10 year nominal yields on US government bonds from the Federal Reserve. The 10 year government bond yield is considered a standard indicator of long-term interest rates.

Data

Data comes from the Release H.15 from the Federal Reserve - Selected Interest Rates Daily specifically the 10 year US Treasury (monthly, csv).

Preparation

You will need Python 3.6 or greater and dataflows library to run the script

To update the data run the process script locally:

# Install necessary libraries
pip install -r scripts/requirements.txt

# Update the data
./scripts/process.sh

# Run the script
python scripts/bond_us_flow.py

Note we keep a copy of the raw data from the Federal Reserve (pre-tidying) in archive.

Automation

Up-to-date (auto-updates every month) bond-yields-us-10y dataset could be found on the datahub.io: https://datahub.io/core/bond-yields-us-10y

License

Licensed under the Public Domain Dedication and License (assuming either no rights or public domain license in source data).