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Not familiar with specific reports like H.15, but as a matter of generality: let's say you are looking at 4 week maturities, and it's Thursday. You could look at the 4 week bill issued two days ago, the 13 week bill issued 65 days (9 weeks and 2 days) ago, and the 52 week bill from 338 days (48 weeks and 2 days) ago. They all mature in 26 days (if I did the ...


It depends on the value of the bonds that you are comparing. The yield of a bond it's related to its market value. Note that the value of a bond can be given in term of its yield as $$V (y) = \sum^N_{i = 1} \dfrac{C_i}{\left(1 + y \right)^{t_i}},$$ where $C_i$ are the coupons. Note that I'm implicitly including the principal in the last coupon, $C_N$. Then, ...


The Fed is showing you the current bills on that page. Yes, the 1month will be more like 28 days at that point. That's why they show the cmt's separately.

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