Weekly Data on Interest Rates have been added!
I am excited to announce the addition of five weekly interest rate series to the database. I have extended the weekly AAA and BAA corporate bond yields available in FRED back to 1933. The series were originally only available back to 1962.
I have also created a weekly high-grade municipal bond yield index which starts in 1933.
I have created two long series on Government securities. With the exception of the very beginning of the T-bill yield index, this index is consistent with 3m Treasury bill secondary market yield. The Treasury Bond Index is a smorgasbord of Treasury Bond yields as reported in various issues of the Federal Reserve Bulletin and Annual Statistical Bulletins and is largely representative of bonds with greater than 10 years to maturity. The Treasury Bond index since 2000 is a simple average of 10Y and 20Y bond yields.
I have also added the monthly CAD/USD exchange rate since 1913.
enjoy!
Steven
I have also created a weekly high-grade municipal bond yield index which starts in 1933.
I have created two long series on Government securities. With the exception of the very beginning of the T-bill yield index, this index is consistent with 3m Treasury bill secondary market yield. The Treasury Bond Index is a smorgasbord of Treasury Bond yields as reported in various issues of the Federal Reserve Bulletin and Annual Statistical Bulletins and is largely representative of bonds with greater than 10 years to maturity. The Treasury Bond index since 2000 is a simple average of 10Y and 20Y bond yields.
I have also added the monthly CAD/USD exchange rate since 1913.
enjoy!
Steven