Daily Treasury Yield Curve Rates http://pipes.yahoo.com/pipes/pipe.info?_id=1f79f9499512c798787c503fb758cf9f Thu, 01 Oct 2015 21:52:29 +0000 http://pipes.yahoo.com/pipes/ http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield <table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>3 Months</td><td>0%</td></tr><tr><td>2 Years</td><td>.64%</td></tr><tr><td>5 Years</td><td>1.37%</td></tr><tr><td>10 Years</td><td>2.05%</td></tr><tr><td>30 Years</td><td>2.85%</td></tr></table><p>Treasury Yield Curve Rates. These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. 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 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 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield curve is estimated daily using a cubic spline model. Inputs to the model are primarily bid-side yields for on-the-run Treasury securities. See our <a rel="nofollow" target="_blank" href="http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx">Treasury Yield Curve Methodology</a> page for details.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p> 1f79f9499512c798787c503fb758cf9f_c038d16057d109eff9ce42ad206adc6e