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USBONDS.FIN
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1990-01-16
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YIELDS ON U.S. GOV. BONDS & NOTES -- ADJUSTED FOR CONSTANT MATURITIES*
FOR 1,2,3 & 5 YEARS
SOURCE: FEDERAL RESERVE STATISTICAL RELEASE G.13
DATA AVAILABLE IN KIMBERELY: MONTHLY, JAN. 1980 TO AUG. 1989
LAST UPDATE: SEPTEMBER 25, 1989
*YIELDS ON TREASURY SECURITIES AT A "CONSTANT MATURITY" ARE ESTIMATED FROM THE
TREASURY'S DAILY YIELD CURVE. THIS CURVE, WHICH RELATES THE YIELD ON A
SECURITY TO ITS TIME TO MATURITY, IS BASED ON THE CLOSING MARKET BID YIELDS ON
ACTIVELY TRADED TREASURY SECURITIES IN THE OVER-THE-COUNTER MARKET. THESE
MARKET YIELDS ARE CALCULATUED FROM COMPOSITIES OF QUOTATIONS REPORTED BY FIVE
LEADING U.S. GOVERNMENT SECURITIES DEALERS TO THE FEDERAL RESERVE BANK OF NEW
YORK. THE CONSTANT YIELD VALUES ARE READ FROM THE YIELD CURVE AT FIXED
MATURITIES, CURRENTLY 1,2,3,4,7,10 AND 30 YEARS. THIS METHOD PERMITS
ESTIMATION OF THE YIELD FOR A 10-YEAR MATURITY, FOR EXAMPLE, EVEN IF NO
OUTSTANDING SECURITY HAS EXACTLY 10 YEARS REMAINING TO MATURITY.
U.S.GOV. BONDS & NOTES-CONSTANT
MATURITIES
1-YEAR 2-YEAR 3-YEAR 5-YEAR
LATEST 3 MONTHES
6/89 8.44 8.41 8.37 8.29
7/89 7.89 7.82 7.83 7.83
8/89 8.19 8.14 8.13 8.09
HISTORICAL DATA
01/80 12.06 11.50 10.88 10.74
02/80 13.92 13.42 12.84 12.60
03/80 15.82 14.88 14.05 13.47
04/80 13.30 12.50 12.02 11.84
05/80 9.39 9.45 9.44 9.95
06/80 8.16 8.73 8.91 9.21
07/80 8.65 9.03 9.27 9.53
08/80 10.24 10.53 10.63 10.84
09/80 11.52 11.57 11.57 11.62
10/80 12.49 12.09 12.01 11.86
11/80 14.15 13.51 13.31 12.83
12/80 14.88 14.08 13.65 13.25
01/81 14.08 13.26 13.01 12.77
02/81 14.57 13.92 13.65 13.41
03/81 13.71 13.57 13.51 13.41
04/81 14.32 14.15 14.09 13.99
05/81 16.20 15.46 15.08 14.63
06/81 14.86 14.51 14.29 13.95
07/81 15.72 15.35 15.15 14.79
08/81 16.72 16.28 16.00 15.56
09/81 16.52 16.46 16.22 15.93
10/81 15.38 15.54 15.50 15.41
11/81 12.41 12.88 13.11 13.38
12/81 12.85 13.29 13.66 13.60
01/82 14.32 14.57 14.63 14.65
02/82 14.73 14.82 14.73 14.54
03/82 13.95 14.19 14.13 13.98
04/82 13.98 14.20 14.18 14.00
05/82 13.34 13.78 13.77 13.75
06/82 14.06 14.47 14.48 14.43
07/82 13.24 13.80 14.00 14.07
08/82 11.43 12.32 12.62 13.00
