Historical Interest Rate Data Points


These are generated for risk management, trend analysis and market research.

Data points pinpoint each of the 224 yields shown in the Range of Yield Curve Scales matrix, selected by maturity and rating or index number.

Their access allows retrospective examination of:

  • Price movement
  • Spread changes between rating groups
  • Spread deviation between maturity years

Pricing Per Request

$25.00 plus $0.15 per data point

Example of Request for Data Points:

Choose the maturity years, Yield Curve rating column, data interval and period required.
We can produce data points for the first or last trading day of each month, for a specified day each week or for every nth trading day.


A sample request might look like:

    3 Year and 5 Year Bonds
    Aa/96-Rated Yield Curve Data
    Thursday of Each Week
    1987 to Present
 

Order Form: Click HERE to fill out the Data Points Order Form - may be submitted in secure mode online or printed out and faxed to us.