tbauc: Treasury Bill Auction Rates
In splusTimeSeries: Time Series from S-PLUS
tbauc.3m R Documentation
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,
https://www.federalreserve.gov/releases/h15/data.htm.
splusTimeSeries documentation built on July 8, 2022, 1:06 a.m.
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| tbauc.3m | R Documentation |
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, https://www.federalreserve.gov/releases/h15/data.htm.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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