Abstract: 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 dataset is updated daily from monday to friday
Publication Year: 2016
Publication Date: 2016-01-01
Language: en
Type: dataset
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