tcmd:
Daily Yields on Treasury Securities
Description
This data set contains daily 1 year, 3 year, 5 year, and 10 year
yields on treasury securities at constant, fixed maturity.
Format
4 univariate time series tcm1yd
, tcm3yd
, tcm5yd
,
and tcm10yd
and the joint series tcmd
.Details
The yields at constant fixed maturity have been constructed by the
Treasury Department, based on the most actively traded marketable
treasury securities. Daily refers to business days, i.e., weekends and holidays are
eliminated.