U.S. Department of the Treasury
United States federal department publishing official debt-management and interest-rate statistics.
What U.S. Department of the Treasury offers
2 sourcesOfficial daily Real Constant Maturity Treasury par real yields for TIPS at 5, 7, 10, 20, and 30 years. Treasury estimates the current daily par real curve with a monotone-convex spline using bid-side prices for recently auctioned TIPS. Outputs are percent-form real par yields, not inflation rates, breakevens, spot rates, discount factors, or forecasts. Observation date and published series/method breaks must accompany historical use.
Official daily nominal Constant Maturity Treasury par yields at 1, 1.5, 2, 3, 4, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. Treasury derives the current curve by a monotone-convex method from indicative bid-side prices for recently auctioned nominal securities. Outputs are percent-form par/bond-equivalent yields, not spot rates, zero-coupon rates, discount factors, APY, or forecasts. Observation date and published series/method breaks must accompany historical use.
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