay periodic interest.
They are purchased at a price very close to face value and at maturity are redeemed at face value. The rate of interest paid periodically, typically every six months, is referred to as its "coupon".
For discount securities with six months or less to maturity, the EBY is the simple interest rate offered by the instrument. With more than six months to maturity, the EBY must account for the reinvestment of semiannual coupon payments.
Yield to maturity YTM Numbered footnotes Generally quoted from the source: 1. Annualized using a day year or bank interest. Contract interest rates on commitments for fixed-rate first mortgages. Breakeven inflation spreads Yield curve spreads Yield curve-implied probabability of recession. Further reading. At the source: H. Key Indicators for United States. Latest Data Updates.
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Graph and download economic data for Year Treasury Constant Maturity Rate (GS20) from Apr to Apr about year, maturity, Treasury, interest. Treasury discontinued the year constant maturity series at the end of calendar year and reinstated that series on October 1, As a result, there are no.
Treasury secondary market , private money market and capital market instruments. Weekly, monthly, and annual figures are averages of business days unless otherwise noted. Because the daily series have gaps i. Otherwise all intervals that contain a daily gap will themselves show as ND. Treasury from the daily yield curve for non-inflation-indexed Treasury securities.
On this page, you will find current and historical weekly yields for 3 month, 6 month Treasuries, as well as values for 1-, 2-, 3-, 5-, 7-, , , and 30 year treasuries. The official name of this index is "Yield on U.
In finance , the yield curve is a curve showing several yields to maturity or interest rates across different contract lengths 2 month, 2 year, 20 year, etc. The curve shows the relation between the level of the interest rate or cost of borrowing and the time to maturity , known as the "term", of the debt for a given borrower in a given currency. The U.
