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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This OFR monitor is presented solely for informative purposes and should not be relied upon for financial decisions; it is not intended to provide any investment or financial advice. If you have any specific questions about any financial or other matter please consult an appropriately qualified professional. The OFR makes no warranty, express or implied, nor assumes any legal liability or responsibility for the accuracy, completeness, reliability, and usefulness of any information that is available through this website, nor represents that its use would not infringe on any privately owned rights.

Disclaimer Regarding Non-OFR Data and Information

For convenience and informational purposes only, the OFR may provide links and references to nongovernment sites. These sites may contain information that is copyrighted with restrictions on reuse. Permission to use copyrighted materials must be obtained from the original source and cannot be obtained from the OFR or from the U.S. Treasury Department. The OFR is not responsible for the content of external websites linked to or referenced from this site or from the OFR web server. The U.S. government, the U.S. Treasury Department, the Financial Stability Oversight Council, and the OFR neither endorse the data, information, content, materials, opinions, advice, statements, offers, products, services, presentation, or accuracy, nor make any warranty, express or implied, regarding these external websites. Please note that neither the U.S. Treasury Department nor the OFR controls, and cannot guarantee, the relevance, timeliness, or accuracy of third-party content or other materials. Users should be aware that when they select a link on this OFR website to an external website, they are leaving the OFR site.

Suggested Citation

Office of Financial Research, “OFR Short-term Funding Monitor,” refreshed daily, https://www.financialresearch.gov/short-term-funding-monitor/ (accessed ).