The Fed: DDP: Selected Interest Rates (H.15)

Improved Charting Feature on Federal Reserve Economic Data (FRED) Website

2025-12-18T10:00:00-05:00

As part of ongoing improvements to enhance the user experience for the Board's Data Download Program (DDP), the "View chart" feature in the DDP was retired on December 18, 2025. Users seeking interactive charts for Board DDP data releases can access expanded functionality for customizing, sharing, and accessing charts through the Federal Reserve Bank of St. Louis's Federal Reserve Economic Data (FRED), as part of the DDP and FRED partnership.

Improved Charting Feature on Federal Reserve Economic Data (FRED) Website

2025-10-31T10:00:00-04:00

As part of ongoing improvements to enhance the user experience for the Board's Data Download Program (DDP), the view chart feature on federalreserve.gov will be retired on December 18. Users seeking interactive charts for DDP data releases can access them through the Federal Reserve Bank of St. Louis's Federal Reserve Economic Data (FRED). We encourage users to explore FRED's expanded charting tools for visualizing and customizing DDP data. Learn more about the DDP and FRED partnership. If you have any questions or concerns, please contact us.

Data Download Program and Federal Reserve Economic Data Partnership

2025-04-11T11:00:00-04:00

The Board and the Federal Reserve Bank of St. Louis's Federal Reserve Economic Data (FRED) are adding more options for the Board's Data Download Program (DDP) in FRED. Recent updates include direct links to FRED for every DDP data release, options to view charts in FRED, and a crosswalk—a comprehensive file mapping of DDP data series and their FRED counterparts. Learn more about the DDP and FRED partnership.

Federal Reserve Board seeks DDP users for online survey

2024-06-20T10:00:00-04:00

The Federal Reserve Board is conducting an online survey to collect data on online usage and consumption preferences of users of the Board's Data Download Program (DDP) website.Visit our website to take the survey: https://boardofgovernors.gov1.qualtrics.com/jfe/form/SV_a2UMGs63ePVhzOm

Data Download Program and Federal Reserve Economic Data Partnership

2024-03-26T16:15:00-04:00

The Board of Governors of the Federal Reserve System and the Federal Reserve Bank of St. Louis's Federal Reserve Economic Data (FRED) program are working together to expand options for finding, accessing, and visualizing data from the Board's Data Download Program (DDP) in FRED. Learn more about the DDP and FRED partnership.

Correction to Treasury rates for Wednesday, September 13, 2023

2023-09-14T16:15:00-04:00

U.S. government securities rates sourced from the U.S. Department of the Treasury with an as-of date of September 12, 2023, were inadvertently omitted on the H.15 published on Wednesday, September 13, 2023. The missing values were updated on Thursday, September 14, 2023.

Updated Treasury rates for August 2, 2023 added

2023-08-04T14:05:00-04:00

U.S. government securities rates sourced from the Treasury Department with an as-of date of August 1, 2023, were inadvertently omitted on the H.15 published on Wednesday, August 2, 2023. The missing values were updated on Thursday, August 3, 2023.

Federal Reserve Board to make formatting changes to DDP XML files

2023-03-09T15:08:00-05:00

On March 26, 2023, the Federal Reserve will make minor changes to the format of all XML files released through the Data Download Program (DDP). The changes include- adding line breaks in message headers to improve readability; - removing extra spaces before closing tags of observations; - and some long description text that was previously truncated will no longer be truncated. To see a sample file for this data release, click here: https://www.federalreserve.gov/data/sampleDDP/h15_data.zip These changes will help expedite the release of some public DDP releases and lay the groundwork for continued improvements in the future.

Federal Reserve Board seeks DDP users for online survey

2022-08-15T16:35:00-04:00

The Federal Reserve Board is conducting an online survey to collect data on online usage and consumption preferences of users of the Board's Data Download Program (DDP) website. Visit our website to take the survey: https://boardofgovernors.gov1.qualtrics.com/jfe/form/SV_1I95KuU02McZSwS

Correction of Bank Prime Loan Rate for June 28, 2022

2022-06-29T13:57:00-04:00

An incorrect prime rate for June 27, 2022, was published on June 28, 2022. The rate should have been 4.75 (rather than 475.00). The H.15 will be updated today at 4:15 p.m. to correct the inaccurate rate.

