US Treasuries Time Series

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Constant maturity yield

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.

Inflation (CPI)

These datasets represent the Consumer Price Index published by the Bureau of Labor and Statistics (BLS), a commonly used economic indicator of inflation. Aggregate CPI values are available 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.

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 rate yield values by checking the datasets you want to see in the box. Date range can be adjusted at the top. The "Yield Differentials" checkboxes can be used to identify time periods of yield curve inversion.