Dataset: Daily Treasury Real Yield Curve Rates

About this Dataset

Daily Treasury Real Yield Curve Rates

Content

Please see below commentary from the source.

These rates are commonly referred to as ""Real Constant Maturity Treasury"" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at ""constant maturity"" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Dataset updated daily every weekday."

Acknowledgements

Department of the Treasury
1500 Pennsylvania Ave., N.W.
Washington, D.C. 20220

Inspiration

What insights that can be drawn from the data
Can future predictions be derived from this data.

Tables

Daily Treasury Real Yield Curve

@kaggle.odezi45_daily_treasury_real_yield_curve_rates.daily_treasury_real_yield_curve

57.17 KB
4378 rows
6 columns


CREATE TABLE daily_treasury_real_yield_curve (
  "date" VARCHAR,
  "n_5_yr" DOUBLE,
  "n_7_yr" DOUBLE,
  "n_10_yr" DOUBLE,
  "n_20_yr" DOUBLE,
  "n_30_yr" DOUBLE
);