Federal Reserve Board seeks DDP users for focus groups

2022-05-19T10:40:00-04:00

The Federal Reserve Board is conducting focus groups to collect data on online usage and consumption preferences of users of the Board's Data Download Program (DDP) website.Visit our Contact Us page, enter your information, and write "volunteer" in the comment box to sign up: https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/ddpfeedback/

H.15 Selected Interest Rates data in DDP now available

2020-09-02T17:06:00-04:00

H.15 Selected Interest Rates data were temporarily unavailable in the Data Download Program (DDP). The data are now available at https://www.federalreserve.gov/datadownload/Choose.aspx?rel=H15

H.15 Selected Interest Rates data in DDP temporarily unavailable

2020-09-02T16:58:00-04:00

The H.15 Selected Interest Rates Data Download Program (DDP) is temporarily unavailable due to technical difficulties. A notice will be posted when the data are published to the DDP. The data are available at http://www.federalreserve.gov/releases/h15/current/default.htm

Correction to historical 20-year Treasury Constant Maturity series

2020-08-31T17:15:00-04:00

In July 2020, the current 20-year Treasury Constant Maturity series and the previously discontinued 20-year Treasury Constant Maturity rates were joined to make it easier for users to discover the discontinued rates. When combining these series, we inadvertently included estimated rates that covered the period when the US Treasury did not issue any securities with a 20-year maturity (January 1, 1987-September 30, 1993). These estimates were the average of the 10-year and 30-year rates. Given that these rates were estimates and not reported values, they have been removed from the Data Download Program.

Correction of Treasury Rates for August 19, 2020

2020-08-26T16:15:00-04:00

The H.15 release incorrectly noted that the markets were closed on August 19, 2020 and did not include data from the U.S. Treasury on that date. The H.15 release and the Data Download Program have been updated with the missing rates.

Correction of Prime Rate for March 16, 2020

2020-04-15T16:15:00-04:00

An incorrect prime rate for March 16, 2020, was published on March 17, 2020. The H.15 Data Download Program has been updated to correct the inaccurate rate. The rate should have been 3.25 (rather than 4.25).

H,15 Selected Interest Rates data in DDP now available

2019-12-06T17:42:00-05:00

H.15 Selected Interest Rates data were temporarily unavailable in the Data Download Program (DDP). The data are now available at https://www.federalreserve.gov/datadownload/Choose.aspx?rel=H15

H.15 Selected Interest Rates data in DDP temporarily unavailable

2019-12-06T16:53:00-05:00

Correction to Treasury rates for February 25-28, 2019

2019-04-08T16:15:00-04:00

Rates for several series from the U.S. Treasury have been corrected. Affected rates include the 6-month and 1-year Treasury Constant Maturity (TCM) rates. The specific revisions are: Series Date Original Corrected 6-month TCM 2019-02-25 2.52 2.51 6-month TCM 2019-02-26 2.52 2.51 6-month TCM 2019-02-27 2.53 2.52 1-year TCM 2019-02-26 2.56 2.55 1-year TCM 2019-02-27 2.55 2.54

Federal Reserve Board offices in Washington, D.C. are closed due to inclement weather

2019-02-20T07:38:00-05:00

The daily and weekly releases will be published on the first business day that Federal Reserve Board offices in the Washington, D.C. area reopen.

Federal Reserve Board offices in Washington, D.C. are closed due to inclement weather

2019-01-14T07:56:00-05:00

The daily and weekly releases will be published on the first business day that Federal Reserve Board offices in the Washington, D.C. area reopen.

Correction to Treasury rates for Monday, September 17, 2018

2018-09-19T16:15:00-04:00

U.S. government securities rates sourced from the Treasury department with an as-of date of September 17, 2018, were inadvertently omitted on the H.15 published on Tuesday, September 18, 2018. The missing rates have now been updated.

Federal government offices in Washington, D.C., are closed due to inclement weather.

2018-03-21T06:30:00-04:00

The Federal Open Market Committee will meet as planned. The FOMC statement will be released as scheduled at 2 p.m. EDT, and the Chairman's news conference will start at 2:30 p.m. EDT. The Federal Reserve Board plans to issue the following releases as scheduled:Selected Interest Rates - H.15All other previously scheduled releases for Wednesday, March 21 will be postponed until the next business day government offices are open.

