Yield Curve & Inflation Compensation
Treasury constant maturity yields across the curve, together with the yield spreads published on that curve.
U.S. Treasury Constant Maturity Yields
- U.S. Treasury 1M Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY1MDaily
- U.S. Treasury 3M Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY3MDaily
- U.S. Treasury 6M Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY6MDaily
- U.S. Treasury 1Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY1Daily
- U.S. Treasury 2Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY2Daily
- U.S. Treasury 3Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY3Daily
- U.S. Treasury 5Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY5Daily
- U.S. Treasury 10Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY10Daily
- U.S. Treasury 20Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY20Daily
- U.S. Treasury 30Y Constant Maturity YieldNelson and Siegel (1987); Gürkaynak, Sack, and Wright (2007)USTSY30Daily