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The dataset has four types of yield. The first three have maturities from 1 to 30 years, and the one-year forward rate is reported for "hence" periods of one, four and nine years.
- Zero-coupon yield
- Par yield
- Instantaneous forward yield
- One-year forward rate
Figures are percent per annum (% p.a.) not seasonally adjusted (NSA). Series start as early as June 14, 1961 for maturities up to seven years, and progressively later for longer maturities.
The series reside in the historical catalog (United States » Financial » Interest Rates » Treasury yield curves (FEDS 2006-28)) and include, for example:
- IR%FRGB01YZCUD.IUSA = U.S. Treasury 1-year maturity - Zero-coupon yield, (% p.a., NSA)
- IR%FRGB22YPYUD.IUSA = 22-year maturity - Par yield
- IR%FRGB30Y0FUD.IUSA = 30-year maturity - Instantaneous forward rate
- IR%FRGB09Y1FUD.IUSA = One-year forward rate starting 9 years hence
Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.
See also:
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