I have not posted any new Excel workbooks for some time now, mostly because I have been retired for eight years and I have run out of ideas. There are some dynamic array functions contained in the workbook that will require the latest version of Excel.
The U. S. Treasury has a post called “Daily Treasury Yield Curve Rates”. They post constant maturity Treasury rates after the close of trading each day which don’t necessarily reflect yields on actual current coupon securities. The default data on the web site shows rates for the current month, so rates will start over again each month:
At the time of this post, the page looks like this:
After the end of the month, the rates will start over posting with the first trading day of the month. Each time the workbook is opened, the workbook downloads the current rate sheet automatically.
When new monthly data are downloaded, Excel will worn that some formulas are not working. That is because dates from the previous time the workbook was used, are still in the dropdown cells. Simply pick a different date for each sheet that needs a date.
The contents sheet shows the various sheets that the data are used for:
I’m not going to explain the contents of each sheet. I created this workbook mostly out of boredom and I may add sheets if I come up with new ideas.
I just added another sheet to this workbook called Sparklines:
Download a fresh copy above.