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Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments (monthly and daily data)

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BBK01.WZ3400 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 1.0 years / end of month CSV
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BBK01.WZ3401 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 2.0 years / end of month CSV
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BBK01.WZ3402 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 3.0 years / end of month CSV
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BBK01.WZ3403 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 4.0 years / end of month CSV
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BBK01.WZ3404 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 5.0 years / end of month CSV
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BBK01.WZ3405 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 6.0 years / end of month CSV
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BBK01.WZ3406 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 7.0 years / end of month CSV
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BBK01.WZ3407 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 8.0 years / end of month CSV
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BBK01.WZ3408 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 9.0 years / end of month CSV
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BBK01.WZ3409 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 10.0 years / end of month CSV
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BBK01.WZ3410 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 11.0 years / end of month CSV
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BBK01.WZ3411 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 12.0 years / end of month CSV
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BBK01.WZ3412 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 13.0 years / end of month CSV
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BBK01.WZ3413 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 14.0 years / end of month CSV
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BBK01.WZ3414 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 15.0 years / end of month CSV
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BBK01.WZ3415 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 16.0 years / end of month CSV
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BBK01.WZ3416 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 17.0 years / end of month CSV
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BBK01.WZ3417 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 18.0 years / end of month CSV
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BBK01.WZ3418 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 19.0 years / end of month CSV
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BBK01.WZ3419 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 20.0 years / end of month CSV
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BBK01.WZ3420 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 21.0 years / end of month CSV
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BBK01.WZ3421 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 22.0 years / end of month CSV
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BBK01.WZ3422 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 23.0 years / end of month CSV
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BBK01.WZ3423 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 24.0 years / end of month CSV
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BBK01.WZ3424 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 25.0 years / end of month CSV
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BBK01.WZ3425 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 26.0 years / end of month CSV
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BBK01.WZ3426 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 27.0 years / end of month CSV
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BBK01.WZ3427 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 28.0 years / end of month CSV
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BBK01.WZ3428 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 29.0 years / end of month CSV
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BBK01.WZ3429 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 30.0 years / end of month CSV
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BBK01.WT3400 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 1.0 years / daily data CSV
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BBK01.WT3401 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 2.0 years / daily data CSV
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BBK01.WT3402 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 3.0 years / daily data CSV
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BBK01.WT3403 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 4.0 years / daily data CSV
SDMX-ML
BBK01.WT3404 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 5.0 years / daily data CSV
SDMX-ML
BBK01.WT3405 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 6.0 years / daily data CSV
SDMX-ML
BBK01.WT3406 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 7.0 years / daily data CSV
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BBK01.WT3407 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 8.0 years / daily data CSV
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BBK01.WT3408 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 9.0 years / daily data CSV
SDMX-ML
BBK01.WT3409 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 10.0 years / daily data CSV
SDMX-ML
BBK01.WT3410 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 11.0 years / daily data CSV
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BBK01.WT3411 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 12.0 years / daily data CSV
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BBK01.WT3412 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 13.0 years / daily data CSV
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BBK01.WT3413 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 14.0 years / daily data CSV
SDMX-ML
BBK01.WT3414 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 15.0 years / daily data CSV
SDMX-ML
BBK01.WT3415 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 16.0 years / daily data CSV
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BBK01.WT3416 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 17.0 years / daily data CSV
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BBK01.WT3417 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 18.0 years / daily data CSV
SDMX-ML
BBK01.WT3418 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 19.0 years / daily data CSV
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BBK01.WT3419 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 20.0 years / daily data CSV
SDMX-ML
BBK01.WT3420 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 21.0 years / daily data CSV
SDMX-ML
BBK01.WT3421 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 22.0 years / daily data CSV
SDMX-ML
BBK01.WT3422 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 23.0 years / daily data CSV
SDMX-ML
BBK01.WT3423 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 24.0 years / daily data CSV
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BBK01.WT3424 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 25.0 years / daily data CSV
SDMX-ML
BBK01.WT3425 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 26.0 years / daily data CSV
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BBK01.WT3426 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 27.0 years / daily data CSV
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BBK01.WT3427 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 28.0 years / daily data CSV
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BBK01.WT3428 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 29.0 years / daily data CSV
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BBK01.WT3429 Yields, derived from the term structure of interest rates, on listed Federal securities with annual coupon payments / residual maturity of 30.0 years / daily data CSV
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