90 day t bill interest rate
In what follows, we use daily data on Fed funds and T-bill rates at maturities of 1 day, 30 days, 90 days, and 180 days to examine the predictions of yield spread 14 Feb 2020 Treasury bills are short-term investments. Let's say you purchase a $10,000 T- bill with a discount rate of 3% A longer maturity term could yield a bigger return, but you can still earn some interest if you opt for a shorter term. Data for the OCR and the 90-day bank bill rate is available from 1999 in the key graph data file. Daily data is also published in the Wholesale interest rates (B2)