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05/04/2010 05:00 PM
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Correction to the federal funds rate for April 30, 2010
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The weekly H.15 release issued on Monday, May 3, 2010 has been corrected. The federal funds rate published for April 30, 2010, should have been 0.20 (rather than 0.22).
Mas Info
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03/25/2010 09:15 PM
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Discontinuance of rates posted by Commercial Paper Funding Facility (CPFF)
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The Commercial Paper Funding Facility (CPFF) expired on February 1, 2010. As of the release dated March 29, 2010, the H.15 will no longer report interest rates associated with the CPFF. The historical rates remain available through the Federal Reserve Board's Data Download Program (DDP).
Mas Info
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03/01/2010 08:30 PM
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Addition of interest rates for 30-year TIPS
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Beginning today, the interest rate for the 30-year inflation indexed U.S. government security has been added to the H.15 release and the daily update.
Mas Info
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02/24/2010 01:30 AM
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Correction to the Discount window primary credit rate for February 19, 2010
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The weekly H.15 release issued on Monday, February 22, 2010 has been corrected. The Discount window primary credit rate published for February 19, 2010, should have been 0.75 (rather than 0.50).
Mas Info
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02/09/2010 04:15 AM
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No update on February 9, 2010
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Due to inclement weather, the Federal Reserve Board is closed on Tuesday, February 9, 2010. The H.15 weekly release and daily update scheduled for today will not be published. The release and daily update will be published on Wednesday, February 10, 2010, unless otherwise announced.
Mas Info
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02/08/2010 02:30 AM
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No update on February 8, 2010
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Due to inclement weather, the Federal Reserve Board is closed on Monday, February 8, 2010. The H.15 weekly release scheduled for today will not be published. The release and daily update will be published on Tuesday, February 9, 2010, unless otherwise announced.
Mas Info
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12/18/2009 10:15 PM
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No Update on December 24 and December 25
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Owing to the closure of the Federal Reserve Board on the afternoon of Thursday, December 24, and on Friday, December 25, 2009, the H.15 daily updates will not be published on Thursday, December 24, 2009, or Friday, December 25, 2009.
Mas Info
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01/12/2009 08:30 PM
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No Update on January 19 and January 20
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The Federal Reserve Board will be closed on Monday, January 19, and Tuesday, January 20. The H.15 daily update and the weekly H.15 release will not be posted on either of those days. The H.15 daily update and the weekly H.15 release will be posted at their normally scheduled times on Wednesday, January 21.
Mas Info
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01/02/2009 10:16 PM
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Addition of rates posted by Commercial Paper Funding Facility (CPFF)
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As of the release on January 5, 2009, the H.15 will include rates for financial and nonfinancial commercial paper posted by the Commercial Paper Funding Facility (CPFF). Historical data will be provided from October 27, 2008, the date when the CPFF began funding purchases of eligible commercial paper. Further information on the CPFF is available at www.federalreserve.gov/monetarypolicy/cpff.htm.
Mas Info
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12/18/2008 10:15 PM
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No Update on December 26
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The Federal Reserve Board will be closed on Friday, December 26. The H.15 daily update will not be posted on that day. The weekly H.15 release will be available at the normally scheduled time on Monday, December 29.
Mas Info
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10/01/2007 08:30 PM
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Corrections for rounding errors on interest rate swaps
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Due to a software problem, several rates on interest rate swaps were incorrectly rounded when originally published on the H.15 Selected Interest Rates statistical release. See the announcement for details.
Mas Info
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12/18/2006 03:00 PM
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RSS feeds now available from the Federal Reserve Board
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The Federal Reserve Board's Data Download Program (DDP) now provides RSS feeds for users. Subscribers are notified about any updates or changes to the available data.The announcements will also be available on the DDP website. To subscribe to a feed, please visit the main RSS feeds page.
Mas Info
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07/28/2004 04:40 PM
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Addition of 20-Year Treasury Constant Maturity Inflation-Indexed
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In accordance with its announcement of May 5, 2004, the Treasury commenced publishing a 20-year
constant maturity inflation-indexed interest rate effective July 27, 2004. It appears on the daily H.15 effective
with the issue of July 28, 2004, and on the weekly H.15 effective with the issue of August 2, 2004.
