Treasury Bill Auction Rates

SUMMARY:

Treasury Bill auction rate data from the web site of the Federal Reserve Bank, http://www.bog.frb.fed.us/releases/H15/data.htm, running from 1980 to 1997. More information can be found on that web site; documentation below came from the data files. There are three separate time series with Treasury Bill auction rates:

VALUE:

tbauc.3m
Average of interest rate bids accepted in regular treasury auctions of 13-week bills (also known as 3-month bills). The auctions are currently held each Monday for bills that will be issued the ensuing Thursday, in the absence of holidays.
tbauc.6m
Average of interest rate bids accepted in regular treasury auctions of 26-week bills (also known as 6-month bills). The auctions are currently held each Monday for bills that will be issued the ensuing Thursday, in the absence of holidays.
tbauc.1y
Average of interest rate bids accepted in regular treasury auctions of 52-week bills (also known as 1-year bills). The auctions are currently held at roughly monthly intervals.