What website has charts of the past 10 years of Treasury yield?

Discussion in 'Trading' started by Happy Hopping, Jul 22, 2010.

  1. I need 2000 to 2010 of the 3 mth., 10 yr., 5 yr. and 30 yr. treasury yield, surely there must be a web site of these historical data?
  2. Here you go (again)...

    This is a chart of the prices of the CBOT long bond contract (ZB). As such, a) it will be the fwd yield of a current CTD, rather than a spot cash yield of the current issue; b) will be the yield of a <20y bond, rather than 30y, since normally that's the maturity of the ZB CTD.
  3. Marting: I noticed that you have read widely. I am impressed. Good to have you around!
  4. I am not quite sure what you mean, but thank you for the compliment, tj.
  5. Thank you all for the reply.

    The 1st link is okay, but I need to superimpose the 3 mth. over the 10 yr. to examine time frame of yield curve inversion in the past 10 yr. So I can't do it w/ the 1st link.

    The 2nd link, say using the 30 yr., only gives me 1 data pt. per year, surely there must be some place w/ more data points than that? I'm hoping for 1 data pt. per day.

    For e.g., I am using Quote Tracker, and I can view back the historical chart of say, the Dow for the past 10 yr. in 1 single chart, and they list the close everyday.

    But I don't think yahoo finance keep 10 yr. or 3 mth. in a daily chart, so i can't view.

    Does any1 else has some other source?

  6. what are you smoking, man? :)

    get your ass back to Yahoo Finance and type in YIELD in the search box
  7. FGBL07


    Maybe this tool can help you.
  8. What is the second link? The Fed H.15 historical data gives you the official daily closes of 3m and 30y constant maturity nominal treasury bond yields (in an XLS file, if you wish), since 1977 and 1982 respectively. What else does your heart desire?
  9. Thank you very much. I finally found it, very much appreciate it
    #10     Aug 14, 2010