Corrections to several historical Treasury rates

2017-11-13T16:15:00-05:00

Historical rates for several series from the U.S. Treasury have been corrected. Affected rates include the 4-week, 3-month and 6-month Treasury bill (secondary market) rates, the 7-year inflation-indexed Treasury constant maturity rate, and the inflation-indexed long-term average rate. A table with the corrected observations is available at: https://federalreserve.gov/releases/h15/historical-data-correction.htm

Correction of Federal Funds rates for May 31, 2017

2017-06-02T10:07:00-04:00

An incorrect federal funds rates for May 31, 2017, was published on June 1, 2017. The H.15 has been updated to correct the inaccurate rates. The rate should have been 0.83 (rather than 0.82).

Correction of Treasury rates for April 14, 2017, the week ending April 14, 2017, and the month of April 2017

2017-05-18T16:15:00-04:00

Incorrect Treasury rates for April 14, 2017, were again received from the external provider of this information and published on May 18, 2017. The H.15 has been updated to correct the inaccurate rates.

Correction of Treasury rates for April 14, 2017, and the week ending April 14, 2017

2017-04-25T16:15:00-04:00

Incorrect Treasury rates for April 14, 2017, were received from the external provider of this information beginning on April 21, 2017. The H.15 has been updated to correct the inaccurate rates.

Discontinuance of several rates on October 11, 2016

2016-10-11T16:15:00-04:00

As noted on the announcement posted on September 26, 2016, the Federal Reserve Board will cease publication of the following interest rates on its Selected Interest Rates (H.15) statistical release effective October 11, 2016: Eurodollar deposits, corporate bonds, state and local bonds, and conventional mortgages. The interest rate swaps will continue to be published for two more weeks and will instead be discontinued on October 31, 2016.A list of sources for the discontinued data is available at: http://www.federalreserve.gov/releases/h15/h15_technical_qa.htmThe Board will continue to publish the following interest rates in the H.15 release: federal funds (effective), commercial paper, bank prime loan, discount window primary credit, and U.S. Treasury securities.Additionally, as of October 11, 2016, the Board will no longer publish the H.15 in PDF format or publish weekly and monthly averages directly on the H.15. Weekly and monthly averages will continue to be available through the Board's Data Download Program.The H.15 will be published at 4:15pm every business day (excluding holidays).

Discontinuance of several rates on October 11, 2016

2016-09-26T14:30:00-04:00

Beginning October 11, 2016, the Federal Reserve Board will cease publication of the following interest rates on its Selected Interest Rates (H.15) statistical release: Eurodollar deposits, interest rate swaps, corporate bonds, state and local bonds, and conventional mortgages. These interest rates are not produced by the Board and are available from their original sources before they are published by the Board on the H.15. The Board has judged that, given the alternative sources available to the public, the costs of collecting and publishing these data outweigh the benefits. A list of sources for the discontinued data is available at: http://www.federalreserve.gov/releases/h15/h15_technical_qa.htm The Board will continue to publish the following interest rates in the H.15 release: federal funds (effective), commercial paper, bank prime loan, discount window primary credit, and U.S. Treasury securities. Additionally, the Board will no longer publish the H.15 in PDF format or publish weekly and monthly averages directly on the H.15. Weekly and monthly averages will continue to be available, along with other historical data, through the Board's Data Download Program.

Corrections to State and local bond rates for June 9, June 16, June 23, June 30, and July 7, 2016

2016-07-15T17:15:00-04:00

Historical rates for State and local bonds for June 9, June 16, June 23, June 30, and July 7, 2016, have been corrected, as well as the weekly rates for June 10, June 17, June 24, July 1, and July 8, 2016, and the monthly rate for June 2016. The State and local bond rate published for June 9, 2016, should have been 3.03 (rather than 3.18); the rate published for June 16, 2016, should have been 2.99 (rather than 3.18); the rate published for June 23, 2016, should have been 2.90 (rather than 3.18); the rate published for June 30, 2016, should have been 2.85 (rather than 3.18); and the rate published for July 7, 2016, should have been 2.80 (rather than 3.18). The rate published for week ending June 10, 2016, should have been 3.03 (rather than 3.18); the rate published for the week ending June 17, 2016, should have been 2.99 (rather than 3.18); the rate published for the week ending June 24, 2016, should have been 2.90 (rather than 3.18); the rate published for the week ending July 1, 2016, should have been 2.85 (rather than 3.18); and the rate published for the week ending July 8, 2016, should have been 2.80 (rather than 3.18). The rate published for the month of June 2016 should have been 3.01 (rather than 3.20).

