31 CFR 351.10 : Money And Finance: Treasury (§ 0.101 To Parts 1061-1099) — (Parts 200-201 To Parts 414-499) — Regulations Relating To Money And Finance (Continued) (Parts 200-201 To Parts 414-499) — Fiscal Service, Department Of The Treasury (Parts 200-201 To Subchapter B) — Bureau Of The Fiscal Service (Parts 200-201 To Parts 392-399) — Offering Of United States Savings Bonds, Series Ee (§ 351.0 To Appendix To Part 351) — Maturities, Redemption Values, And Investment Yields Of Series Ee Savings Bonds (§ 351.5 To §§ 351.36-351.39) — General Provisions (§ 351.5 To §§ 351.17-351.18) — What do I need to know about market yields, or market bid yields, to understand redemption value calculations in this subpart?

4 Aug 2016

We use market yields, or market bid yields, derived from Treasury bills, notes, and bonds, to create a yield curve based on the most actively traded Treasury securities. This curve relates the yield on a security to its time to maturity. Yields at particular points on the curve are referred to as “constant maturity yields” and are determined by the Treasury from this daily yield curve. Six-month and 5-year Treasury securities rates are derived from these yield curves.

31 CFR 351.10