TERM STRUCTURE CASE #3

Updated 9/15
Instructions Go to the Federal Reserve web site (http://www.federalreserve.gov/) and click on Economic Research and Data. From there, click on Selected Interest Rates, and then click on Historical Data on the new page.
Questions

1.) Scroll down to Treasury Constant Maturities. Collect interest rate data to create a yield curve. Using annual data for 2004, 2009, and 2014. find yields for 1-month, 3-month, 6-month, 1-year, 2-year, 5-year, 10-
year and 20-year Treasury securities.

2.) Create three yield curves by drawing graphs of the data with Term to Maturity on the horizontal axis and Yield on the vertical axis.
3.) For the 2014 graph, explain why the yields are different (assuming
they are) for different maturity dates.
4.) Compare the three graphs and discuss how the yield curves have
changed over these 10 years.

TERM STRUCTURE CASE #3

Updated 9/15
Instructions Go to the Federal Reserve web site (http://www.federalreserve.gov/) and click on Economic Research and Data. From there, click on Selected Interest Rates, and then click on Historical Data on the new page.
Questions

1.) Scroll down to Treasury Constant Maturities. Collect interest rate data to create a yield curve. Using annual data for 2004, 2009, and 2014. find yields for 1-month, 3-month, 6-month, 1-year, 2-year, 5-year, 10-
year and 20-year Treasury securities.

2.) Create three yield curves by drawing graphs of the data with Term to Maturity on the horizontal axis and Yield on the vertical axis.
3.) For the 2014 graph, explain why the yields are different (assuming
they are) for different maturity dates.
4.) Compare the three graphs and discuss how the yield curves have
changed over these 10 years.