Implementation of Planned Changes to the Effective Federal Funds Rate

2016-02-01T14:30:00-05:00

On January 6, 2016, the Federal Reserve Bank of New York announced the implementation date for two changes to the calculation of the effective federal funds rate (EFFR). Effective March 1, the data source for the EFFR will move from aggregated data provided by federal funds brokers to transaction-level data reported by depository institutions. In addition, the calculation method will change from a volume-weighted average to a volume-weighted median.The H.15 will include the new EFFR rate on March 2, with data for March 1, 2016. More information, including additional detail on the calculation methodology, will also be published March 2.For additional information, please see:Statement Regarding the Implementation of Planned Changes to the Effective Federal Funds Rate and Publication of the Overnight Bank Funding RateStatement Regarding Planned Changes to the Calculation of the Federal Funds Effective Rate and the Publication of an Overnight Bank Funding Rate Statement Regarding the Calculation Methodology for the Effective Federal Funds Rate and Overnight Bank Funding Rate

Federal Reserve Board Closure

2016-01-26T09:20:00-05:00

Due to inclement weather, federal offices in Washington, D.C. are closed on January 26, 2016. The weekly and daily releases of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Federal Reserve Board Closure

2016-01-25T10:15:00-05:00

Due to inclement weather, federal offices in Washington, D.C. are closed on January 25, 2016. The weekly release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Federal Reserve Board Closure

2016-01-22T10:05:00-05:00

Due to inclement weather, federal offices in Washington, D.C. are closed after noon on January 22, 2016. The daily release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Correction to Aaa and Baa corporate bond data for December 24 and the week ending December 25, 2015

2015-12-29T12:10:00-05:00

The weekly H.15 release issued on Monday, December 28 2015, has been corrected. Corporate bond data published for December 24 and the week ending December 25 are now available (previously listed as n.a.).

Correction to the federal funds rate for the week ending August 7, 2015

2015-08-11T15:55:00-04:00

The weekly H.15 release issued on Monday, August 10, 2015, has been corrected. The federal funds rate published for the week ending August 7, 2015, should have been 0.11 (rather than 0.14).

Federal Reserve Board Closure

2015-03-05T09:18:00-05:00

Due to inclement weather, federal offices in Washington, D.C., are closed on Thursday, March 5, 2015. The daily release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Federal Reserve Board Closure

2015-02-17T09:45:00-05:00

Due to inclement weather, federal offices in Washington, D.C. are closed on Tuesday, February 17, 2015. The weekly release of the Selected Interest Rates - H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Correction to the federal funds rate for January 20, 2015

2015-01-21T16:15:00-05:00

The weekly H.15 release issued on Tuesday, January 20, 2015, has been corrected. The federal funds rate published for January 16, 2015, should have been 0.13 (rather than 0.12).

Holiday - December 25, and December 26, 2014

2014-12-23T16:15:00-05:00

The daily H.15 releases scheduled for Thursday, December 25 and Friday, December 26 will be published on Monday, December 29, 2014, because the federal government is closed.

Correction to the 1- and 3-month financial commercial paper rates for April 25th, 2014

2014-05-01T16:15:00-04:00

The weekly H.15 release issued on Monday, April 28th, 2014, has been corrected. The 1- and 3-month financial commercial paper rates published for April 25, 2014, should have been 0.06 and 0.11, respectively (rather than n.a.).

Federal Reserve Board Closure

2014-03-17T07:34:00-04:00

Due to inclement weather, federal offices in Washington, D.C. are closed on Monday March 17, 2014. The weekly release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Federal Reserve Board Closure

2014-03-02T23:22:00-05:00

Due to inclement weather, federal offices in Washington, D.C. are closed on Monday March 3, 2014. The weekly release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Federal Reserve Board Closure

2014-02-13T08:30:00-05:00

Due to inclement weather, federal offices in Washington, D.C. are closed on Thursday, February 13, 2014. The daily release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Federal Reserve Board Closure

2014-01-21T09:15:00-05:00

Due to expected severe weather, the Federal Reserve Board is closed on Tuesday, January, 21, 2014. The Board's daily and weekly statistical releases scheduled for Tuesday will be published on the first business day that federal offices in the Washington, D.C. area reopen.

