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Treasury Bills Data

by The trader, 5207 days ago
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Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at a discount price and at the expiration, you will be paid the face value at maturity. The difference between the price you pay for the Treasury bill and the face value of this treasury security at expiration is what you earn.

These Treasury bills are frequently bought and sold by the Federal Reserve during its Open Market Operations. In addition, because the money is not being tied up in them for long periods of time, the T-bills (Treasury bills) are highly liquid securities and this generally result in a lower yield rate than that of longer-term securities.

Treasury securities with longer (more than one year) maturity are called Treasury notes and the ones with very long maturities are called Treasury bonds.

This item gets historical data for US Treasury bill rates from the Federal reserve bank of St.Louis. The data is not seasonally adjusted. It is provided by the Board of Governors of the Federal Reserve System and is updated daily.
Here is a description of the four time-series downloaded by this item and theirs corresponding symbol:
^3-Month-Treasury-Bill: 3-Month Treasury bill, Secondary Market Rate. Data spans from 1954 to present.
^4-Week-Treasury-Bill: 4-Week Treasury bill, Secondary Market Rate. Data spans from 2001 to present.
^6-Month-Treasury-Bill: 6-Month Treasury bill, Secondary Market Rate. Data spans from 1960 to present.
^1-Year-Treasury-Bill: 1-Year Treasury bill, Secondary Market Rate. Data spans from 1959 to present.

Technical note:
The Treasury Bills data downloaded from the Federal reserve bank of St.Louis website contains dates with no values. In that case, the downloader will use the last available rate value for these empty dates.
Example for the one-year Treasury bill rates:
2008-10-10 - 1.03
2008-10-13 - .
2008-10-14 - 1.16

The item will update the data and here is the result:
2008-10-10 - 1.03
2008-10-13 - 1.03
2008-10-14 - 1.16


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Type: Download Script

Object ID: 336


Country:
United States

Market: Bonds Market

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