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.