Correction to the 10-year Treasury constant maturity rate for January 14, 2014

2014-01-15T17:46:00-05:00

The daily H.15 release issued on Wednesday, January 15, 2014, has been corrected. The 10-year Treasury constant maturity rate published for January 14, 2014, should have been 2.88 (rather than 2.77).

Correction to the federal funds rate for December 13, 2013

2014-01-08T09:30:00-05:00

The weekly H.15 release issued on Monday, December 16, 2013, has been corrected. The federal funds rate published for December 13, 2013, should have been 0.08 (rather than 0.09).

No update on December 10, 2013

2013-12-10T11:00:00-05:00

Due to inclement weather, federal offices in Washington, D.C., are closed on Tuesday, December 10, 2013. The H.15 daily update scheduled for today will not be published. The daily update will be published on Wednesday, December 11, 2013, unless otherwise announced.

Discontinuance of CD rates (secondary market)

2013-12-05T16:15:00-05:00

As of the release on December 16, 2013, the H.15 will cease publication of the 1-month, 3-month, and 6-month CD rates. Recent attrition has reduced both the number and types of institutions that provide quotes creating a challenge to construct statistically robust estimates of CD rates, and it is not feasible to resume publication. The historical rates will remain available through the Federal Reserve Board's Data Download Program (DDP).

CD rates (secondary market)

2013-07-02T16:15:00-04:00

Rates for "CDs (secondary market)" are not reported (and "n.a." is shown) when the number of respondents is too few to be representative. Footnote seven has been updated to reflect this.

Changes to footnote seven (CD rates)

2013-06-25T16:15:00-04:00

Footnote seven has been changed to provide additional clarity about the rates reported for "CDs (secondary market);" however, the sources of the data and the methodology used to construct the series have not changed.

Federal offices closed

2013-03-06T09:00:00-05:00

Due to severe weather, federal offices in the Washington, D.C., area are closed on Wednesday, March 6, 2013. The Board's H.15 Daily Statistical Release for Wednesday will be published on the first business day that federal offices in the Washington, D.C., area reopen

Federal Reserve Board Closure, October 30, 2012

2012-10-29T16:42:00-04:00

Due to expected severe weather, federal offices in the Washington, D.C., area, are closed to the public on Tuesday, October 30, 2012. The Board's daily and weekly statistical releases scheduled for Tuesday will be published on the first business day that federal offices in the Washington, D.C., area reopen.

Federal Reserve Board Closure

2012-10-28T21:30:00-04:00

Due to expected severe weather, federal offices in the Washington, D.C., area, are closed to the public on Monday, October 29, 2012. The Board's daily and weekly statistical releases scheduled for Monday will be published on the first business day that federal offices in the Washington, D.C., area reopen.

H.15 CD rates for August 27, 2012

2012-08-28T17:25:00-04:00

Data for the 1-month, 3-month, and 6-month CD rates were inadvertently omitted from an earlier version of the daily H.15 release.

New graphics options are now available from the Data Download Program (DDP)

2011-11-08T15:00:00-05:00

Users can now view plotted data as column charts, and add U.S. recession shading, while using the "View chart" function of the Data Download Program (DDP).

Correction to the 10-year Treasury constant maturities rate for March 10, 2011

2011-03-14T11:15:00-04:00

The daily H.15 release issued on Friday March 11, 2011 has been corrected to reflect corrected data from the Treasury. The 10-year Treasury constant maturities published for March 10, 2011, should have been 3.37 (rather than 3.46).

New interactive graphics feature of Data Download Program (DDP)

2010-12-02T11:00:00-05:00

Users will now be able to create and view interactive graphics of data packages from the program before downloading the underlying data and charts. The charting feature allows users to view multiple data series on a single chart as well as to display individual data points. The charts can be saved as PDFs or in a standard image file format (PNG) for publication and redistribution.

