Selected Interest Rates (Daily) - H.15
Corrections to several historical Treasury rates
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.
The following tables list the corrected observations:
4-week Treasury bill secondary market rate discount basis
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Date | Original | Corrected |
---|---|---|
2002-01-02 | 1.70 | 1.71 |
2002-01-15 | 1.62 | 1.61 |
2002-01-23 | 1.67 | 1.65 |
2002-01-29 | 1.69 | 1.66 |
2002-02-05 | 1.71 | 1.67 |
2002-02-12 | 1.73 | 1.71 |
2002-02-20 | 1.72 | 1.70 |
2002-02-26 | 1.75 | 1.74 |
2002-03-05 | 1.75 | 1.74 |
2002-03-12 | 1.79 | 1.76 |
2002-03-19 | 1.78 | 1.75 |
2002-03-26 | 1.79 | 1.76 |
2002-04-02 | 1.76 | 1.75 |
2002-04-23 | 1.65 | 1.64 |
2002-04-30 | 1.74 | 1.72 |
2002-05-07 | 1.74 | 1.70 |
2002-05-14 | 1.75 | 1.74 |
2002-06-25 | 1.71 | 1.67 |
2002-07-02 | 1.69 | 1.67 |
2002-07-09 | 1.69 | 1.70 |
2002-07-16 | 1.71 | 1.69 |
2002-07-23 | 1.70 | 1.69 |
2002-08-06 | 1.69 | 1.67 |
2002-08-13 | 1.66 | 1.65 |
2002-08-20 | 1.67 | 1.64 |
3-month Treasury bill secondary market rate discount basis
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Date | Original | Corrected |
---|---|---|
2002-01-07 | 1.65 | 1.66 |
2002-01-22 | 1.67 | 1.66 |
2002-01-28 | 1.73 | 1.70 |
2002-02-11 | 1.72 | 1.70 |
2002-02-19 | 1.73 | 1.71 |
2002-03-04 | 1.78 | 1.76 |
2002-03-11 | 1.83 | 1.80 |
2002-03-18 | 1.85 | 1.83 |
2002-03-25 | 1.82 | 1.79 |
2002-04-01 | 1.76 | 1.75 |
2002-04-15 | 1.69 | 1.68 |
2002-04-29 | 1.75 | 1.74 |
2002-05-06 | 1.75 | 1.73 |
2002-05-13 | 1.76 | 1.74 |
2002-05-20 | 1.74 | 1.72 |
2002-05-28 | 1.74 | 1.73 |
2002-06-03 | 1.74 | 1.72 |
2002-06-10 | 1.73 | 1.72 |
2002-06-17 | 1.71 | 1.70 |
2002-07-01 | 1.71 | 1.70 |
2002-06-30 | 1.69 | 1.68 |
2002-07-15 | 1.69 | 1.68 |
2002-07-22 | 1.67 | 1.68 |
2002-08-12 | 1.65 | 1.64 |
2002-08-19 | 1.64 | 1.63 |
2002-08-26 | 1.65 | 1.64 |
2004-03-25 | 0.94 | 0.92 |
2004-08-10 | 1.49 | 1.48 |
2004-08-17 | 1.45 | 1.46 |
2004-09-14 | 1.64 | 1.63 |
2004-10-26 | 1.86 | 1.88 |
2004-11-23 | 2.13 | 2.15 |
2004-11-30 | 2.20 | 2.19 |
2005-01-07 | 2.29 | 2.28 |
6-month Treasury bill secondary market rate discount basis
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Date | Original | Corrected |
---|---|---|
2002-01-07 | 1.74 | 1.73 |
2002-01-14 | 1.60 | 1.58 |
2002-01-22 | 1.73 | 1.72 |
2002-01-28 | 1.84 | 1.82 |
2002-02-04 | 1.83 | 1.81 |
2002-02-11 | 1.82 | 1.80 |
2002-02-19 | 1.83 | 1.80 |
2002-02-25 | 1.85 | 1.84 |
2002-03-04 | 1.90 | 1.87 |
2002-03-11 | 2.03 | 1.99 |
2002-03-18 | 2.09 | 2.05 |
2002-03-25 | 2.11 | 2.08 |
2002-04-01 | 2.11 | 2.07 |
2002-04-08 | 1.98 | 1.96 |
2002-04-15 | 1.92 | 1.89 |
2002-04-22 | 1.88 | 1.84 |
2002-04-29 | 1.89 | 1.87 |
2002-05-06 | 1.86 | 1.83 |
2002-05-13 | 1.88 | 1.86 |
2002-05-20 | 1.90 | 1.88 |
2002-05-28 | 1.90 | 1.88 |
2002-06-03 | 1.89 | 1.86 |
2002-06-10 | 1.85 | 1.83 |
2002-06-17 | 1.81 | 1.78 |
