Corrections to several historical Treasury rates
Historical rates for several series from the U.S. Treasury have been corrected. Affected rates include the 4-week, 3-month and 6-month Treasury bill (secondary market) rates, the 7-year inflation-indexed Treasury constant maturity rate, and the inflation-indexed long-term average rate.
The following tables list the corrected observations:
4-week Treasury bill secondary market rate discount basis
| Date |
Original |
Corrected |
| 2002-01-02 |
1.70 |
1.71 |
| 2002-01-15 |
1.62 |
1.61 |
| 2002-01-23 |
1.67 |
1.65 |
| 2002-01-29 |
1.69 |
1.66 |
| 2002-02-05 |
1.71 |
1.67 |
| 2002-02-12 |
1.73 |
1.71 |
| 2002-02-20 |
1.72 |
1.70 |
| 2002-02-26 |
1.75 |
1.74 |
| 2002-03-05 |
1.75 |
1.74 |
| 2002-03-12 |
1.79 |
1.76 |
| 2002-03-19 |
1.78 |
1.75 |
| 2002-03-26 |
1.79 |
1.76 |
| 2002-04-02 |
1.76 |
1.75 |
| 2002-04-23 |
1.65 |
1.64 |
| 2002-04-30 |
1.74 |
1.72 |
| 2002-05-07 |
1.74 |
1.70 |
| 2002-05-14 |
1.75 |
1.74 |
| 2002-06-25 |
1.71 |
1.67 |
| 2002-07-02 |
1.69 |
1.67 |
| 2002-07-09 |
1.69 |
1.70 |
| 2002-07-16 |
1.71 |
1.69 |
| 2002-07-23 |
1.70 |
1.69 |
| 2002-08-06 |
1.69 |
1.67 |
| 2002-08-13 |
1.66 |
1.65 |
| 2002-08-20 |
1.67 |
1.64 |
3-month Treasury bill secondary market rate discount basis
| Date |
Original |
Corrected |
| 2002-01-07 |
1.65 |
1.66 |
| 2002-01-22 |
1.67 |
1.66 |
| 2002-01-28 |
1.73 |
1.70 |
| 2002-02-11 |
1.72 |
1.70 |
| 2002-02-19 |
1.73 |
1.71 |
| 2002-03-04 |
1.78 |
1.76 |
| 2002-03-11 |
1.83 |
1.80 |
| 2002-03-18 |
1.85 |
1.83 |
| 2002-03-25 |
1.82 |
1.79 |
| 2002-04-01 |
1.76 |
1.75 |
| 2002-04-15 |
1.69 |
1.68 |
| 2002-04-29 |
1.75 |
1.74 |
| 2002-05-06 |
1.75 |
1.73 |
| 2002-05-13 |
1.76 |
1.74 |
| 2002-05-20 |
1.74 |
1.72 |
| 2002-05-28 |
1.74 |
1.73 |
| 2002-06-03 |
1.74 |
1.72 |
| 2002-06-10 |
1.73 |
1.72 |
| 2002-06-17 |
1.71 |
1.70 |
| 2002-07-01 |
1.71 |
1.70 |
| 2002-06-30 |
1.69 |
1.68 |
| 2002-07-15 |
1.69 |
1.68 |
| 2002-07-22 |
1.67 |
1.68 |
| 2002-08-12 |
1.65 |
1.64 |
| 2002-08-19 |
1.64 |
1.63 |
| 2002-08-26 |
1.65 |
1.64 |
| 2004-03-25 |
0.94 |
0.92 |
| 2004-08-10 |
1.49 |
1.48 |
| 2004-08-17 |
1.45 |
1.46 |
| 2004-09-14 |
1.64 |
1.63 |
| 2004-10-26 |
1.86 |
1.88 |
| 2004-11-23 |
2.13 |
2.15 |
| 2004-11-30 |
2.20 |
2.19 |
| 2005-01-07 |
2.29 |
2.28 |
6-month Treasury bill secondary market rate discount basis
| Date |
Original |
Corrected |
| 2002-01-07 |
1.74 |
1.73 |
| 2002-01-14 |
1.60 |
1.58 |
| 2002-01-22 |
1.73 |
1.72 |
| 2002-01-28 |
1.84 |
1.82 |
| 2002-02-04 |
1.83 |
1.81 |
| 2002-02-11 |
1.82 |
1.80 |
| 2002-02-19 |
1.83 |
1.80 |
| 2002-02-25 |
1.85 |
1.84 |
| 2002-03-04 |
1.90 |
1.87 |
| 2002-03-11 |
2.03 |
1.99 |
| 2002-03-18 |
2.09 |
2.05 |
| 2002-03-25 |
2.11 |
2.08 |
| 2002-04-01 |
2.11 |
2.07 |
| 2002-04-08 |
1.98 |
1.96 |
| 2002-04-15 |
1.92 |
1.89 |
| 2002-04-22 |
1.88 |
1.84 |
| 2002-04-29 |
1.89 |
1.87 |
| 2002-05-06 |
1.86 |
1.83 |
| 2002-05-13 |
1.88 |
1.86 |
| 2002-05-20 |
1.90 |
1.88 |
| 2002-05-28 |
1.90 |
1.88 |
| 2002-06-03 |
1.89 |
1.86 |
| 2002-06-10 |
1.85 |
1.83 |
| 2002-06-17 |