"Graphics play an important role in identifying data trends and relationships," said Federal Reserve Vice Chair Janet L. Yellen. "With the help of this intuitive new user interface, it's now possible to create customized charts directly from Federal Reserve statistical data."

Correction to the federal funds rate for April 30, 2010

2010-05-04T11:00:00-04:00

The weekly H.15 release issued on Monday, May 3, 2010 has been corrected. The federal funds rate published for April 30, 2010, should have been 0.20 (rather than 0.22).

Discontinuance of rates posted by Commercial Paper Funding Facility (CPFF)

2010-03-25T16:15:00-04:00

The Commercial Paper Funding Facility (CPFF) expired on February 1, 2010. As of the release dated March 29, 2010, the H.15 will no longer report interest rates associated with the CPFF. The historical rates remain available through the Federal Reserve Board's Data Download Program (DDP).

Addition of interest rates for 30-year TIPS

2010-03-01T14:30:00-05:00

Beginning today, the interest rate for the 30-year inflation indexed U.S. government security has been added to the H.15 release and the daily update.

Correction to the Discount window primary credit rate for February 19, 2010

2010-02-23T19:30:00-05:00

The weekly H.15 release issued on Monday, February 22, 2010 has been corrected. The Discount window primary credit rate published for February 19, 2010, should have been 0.75 (rather than 0.50).

No update on February 9, 2010

2010-02-08T22:15:00-05:00

Due to inclement weather, the Federal Reserve Board is closed on Tuesday, February 9, 2010. The H.15 weekly release and daily update scheduled for today will not be published. The release and daily update will be published on Wednesday, February 10, 2010, unless otherwise announced.

No update on February 8, 2010

2010-02-07T20:30:00-05:00

Due to inclement weather, the Federal Reserve Board is closed on Monday, February 8, 2010. The H.15 weekly release scheduled for today will not be published. The release and daily update will be published on Tuesday, February 9, 2010, unless otherwise announced.

No Update on December 24 and December 25

2009-12-18T16:15:00-05:00

Owing to the closure of the Federal Reserve Board on the afternoon of Thursday, December 24, and on Friday, December 25, 2009, the H.15 daily updates will not be published on Thursday, December 24, 2009, or Friday, December 25, 2009.

No Update on January 19 and January 20

2009-01-12T14:30:00-05:00

The Federal Reserve Board will be closed on Monday, January 19, and Tuesday, January 20. The H.15 daily update and the weekly H.15 release will not be posted on either of those days. The H.15 daily update and the weekly H.15 release will be posted at their normally scheduled times on Wednesday, January 21.

Addition of rates posted by Commercial Paper Funding Facility (CPFF)

2009-01-02T16:16:00-05:00

As of the release on January 5, 2009, the H.15 will include rates for financial and nonfinancial commercial paper posted by the Commercial Paper Funding Facility (CPFF). Historical data will be provided from October 27, 2008, the date when the CPFF began funding purchases of eligible commercial paper. Further information on the CPFF is available at www.federalreserve.gov/monetarypolicy/cpff.htm.

No Update on December 26

2008-12-18T16:15:00-05:00

The Federal Reserve Board will be closed on Friday, December 26. The H.15 daily update will not be posted on that day. The weekly H.15 release will be available at the normally scheduled time on Monday, December 29.

Corrections for rounding errors on interest rate swaps

2007-10-01T14:30:00-04:00

Due to a software problem, several rates on interest rate swaps were incorrectly rounded when originally published on the H.15 Selected Interest Rates statistical release. See the announcement for details.

RSS feeds now available from the Federal Reserve Board

2006-12-18T09:00:00-05:00

The Federal Reserve Board's Data Download Program (DDP) now provides RSS feeds for users. Subscribers are notified about any updates or changes to the available data.The announcements will also be available on the DDP website. To subscribe to a feed, please visit the main RSS feeds page.

Addition of 20-Year Treasury Constant Maturity Inflation-Indexed

2004-07-28T10:40:00-04:00

In accordance with its announcement of May 5, 2004, the Treasury commenced publishing a 20-year constant maturity inflation-indexed interest rate effective July 27, 2004. It appears on the daily H.15 effective with the issue of July 28, 2004, and on the weekly H.15 effective with the issue of August 2, 2004.

