Freely Downloadable Data Sets Updated Daily

Government bonds

Par yields (US Treasury)

Daily time series of constant-maturity Treasury par yields published by the Department of the Treasury

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Yield curves (ECB)

Daily time series of government bond rates published by the European Central Bank

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Yields on JGBs (Japan MoF)

Daily time series of constant-maturity government bond yields published by Japan MoF

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Money market

Money market rates (FED)

Daily time series of US money-market rates published by the Federal Reserve Board

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€STR (ECB)

Daily time series of overnight borrowing rates published by the European Central Bank

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