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Yield curve in the U.S. 2006-2019

Treasury yield curve in the United States from 2006 to 2020

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Source

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Release date

January 2021

Region

United States

Survey time period

2006 to 2019

Supplementary notes

End of year data.
The source adds the following information: "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 indicative, bid-side market quotations (not actual transactions) obtained by the Federal Reserve Bank of New York at or near 3:30 PM each trading day. The CMT yield values are read from the yield curve at fixed maturities, currently 1, 2, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years."

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Statistics on "Financial markets in the U.S."

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