1.81 |
1.78 |
| 2002-06-24 |
1.78 |
1.76 |
| 2002-07-01 |
1.74 |
1.73 |
| 2002-07-08 |
1.74 |
1.72 |
| 2002-07-15 |
1.69 |
1.68 |
| 2002-07-22 |
1.69 |
1.68 |
Market yield on U.S. Treasury securities at 7-year constant maturity, quoted on investment basis, inflation-indexed
| Date |
Original |
Corrected |
| 2013-01-22 |
-1.03 |
-1.04 |
Inflation-indexed long-term average
| Date |
Original |
Corrected |
| 2003-01-08 |
2.76 |
2.75 |
| 2003-02-26 |
2.42 |
2.41 |
| 2003-03-04 |
2.36 |
2.35 |
| 2003-03-07 |
2.34 |
2.33 |
| 2003-04-15 |
2.75 |
2.76 |
| 2003-04-25 |
2.71 |
2.72 |
| 2003-04-28 |
2.69 |
2.70 |
| 2003-04-29 |
2.73 |
2.74 |
| 2003-05-01 |
2.66 |
2.67 |
| 2003-05-05 |
2.68 |
2.69 |
| 2003-05-09 |
2.44 |
2.45 |
| 2003-05-15 |
2.36 |
2.35 |
| 2003-05-19 |
2.32 |
2.33 |
| 2003-06-09 |
2.25 |
2.24 |
| 2003-07-07 |
2.59 |
2.60 |
| 2003-07-29 |
2.90 |
2.91 |
| 2003-08-07 |
2.78 |
2.79 |
| 2003-08-13 |
2.90 |
2.89 |
| 2003-09-03 |
2.84 |
2.85 |
| 2003-09-23 |
2.63 |
2.64 |
| 2003-10-01 |
2.51 |
2.52 |
| 2003-10-02 |
2.55 |
2.56 |
| 2003-10-03 |
2.64 |
2.65 |
| 2003-10-07 |
2.64 |
2.65 |
| 2003-10-15 |
2.68 |
2.69 |
| 2003-10-24 |
2.44 |
2.45 |
| 2003-10-28 |
2.42 |
2.43 |
| 2003-11-13 |
2.37 |
2.36 |
| 2003-11-19 |
2.38 |
2.37 |
| 2003-11-28 |
2.41 |
2.40 |
| 2003-12-12 |
2.29 |
2.30 |
| 2003-12-15 |
2.33 |
2.32 |
| 2003-12-18 |
2.26 |
2.25 |
| 2003-12-22 |
2.29 |
2.30 |
| 2004-01-05 |
2.34 |
2.33 |
| 2004-01-07 |
2.27 |
2.28 |
| 2004-01-08 |
2.31 |
2.32 |
| 2004-01-30 |
2.21 |
2.20 |
| 2004-02-23 |
2.17 |
2.15 |
| 2004-03-30 |
1.96 |
1.95 |
| 2004-04-14 |
2.27 |
2.26 |
| 2004-05-04 |
2.52 |
2.53 |
| 2004-05-17 |
2.41 |
2.42 |
| 2004-05-18 |
2.38 |
2.39 |
| 2004-05-27 |
2.32 |
2.33 |
| 2004-05-28 |
2.35 |
2.36 |
| 2004-06-02 |
2.37 |
2.38 |
| 2004-07-22 |
2.38 |
2.37 |
| 2004-07-23 |
2.36 |
2.35 |
| 2004-07-30 |
2.41 |
2.42 |
| 2004-08-19 |
2.20 |
2.19 |
| 2004-08-24 |
2.27 |
2.26 |
| 2004-09-13 |
2.19 |
2.18 |
| 2004-09-22 |
2.12 |
2.11 |
| 2004-12-22 |
1.92 |
1.91 |
| 2004-12-23 |
1.92 |
1.91 |
| 2005-01-04 |
2.00 |
1.99 |
| 2005-01-05 |
2.01 |
2.00 |
| 2005-01-18 |
1.91 |
1.90 |
| 2005-01-26 |
1.97 |
1.96 |
| 2005-02-07 |
1.82 |
1.81 |
| 2005-02-22 |
1.88 |
1.87 |
| 2005-02-23 |
1.86 |
1.85 |
| 2005-03-01 |
1.93 |
1.92 |
| 2005-03-15 |
1.96 |
1.97 |
| 2005-03-16 |
1.94 |
1.95 |
| 2005-04-22 |
1.78 |
1.79 |
| 2005-05-13 |
1.81 |
1.80 |
| 2005-05-25 |
1.78 |
1.77 |
| 2005-05-26 |
1.83 |
1.82 |
| 2005-06-24 |
1.77 |
1.76 |
| 2005-06-30 |
1.76 |
1.75 |
| 2005-07-15 |
2.01 |
2.02 |
| 2005-07-18 |
2.07 |
2.06 |
| 2005-07-22 |
1.98 |
1.97 |
| 2005-07-25 |
2.04 |
2.03 |
| 2005-07-26 |
2.03 |
2.02 |
| 2005-08-08 |
2.08 |
2.07 |
| 2005-08-24 |
1.94 |
1.93 |
| 2005-09-01 |
1.81 |
1.80 |
| 2005-09-06 |
1.88 |
1.87 |
| 2005-10-03 |
1.98 |
1.97 |
| 2005-10-07 |
2.00 |
1.99 |
| 2005-10-14 |
2.07 |
2.06 |
| 2005-10-28 |
2.11 |
2.10 |
| 2005-11-28 |
2.08 |
2.09 |
| 2005-12-13 |
2.17 |
2.16 |
| 2005-12-22 |
2.04 |
2.03 |
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Last Update: November 13, 2017