2002-06-24 | 1.78 | 1.76 |
2002-07-01 | 1.74 | 1.73 |
2002-07-08 | 1.74 | 1.72 |
2002-07-15 | 1.69 | 1.68 |
2002-07-22 | 1.69 | 1.68 |
Market yield on U.S. Treasury securities at 7-year constant maturity, quoted on investment basis, inflation-indexed
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Date | Original | Corrected |
---|---|---|
2013-01-22 | -1.03 | -1.04 |
Inflation-indexed long-term average
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Date | Original | Corrected |
---|---|---|
2003-01-08 | 2.76 | 2.75 |
2003-02-26 | 2.42 | 2.41 |
2003-03-04 | 2.36 | 2.35 |
2003-03-07 | 2.34 | 2.33 |
2003-04-15 | 2.75 | 2.76 |
2003-04-25 | 2.71 | 2.72 |
2003-04-28 | 2.69 | 2.70 |
2003-04-29 | 2.73 | 2.74 |
2003-05-01 | 2.66 | 2.67 |
2003-05-05 | 2.68 | 2.69 |
2003-05-09 | 2.44 | 2.45 |
2003-05-15 | 2.36 | 2.35 |
2003-05-19 | 2.32 | 2.33 |
2003-06-09 | 2.25 | 2.24 |
2003-07-07 | 2.59 | 2.60 |
2003-07-29 | 2.90 | 2.91 |
2003-08-07 | 2.78 | 2.79 |
2003-08-13 | 2.90 | 2.89 |
2003-09-03 | 2.84 | 2.85 |
2003-09-23 | 2.63 | 2.64 |
2003-10-01 | 2.51 | 2.52 |
2003-10-02 | 2.55 | 2.56 |
2003-10-03 | 2.64 | 2.65 |
2003-10-07 | 2.64 | 2.65 |
2003-10-15 | 2.68 | 2.69 |
2003-10-24 | 2.44 | 2.45 |
2003-10-28 | 2.42 | 2.43 |
2003-11-13 | 2.37 | 2.36 |
2003-11-19 | 2.38 | 2.37 |
2003-11-28 | 2.41 | 2.40 |
2003-12-12 | 2.29 | 2.30 |
2003-12-15 | 2.33 | 2.32 |
2003-12-18 | 2.26 | 2.25 |
2003-12-22 | 2.29 | 2.30 |
2004-01-05 | 2.34 | 2.33 |
2004-01-07 | 2.27 | 2.28 |
2004-01-08 | 2.31 | 2.32 |
2004-01-30 | 2.21 | 2.20 |
2004-02-23 | 2.17 | 2.15 |
2004-03-30 | 1.96 | 1.95 |
2004-04-14 | 2.27 | 2.26 |
2004-05-04 | 2.52 | 2.53 |
2004-05-17 | 2.41 | 2.42 |
2004-05-18 | 2.38 | 2.39 |
2004-05-27 | 2.32 | 2.33 |
2004-05-28 | 2.35 | 2.36 |
2004-06-02 | 2.37 | 2.38 |
2004-07-22 | 2.38 | 2.37 |
2004-07-23 | 2.36 | 2.35 |
2004-07-30 | 2.41 | 2.42 |
2004-08-19 | 2.20 | 2.19 |
2004-08-24 | 2.27 | 2.26 |
2004-09-13 | 2.19 | 2.18 |
2004-09-22 | 2.12 | 2.11 |
2004-12-22 | 1.92 | 1.91 |
2004-12-23 | 1.92 | 1.91 |
2005-01-04 | 2.00 | 1.99 |
2005-01-05 | 2.01 | 2.00 |
2005-01-18 | 1.91 | 1.90 |
2005-01-26 | 1.97 | 1.96 |
2005-02-07 | 1.82 | 1.81 |
2005-02-22 | 1.88 | 1.87 |
2005-02-23 | 1.86 | 1.85 |
2005-03-01 | 1.93 | 1.92 |
2005-03-15 | 1.96 | 1.97 |
2005-03-16 | 1.94 | 1.95 |
2005-04-22 | 1.78 | 1.79 |
2005-05-13 | 1.81 | 1.80 |
2005-05-25 | 1.78 | 1.77 |
2005-05-26 | 1.83 | 1.82 |
2005-06-24 | 1.77 | 1.76 |
2005-06-30 | 1.76 | 1.75 |
2005-07-15 | 2.01 | 2.02 |
2005-07-18 | 2.07 | 2.06 |
2005-07-22 | 1.98 | 1.97 |
2005-07-25 | 2.04 | 2.03 |
2005-07-26 | 2.03 | 2.02 |
2005-08-08 | 2.08 | 2.07 |
2005-08-24 | 1.94 | 1.93 |
2005-09-01 | 1.81 | 1.80 |
2005-09-06 | 1.88 | 1.87 |
2005-10-03 | 1.98 | 1.97 |
2005-10-07 | 2.00 | 1.99 |
2005-10-14 | 2.07 | 2.06 |
2005-10-28 | 2.11 | 2.10 |
2005-11-28 | 2.08 | 2.09 |
2005-12-13 | 2.17 | 2.16 |
2005-12-22 | 2.04 | 2.03 |
Last Update: November 13, 2017