On the Federal Reserve of St. Louis FRED website we can find the 10-year government bond yields: https://research.stlouisfed.org/fred2/data/IRLTLT01USM156N.txt.

I chose monthly frequency and percent units. I'm wondering if the yields are quoted annually even though they have a monthly frequency.

  • 2
    $\begingroup$ As a general practice, the yields are quoted as an annual number indeed. I cross-checked the numbers in your link and they are indeed annual numbers. even if sourced / downloaded monthly, weekly or daily. $\endgroup$ – Viquar Jul 1 '15 at 11:28

Yes, the quotes are annually. You can cross-check with these: http://www.federalreserve.gov/releases/h15/data.htm

| improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.