The dollar term rates


Dollar term rates are the interest rates paid on USA Treasury securities over different terms to maturity. The file USD.txt contains records of these rates offered daily for seven different terms to maturity, being 6 month, 1, 2, 3, 5, 7 and 10 years, over the period from 2nd January 1985 to 19th December 1990. The first column in the file is the coded date of the daily rate, the second column indicates the day of the week, and the following seven columns are the term rates for that day in the order above. Rates are not offered on weekends and holidays. These series are plotted in Figure 1.7 of the book.