tbauc.3m
Treasury Bill Auction Rates

Description

Treasury Bill auction rate data running from 1980 to 1997 for 3 month, 6 month, and 1 year durations.
Format
Three separate timeSeries objects with Treasury Bill auction rates:

tbauc.3m
Average of interest rate bids accepted in regular treasury auctions of 13-week bills (also known as 3-month bills). Currently, the auctions are held each Monday for bills to be issued the ensuing Thursday, in the absence of holidays.
tbauc.6m
Average of interest rate bids accepted in regular treasury auctions of 26-week bills (also known as 6-month bills). Currently, the auctions are held each Monday for bills to be issued the ensuing Thursday, in the absence of holidays.
tbauc.1y
Average of interest rate bids accepted in regular treasury auctions of 52-week bills (also known as 1-year bills). Currently, the auctions are held at roughly monthly intervals.
Source
From the web site of the Federal Reserve Bank, http://www.federalreserve.gov/releases/h15/data.htm.
Package splusTimeSeries version 6.0.0-68
Package Index