US Treasuries & Economic Indicators Time Series

Use the checkboxes to pick a chart to display

Constant maturity yield

Inflation - CPI (CPI-U All Items)

These datasets represent the Consumer Price Index published by the Bureau of Labor and Statistics (BLS), a commonly used economic indicator of inflation. The CPI-U for all items dataset can be displayed here as percentage changes from month-to-month or year-to-year. The monthly figures are seasonally adjusted by the BLS to smooth out the effect of predictable, calendar driven shifts in the price of goods and consumer behavior. Annual figures are not seasonally adjusted. More information about BLS seasonal adjustments is here.

Because the BLS may revise seasonally adjusted figures within the last 5 years, we provide options which allow you to see the monthly seasonally adjusted figures as the latest revision, or as they were originally reported.

Inflation - PPI Final Demand

These datasets represent the Producer Price Index published by the Bureau of Labor and Statistics (BLS), an economic indicator of inflation. It measures the price of goods, services, and construction sold by domestic producers, and is intended to provide an early signal of potential inflationary pressures in the supply chain. The Fed closely monitors this indicator, making it influential to interest rate policy. Month to month percent comparisons are seasonally adjusted by the BLS in a similar manner to the CPI-U MoM dataset.

Real GDP Percent Change

As reported by the Bureau of Economic Analysis

Unemployment Rate

As reported by the Bureau of Labor and Statistics

Fed Funds Targets & RRP

From 1979 to 1982 the Fed targeted M2 money supply growth instead of interest rates. Prior to 1982 the Fed did not publicize interest rate targets, but the Effective Federal Funds rate canbe used to infer the effect of open market operations during those years.

Yield Differentials

* Data for 1-month T-Bill only available as far back as July 2001
* Data for 3-month available as far back as 1934
* Data for 6-month available as far back as 1959

Overview and Usage

View and compare historical interest rates and other vital economic indicators by using the checkboxes above. Date range can be adjusted at the top. The "Yield Differentials" checkboxes can be used to identify time periods of yield curve inversion.