Category: Politics and Law (30 datasets)

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Daily Treasury Bill Rates: These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each bu …

Treasury Long-Term Average Rate and Extrapolation Factors. Beginning February 18, 2002, Treasury ceased publication of the 30-year constant maturity series. Instead, from February 19, 2002 through May 28, 2004, Treasury published a Long-Term Average Rate, “LT>25,” (not to be confused with the Lon …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Extraction of data regarding felonious and accidental in-the-line-of-duty deaths, as well as assaults on officers from the FBI’s Uniform Crime Reporting (UCR) Program.

Additional facts from data.gov

Dataset Summary

• Date Released: Oct-08
• Date Updated: Oct-08
• Time Pe …

Sales and conversion data for securities issued in TreasuryDirect

Additional facts from data.gov

Dataset Summary

• Date Released: 10/08/09
• Date Updated: 10/08/09
• Time Period: 2002-2009
• Data.gov Data Category Type: Raw Data Catalog
• Frequency: Monthly
• Specialized …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Extraction of bias-motivated offense data from the FBI’s Uniform Crime Reporting (UCR) Program.

Additional facts from data.gov

Dataset Summary

• Date Released: Nov-07
• Date Updated: Nov-07
• Time Period: January 2006 through December 2006
• Data.gov Data Category Type: …

Daily Treasury Bill Rates: These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each bu …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

This file can be used to reproduce many of the totals published in the Budget and examine unpublished details below the levels of aggregation published in the Budget. This group of data, however, has some limitations to it’s scope and usefulness.

Additional facts from data.gov;…

Paper Savings Bonds Issues, Redemptions, and Maturities by Series

Additional facts from data.gov

Dataset Summary

• Date Released: 10/08/09
• Date Updated: 10/08/09
• Time Period: As of September 30, 2009
• Data.gov Data Category Type: Raw Data Catalog
• Frequency: Monthl …

Daily Treasury Bill Rates: These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each bu …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

This file can be used to reproduce many of the totals published in the Budget and examine unpublished details below the levels of aggregation published in the Budget. This group of data, however, has some limitations to it’s scope and usefulness.

Additional facts from data.gov;…

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Daily Treasury Bill Rates: These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each bu …

Extraction of data regarding felonious and accidental in-the-line-of-duty deaths, as well as assaults on officers from the FBI’s Uniform Crime Reporting (UCR) Program.

Additional facts from data.gov

Dataset Summary

• Date Released: Oct-07
• Date Updated: Oct-07
• Time Pe …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

The International Labor Comparisons (ILC) program provides international comparisons of hourly compensation costs; productivity and unit labor costs; labor force, employment and unemployment rates; and consumer prices. The comparisons relate primarily to the major industrial countries, but other …

Long Term Real Rate Average: The Long-Term Real Rate Average is the unweighted average of bid real yields on all outstanding TIPS with remaing maturities of more than 10 years and is intended as a proxy for long-term real rates.

Additional facts from data.gov

Dataset Summ …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Sales and conversion data for securities issued in TreasuryDirect

Additional facts from data.gov

Dataset Summary

• Date Released: 10/08/09
• Date Updated: 10/08/09
• Time Period: 2002-2009
• Data.gov Data Category Type: Raw Data Catalog
• Frequency: Monthly
• Specialized …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Treasury Yield Curve Rates. These rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields …

Treasury Real Yield Curve Rates. These rates are commonly referred to as “Real Constant Maturity Treasury” rates, or R-CMTs. Real yields on Treasury TIPS (Treasury Inflation Protected Securities) at “constant maturity” are interpolated by the U.S. Treasury from Treasury’s daily real yield curve. …

Treasury Long-Term Average Rate and Extrapolation Factors. Beginning February 18, 2002, Treasury ceased publication of the 30-year constant maturity series. Instead, from February 19, 2002 through May 28, 2004, Treasury published a Long-Term Average Rate, “LT>25,” (not to be confused with the Lon …