Daily Treasury Security Rates

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.

Download:  http://pistulka.com/Excel_Shared/TreasuryCurveDownloads.xlsm

 

P.S.

I just added another sheet to this workbook called Sparklines:

Download a fresh copy above.

 

 

 

 

 

 

 

 

 

 

 

Don Pistulka
Don Pistulka

Retired Credit Union CFO - Finance
Background: over 40 years in investments, asset/Liability management, banking, securities trader.
Worked for: California Credit Union, WesCorp, CalFed S&L, Crocker Bank, Carroll McEntee, Federal Home Loan Bank Board (D.C.), Western Asset Management, Security Pacific National Bank.

4 Comments

  1. Don, 34 yrs ago at LFR covered you. We met when I was at WBC and you at Western Asset when it was a sub of UCB and I was at the holding company.
    Glad to see you are still involved!
    Bill

    1. Bill,

      You have a much better memory than I have. I can’t remember where I put my phone, half the time. So you blog on wine? Having an interest and a blog is a great way to keep busy in retirement. Good to hear from you.

  2. Thanks for another great workbook! The workbook opens and populates with current data, as you would expect. However, I get a run time error 1004 upon clicking any of the Refresh buttons. Working from home at this time with an older version of Excel. I imagine that’s a problem unique to me. Best to you. Stay safe! jim

    1. Thanks Jim,
      I put this workbook together around the first of the month and have found some chart problems as more data is added to the table each day. As I tried to fix the chart, I made some other changes. If you would, download a fresh copy and let me know if you still have problems with the refresh.

      Thanks again,
      Don

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