09/82 10.85 11.78 12.03 12.25
10/82 9.32 10.19 10.62 10.80
11/82 9.16 9.80 9.98 10.38
12/82 8.91 9.66 9.88 10.22
01/83 8.62 9.33 9.64 10.03
02/83 8.92 9.64 9.91 10.26
03/83 9.04 9.66 9.84 10.08
04/83 8.98 9.57 9.76 10.02
05/83 8.90 9.49 9.66 10.03
06/83 9.66 10.18 10.32 10.63
07/83 10.20 10.69 10.90 11.21
08/83 10.53 11.07 11.30 11.63
09/83 10.16 10.79 11.07 11.43
10/83 9.80 10.57 10.87 11.28
11/83 9.94 10.66 10.96 11.41
12/83 10.11 10.84 11.13 11.54
01/84 9.90 10.64 10.93 11.37
02/84 10.04 10.79 11.05 11.54
03/84 10.59 11.31 11.59 12.02
04/84 10.90 11.69 11.98 12.37
05/84 11.66 12.47 12.75 13.17
06/84 12.08 12.91 13.18 13.48
07/84 12.03 12.88 13.08 13.27
08/84 11.82 12.43 12.50 12.68
09/84 11.58 12.20 12.34 12.53
10/84 10.90 11.60 11.85 12.06
11/84 9.82 10.65 10.90 11.33
12/84 9.33 10.18 10.56 11.07
01/85 9.02 9.93 10.43 10.93
02/85 9.29 10.17 10.55 11.13
03/85 9.86 10.71 11.05 11.52
04/85 9.14 10.09 10.49 11.01
05/85 8.46 9.39 9.75 10.34
06/85 7.80 8.69 9.05 9.60
07/85 7.86 8.77 9.18 9.70
08/85 8.05 8.94 9.31 9.81
09/85 8.07 8.98 9.37 9.81
10/85 8.01 8.86 9.25 9.69
11/85 7.88 8.58 8.88 9.28
12/85 7.67 8.15 8.40 8.73
01/86 7.73 8.14 8.41 8.68
02/86 7.61 7.97 8.10 8.34
03/86 7.03 7.21 7.30 7.46
04/86 6.44 6.70 6.86 7.05
05/86 6.65 7.07 7.27 7.52
06/86 6.73 7.18 7.41 7.64
07/86 6.27 6.67 6.86 7.06
08/86 5.93 6.33 6.49 6.80
09/86 5.77 6.35 6.62 6.92
10/86 5.72 6.28 6.56 6.83
11/86 5.80 6.28 6.46 6.75
12/86 5.87 6.27 6.43 6.67
01/87 5.78 6.23 6.41 6.63
02/87 5.96 6.40 6.56 6.79
03/87 6.03 6.42 6.58 6.79
04/87 6.50 7.02 7.32 7.57
05/87 7.00 7.76 8.02 8.26
06/87 6.80 7.57 7.82 8.02
07/87 6.68 7.44 7.74 8.01
08/87 7.03 7.75 8.03 8.32
09/87 7.67 8.34 8.67 8.94
10/87 7.59 8.40 8.75 9.08
11/87 6.96 7.69 7.99 8.35
12/87 7.17 7.86 8.13 8.45
01/88 6.99 7.63 7.87 8.18
02/88 6.64 7.18 7.38 7.71
03/88 6.71 7.27 7.50 7.83
04/88 7.01 7.59 7.83 8.19
05/88 7.40 8.00 8.24 8.58
06/88 7.49 8.03 8.22 8.49
07/88 7.75 8.28 8.44 8.65
08/88 8.17 8.63 8.77 8.94
09/88 8.09 8.46 8.57 8.69
10/88 8.11 8.35 8.43 8.51
11/88 8.48 8.67 8.72 8.79
12/88 8.99 9.09 9.11 9.09
1/89 9.05 9.18 9.20 9.15
2/89 9.25 9.37 9.32 9.27
3/89 9.57 9.68 9.61 9.51
4/89 9.36 9.45 9.40 9.30
5/89 8.98 9.02 8.98 8.91
6/89 8.44 8.41 8.37 8.29
7/89 7.89 7.82 7.83 7.83
8/89 8.19 8.14 8.13 8.09
9/89
10/89
11/89
12/89