Discontinuance of Treasury Long-Term Average Nominal Rate

2004-06-02T10:53:00-04:00

In accordance with its announcement of May 5, 2004, the Treasury has ceased publication of its long-term average nominal yield, effective June 1, 2004. The Treasury commenced publishing this rate on February 19, 2002, coinciding with the discontinuance of its 30-year constant maturity rate. At that time, the Treasury began to publish an "extrapolation factor," to allow users to calculate a proxy for the 30-year constant maturity rate. An extrapolation factor will continue to be published, but, as of June 1, it will be based on an extrapolation from the 20-year yield curve point. The extrapolation factor is available at the Treasury website, www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html, as reported in footnote 11 of the release.

Inclusion of Yields on Treasury Inflation-Protected Securities

2004-01-05T10:54:00-05:00

As of the release of January 5, 2004, the H.15 includes four daily yields, constructed by the Treasury Department, on Treasury inflation-protected securities (TIPS): yields at constant maturities of 5, 7, and 10 years and an average of yields on all TIPS having remaining maturities of more than 10 years. Historical data for these series are available back to January 2, 2003. Further information may be found at www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html.

Changes to Treasury Long-Term Rate Series

2002-02-25T10:55:00-05:00

As of the release dated February 25, 2002, the H.15 no longer reports a 30-year constant maturity yield for Treasury securities and begins reporting a yield for Treasury securities with 25 years or more remaining to maturity. The changes reflect the Treasury's announcement on January 30, 2002, that, effective February 18, it would cease supplying an estimate of the 30-year constant maturity yield and that it would commence supplying a long-term yield based on a basket of long-dated securities. As indicated in footnote 12 of the release, the new long-term rate is based on an unweighted average of the bid yields for all Treasury fixed-coupon securities with remaining terms to maturity of at least 25 years. A factor to adjust the daily long-term average to estimate a 30-year rate is available at the Treasury web site reported in footnote 13 of the release.

Original and Revised Treasury Rates for the Week Ending September 14, 2001

2001-10-26T10:45:00-04:00

The H.15 site has links to the original September 17, 2001, release as well as to the revised releases for that date and for September 24. Data for most of the interest rates reported in the H.15 release of September 17, 2001, were missing for September 11-13 because of inactive markets or delays in data processing arising from the disasters of September 11. On September 25 the Treasury released the data that had been missing for September 13 regarding the constant maturity interest rates on Treasury securities and the secondary rates on bills. On October 1, 2001, the Federal Reserve issued a revised version of the H.15 release of September 17 to show the September 13 values of those series and the correspondingly updated values of the averages for the week ending September 14; also on October 1, 2001, the Federal Reserve issued a revised version of the September 24 release to show the new values of the averages for the week ending September 14.

Changes in the reporting of Treasury securities

2001-09-04T10:59:00-04:00

On July 31, 2001, the Department of the Treasury began the weekly issuance of 4-week bills. On August 27, 2001, the Treasury stopped reporting secondary market yields for 1-year Treasury bills, the final issuance of which was on February 27, 2001. Effective with the issue of September 4, 2001, the H.15 statistical release reflects these changes by reporting the secondary market rate for 4-week bills and by no longer reporting the secondary market rate for 1-year bills. In addition, the H.15 now reports a 1-month constant maturity rate, which the Treasury began calculating when it introduced the 4-week bill.

Note to Users of the H.15 Statistical Release; The addition of swap rates.

2000-07-10T10:59:00-04:00

Effective July 10, 2000, several changes are being made to the H.15 release: Rates for fixed-rate payers in interest rate swaps, as collected under the auspices of the International Swaps and Derivatives Association, Inc., are being added. These swap rates are for maturities of 1, 2, 3, 4, 5, 7, 10, and 30 years. No longer appearing on the release are auction highs for 3-month, 6-month, and 1-year Treasury bills. These figures continue to be available from the Treasury's website: http://www.publicdebt.treas.gov/of/ofrespr.htm. Also being dropped is the Treasury composite (an unweighted average of yields on all outstanding bonds neither due nor callable in less than 10 years). Finally, the H.15 no longer contains rates for 3-month and 6-month bankers acceptances. The quotes continue to be available on Telerate, which was the source for these rates as reported on the H.15.

Change in the source of data for commercial paper

1997-05-12T11:01:00-04:00

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