OFR Short-term Funding Monitor - Data Sets
Treasury Constant Maturity Rates
The Treasury Constant Maturity Rates are a daily look at the shape of the yield curve for Treasury securities. These series are helpful for understanding market expectations of future funding costs, although they often also reflect technical factors in Treasury markets.
The series are published most weekday afternoons by the U.S. Treasury for the prior trading day. The OFR adds these data to the Short-term Funding Monitor the next business day. The time the data were last retrieved is noted on each individual data series page.
Series in This Data Set
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Suggested CitationOffice of Financial Research, “OFR Short-term Funding Monitor,” refreshed daily, https://www.financialresearch.gov/short-term-funding-monitor/ (accessed ).