Rodrigo Fuentes

This dataset includes Treasury Par yield curve rates. These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily par yield curve. This curve is based on the closing market bid prices on the most recently auctioned Treasury securities in the over-the-counter market. These par yields are derived from indicative, bid-side market price quotations (not actual transactions) obtained by the Federal Reserve Bank of New York. For further details, visit US Treasury website.

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Markets - United States - US Department of Treasury - Daily Treasury Par Yield Curve Rates