Release Table for 2024-11-08, Release Tables: Fitted Yield on Zero Coupon Bonds by Maturity, Monthly. FRED: Download, graph, and track economic data.

USA 10-year Zero coupon Yield Curve - Yield, end of period, United States, Quarterly. Last updated: 1 October 2024 09:14 CEST.

Yield Curve. Government Bond Yield Curve · Corporate Bond Yield Curve · Zero Coupon Yield Curve · Indicative Intraday Yield Curve · US Treasury Yield Curve ...

Kim and Wright (2005) produced this data by fitting a simple three-factor arbitrage-free term structure model to US Treasury yields since 1990.

USA 10-year Zero coupon Yield Curve - Yield, end of period, United States, Quarterly. US dollar · Japan 10-year Zero coupon Yield Curve - Yield, end of period, ...

Zero-coupon yield, Continuously Compounded, SVENYXX. Par yield, Coupon-Equivalent, SVENPYXX. Instantaneous forward rate, Continuously Compounded, SVENFXX. One- ...

Annual Interest Rate Certification Continued Treasury Zero Coupon Spot Rates Average Interest Rates on U.S. Treasury Securities UTF Quarterly Yields.

The above yields are based upon average bids quoted by primary dealers, after 15% data cut-off from top and bottom when ranked by value.

The zero coupon yield curve for government securities is determined based on trades in Russian government bonds (GKO-OFZ).

Our data provides daily returns and excess returns of zero-coupon bonds. The zero-coupon bonds are tradable portfolios of US Treasuries.