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Constant Maturity Treasury (CMT or TCM): Daily Historical Data

Also known as: Daily Treasury Yield Curve Rates

See also: Constant Maturity Treasury (CMT or TCM): Monthly Historical Data

Mortgage-X.com compiles daily historical values for 11 Constant Maturity Treasuries (1-Month*, 3-Month, 6-Month, 1-Year, 2-Year, 3-Year, 5-Year, 7-Year, 10-Year, 20-Year** and 30-Year*** CMT) using the reported Treasury Yield Curve Rates. Data are available beginning from January, 1990.


1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014


* The 1-month Treasury constant maturity series first appeared on July 31, 2001. The values available for earlier years were interpolated by Mortgage-X. For the time period January 2, 1990 through July 31, 2001 we linearly extended the yield curve beyond the 3-month point based on the slope (first derivative) exactly at the 3-month point.

** Treasury discontinued the 20-year constant maturity series at the end of calendar year 1986 and reinstated that series on October 1, 1993. The 20-year constant maturity rate for the time period from January 2, 1990 through September 30, 1993 is the arithmetic average of the 10-year and 30-year constant maturity rates.

*** The 30-year constant maturity series was discontinued on February 18, 2002 and reintroduced on February 9, 2006. From February 18, 2002 to February 8, 2006, Treasury published daily linear extrapolation factors that were used by Mortgage-X to compute an estimated 30-year rate.

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