Mas Info
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06/02/2004 04:53 PM
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Discontinuance of Treasury Long-Term Average Nominal Rate
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In accordance with its announcement of May 5, 2004, the Treasury has
ceased publication of its long-term average nominal yield, effective
June 1, 2004. The Treasury commenced publishing this rate on February
19, 2002, coinciding with the discontinuance of its 30-year constant
maturity rate. At that time, the Treasury began to publish an
"extrapolation factor," to allow users to calculate a proxy for the
30-year constant maturity rate. An extrapolation factor will continue
to be published, but, as of June 1, it will be based on an
extrapolation from the 20-year yield curve point. The extrapolation
factor is available at the Treasury website, www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html, as reported in footnote 11 of the release.
Mas Info
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01/05/2004 04:54 PM
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Inclusion of Yields on Treasury Inflation-Protected Securities
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As of the release of January 5, 2004, the H.15 includes four daily
yields, constructed by the Treasury Department, on Treasury
inflation-protected securities (TIPS): yields at constant maturities of
5, 7, and 10 years and an average of yields on all TIPS having
remaining maturities of more than 10 years. Historical data for these
series are available back to January 2, 2003. Further information may
be found at www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html.
Mas Info
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02/25/2002 04:55 PM
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Changes to Treasury Long-Term Rate Series
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As of the release dated February 25, 2002, the H.15 no longer
reports a 30-year constant maturity yield for Treasury securities and
begins reporting a yield for Treasury securities with 25 years or more
remaining to maturity.
The changes reflect the Treasury's announcement on January 30, 2002,
that, effective February 18, it would cease supplying an estimate of
the 30-year constant maturity yield and that it would commence
supplying a long-term yield based on a basket of long-dated securities.
As indicated in footnote 12 of the release, the new long-term rate
is based on an unweighted average of the bid yields for all Treasury
fixed-coupon securities with remaining terms to maturity of at least 25
years. A factor to adjust the daily long-term average to estimate a
30-year rate is available at the Treasury web site reported in footnote
13 of the release.
Mas Info
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10/26/2001 04:45 PM
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Original and Revised Treasury Rates for the Week Ending September 14, 2001
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The H.15 site has links to the original September 17, 2001, release as well as
to the revised releases for that date and for September 24.
Data for most of the interest rates reported in the H.15 release of
September 17, 2001, were missing for September 11-13 because of
inactive markets or delays in data processing arising from the
disasters of September 11.
On September 25 the Treasury released the data that had been
missing for September 13 regarding the constant maturity interest
rates on Treasury securities and the secondary rates on bills. On
October 1, 2001, the Federal Reserve issued a revised version of the
H.15 release of September 17 to show the September 13 values of those
series and the correspondingly updated values of the averages for the
week ending September 14; also on October 1, 2001, the Federal Reserve
issued a revised version of the September 24 release to show the new
values of the averages for the week ending September 14.
Mas Info
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09/04/2001 04:59 PM
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Changes in the reporting of Treasury securities
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On July 31, 2001, the Department of the Treasury began the weekly
issuance of 4-week bills. On August 27, 2001, the Treasury stopped
reporting secondary market yields for 1-year Treasury bills, the final
issuance of which was on February 27, 2001.
Effective with the issue of September 4, 2001, the H.15 statistical
release reflects these changes by reporting the secondary market rate
for 4-week bills and by no longer reporting the secondary market rate
for 1-year bills.
In addition, the H.15 now reports a 1-month constant maturity rate,
which the Treasury began calculating when it introduced the 4-week bill.
Mas Info
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07/10/2000 04:59 PM
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Note to Users of the H.15 Statistical Release; The addition of swap rates.
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Effective July 10, 2000, several changes are being made to the H.15 release:
Rates for fixed-rate payers in interest rate swaps, as collected under
the auspices of the International Swaps and Derivatives Association,
Inc., are being added. These swap rates are for maturities of 1, 2, 3,
4, 5, 7, 10, and 30 years.
No longer appearing on the release are auction highs for 3-month,
6-month, and 1-year Treasury bills. These figures continue to be
available from the Treasury's website:
http://www.publicdebt.treas.gov/of/ofrespr.htm. Also
being dropped is the Treasury composite (an unweighted average of yields
on all outstanding bonds neither due nor callable in less than 10
years).
Finally, the H.15 no longer contains rates for 3-month and 6-month
bankers acceptances. The quotes continue to be available on Telerate,
which was the source for these rates as reported on the H.15.
Mas Info
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05/12/1997 05:01 PM
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Change in the source of data for commercial paper
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AnnouncementAlso available in PDF format (PDF 22 KB)
Mas Info
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