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Daily US Treasury Bond Yields Historical Data
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About
Daily historical yields of U.S. Treasury bonds are essential indicators for global financial markets, serving as a primary benchmark for interest rates and reflecting the borrowing costs for the United States government. This dataset captures yield percentages across a broad spectrum of maturities, ranging from short-term 1-month bills to long-term 30-year bonds. These figures act as a critical gauge for economic health, influencing investment strategies and monetary policy decisions worldwide.
Columns
The dataset contains 12 columns representing the date and yield percentages for various bond maturities:
- date: The trading day recorded in ISO 8601 format (YYYY-MM-DD).
- US1M: Yield of the U.S. 1-Month Treasury Bill (%).
- US3M: Yield of the U.S. 3-Month Treasury Bill (%).
- US6M: Yield of the U.S. 6-Month Treasury Bill (%).
- US1Y: Yield of the U.S. 1-Year Treasury Note (%).
- US2Y: Yield of the U.S. 2-Year Treasury Note (%).
- US3Y: Yield of the U.S. 3-Year Treasury Note (%).
- US5Y: Yield of the U.S. 5-Year Treasury Note (%).
- US7Y: Yield of the U.S. 7-Year Treasury Note (%).
- US10Y: Yield of the U.S. 10-Year Treasury Note (%).
- US20Y: Yield of the U.S. 20-Year Treasury Note (%).
- US30Y: Yield of the U.S. 30-Year Treasury Note (%).
Distribution
- Format: .csv
- Size: Approximately 920 kB
- Record Count: Over 16,300 valid rows.
- Update Frequency: Daily
- Date Range: 2 January 1962 to 21 June 2024.
Usage
This dataset is ideal for a variety of financial and economic applications:
- Time Series Analysis: Modelling historical trends in interest rates.
- Economic Forecasting: Predicting future economic conditions based on yield curve inversions or shifts.
- Risk Management: Assessing interest rate risk for portfolios.
- Investment Strategy: Benchmarking returns for fixed-income securities.
- Academic Research: Studying the historical cost of government borrowing.
Coverage
- Geographic Scope: United States.
- Time Range: The overall dataset covers the period from 1962 to 2024. However, data availability varies by maturity:
- 1962 Start: 1-Year, 3-Year, 5-Year, 10-Year, and 20-Year bonds.
- 1969 Start: 7-Year notes.
- 1976 Start: 2-Year notes.
- 1977 Start: 30-Year bonds.
- 1981 Start: 3-Month and 6-Month bills.
- 2001 Start: 1-Month bills.
License
Attribution-NonCommercial 4.0 International (CC BY-NC 4.0)
Who Can Use It
- Financial Analysts: For benchmarking and market analysis.
- Economists: To monitor government borrowing costs and economic health.
- Data Scientists: For building predictive models involving interest rates.
- Students and Researchers: For academic projects related to macroeconomics and finance.
Dataset Name Suggestions
- Daily US Treasury Bond Yields Historical Data
- US Government Interest Rate Time Series (1962-2024)
- United States Treasury Yield Curve Data
Attributes
Original Data Source: Daily US Treasury Bond Yields Historical Data
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