Selected Interest Rates (H.15) | Federal Reserve

**Overview**

Yields on Treasury nominal securities at "constant maturity" are interpolated by the U.S. Treasury from the daily yield curve for non-inflation-indexed Treasury securities. This curve, which relates the yield on a security to its time to maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The constant maturity yield values are read from the yield curve at fixed maturities, currently 1, 3, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Similarly, yields on inflation-indexed securities at "constant maturity" are interpolated from the daily yield curve for Treasury inflation protected securities in the over-the-counter market. The inflation-indexed constant maturity yields are read from this yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years.

**Product Details**

Includes the following tables:

- **fs_federalreserveboard.frb_h15_daily**
- **Update frequency:** weekly
- **Source:** The-Federal-Reserve
- **Description:** Contains interest rates from the Fed

**Data Sources**

The data in this product comes from **The Federal Reserve**.

The Federal Reserve is the central banking system of the United States, responsible for implementing monetary policy and promoting stability in the financial system. The Fed collects a vast amount of economic data on various indicators, such as employment, inflation, consumer spending, and housing, to gain a comprehensive understanding of the current state of the economy. This data is analyzed and used by the Fed to make informed decisions on monetary policy, such as adjusting interest rates, that can impact the economy as a whole.

- **Source Homepage:** [The Federal Reserve](https://www.federalreserve.gov/)
- **Source Data:** [FRB H15](https://www.federalreserve.gov/releases/h10/)
- **License:** [Public Domain U.S. Government](https://www.usa.gov/government-works/)
- **Frequency:** daily

**概述**
美国财政部会基于非通胀挂钩美国国债的每日收益率曲线，对“恒定到期期限（constant maturity）”名义美国国债的收益率进行插值计算。该收益率曲线将证券收益率与其剩余到期期限相关联，其构建依据为场外交易市场中活跃交易的美国国债的收盘市场投标收益率。此类市场收益率由纽约联邦储备银行（Federal Reserve Bank of New York）收集的报价组合计算得出。我们会从该收益率曲线上读取固定到期期限下的恒定到期期限收益率值，当前涵盖1个月、3个月、6个月以及1年、2年、3年、5年、7年、10年、20年和30年。举例而言，即便市场上暂无剩余期限恰好为10年的未偿国债，该方法也可计算出10年期的收益率。类似地，通胀挂钩国债的“恒定到期期限”收益率也可通过场外交易市场中美国通胀保护国债（Treasury Inflation-Protected Securities）的每日收益率曲线插值得到。我们会从该曲线读取固定到期期限下的通胀挂钩恒定到期期限收益率值，当前涵盖5年、7年、10年、20年和30年。

**产品详情**
包含以下数据表：
- **fs_federalreserveboard.frb_h15_daily**
- **更新频率：** 每周
- **数据来源：** 美联储
- **数据说明：** 包含美联储发布的利率数据

**数据来源**
本产品的数据来源于**美联储**。
美联储是美国的中央银行体系，负责制定并执行货币政策，维护金融体系稳定。美联储会收集涵盖就业、通胀、消费者支出以及房地产等多类指标的海量经济数据，以全面掌握当前经济运行状况。美联储会对这些数据进行分析，用于制定科学合理的货币政策决策，例如调整利率——这类政策调整会对整体经济产生影响。

- **来源官网：** [美联储](https://www.federalreserve.gov/)
- **源数据地址：** [FRB H15](https://www.federalreserve.gov/releases/h10/)
- **授权协议：** [美国政府公共领域](https://www.usa.gov/government-works/)
- **数据更新频率：** 每日

搜集汇总

背景与挑战

背景概述

该数据集提供美国国债名义证券和通胀指数证券的固定期限收益率数据，通过每日收益率曲线计算得出，涵盖1个月至30年不同期限。数据由美联储每日更新，属于公共领域政府数据。