Rates & BondsPublished correlations, experiments, and datasets about Rates & Bonds on Correlation Studio.Shiller S&P 500 Long-Run Monthly Data (ie_data.xls – Yale) (Month)S&P 500 Historical Dividend Yield and PE (Month)Historical Returns on Major Asset Classes including S&P 500 (Year)Damodaran Historical S&P 500 Risk Premiums & Returns (Excel) (Year)S&P 500 Valuation and Historical ERP Data (Year)10-Year US Treasury Constant Maturity Rate (FRED)Effective Federal Funds RateFederal Funds Effective Rate Daily (FRED)US 3-Month Treasury Bill Secondary Market Rate (FRED)FRED – 10-Year Treasury Constant Maturity Minus 2-Year (Yield Curve Spread)FRED – Corporate Bond Yield (Moody's Aaa)FRED – Corporate Bond Yield (Moody's Baa)FRED – ICE BofA US High Yield Index Effective YieldFRED – 5-Year Breakeven Inflation RateFRED – 30-Year Fixed Mortgage Rate (US)US Auto Loan Interest Rate – Monthly (FRED TERMCBCCALLNS)Open data: UK macroeconomic series from 1086 to present. Bank of England Millennium of Macroeconomic Data. (Month)Open data: UK macroeconomic series from 1086 to present. Bank of England Millennium of Macroeconomic Data. (Year)Open data: UK macroeconomic series from 1086 to present. Bank of England Millennium of Macroeconomic Data (Quarter)US Treasury Yield Curve RatesBond Yields UK 10 YearA Millennium of Macroeconomic Data for the UK - AnnualDaily Treasury Yield Curve RatesEuribor Rates – 6 Month MonthlyEuribor Rates – 3 Month MonthlyBank of England Interest RateUS 10-Year Treasury Constant Maturity Rate (Monthly)10 year US Government Bond Yields (long-term interest rate)10y UK Government Bond Yields (long-term interest rate) - AnnualEffective Federal Funds Rate (EFFR)Bank Prime Loan Rate (DPRIME)ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2)3-Month Treasury Bill Secondary Market Rate (TB3MS)FRED: 10-Year Treasury Inflation-Indexed Security (TIPS) Yield (DFII10)Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity (DGS1MO)Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity (DGS3MO)10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity (T10Y3M)FRED: 10-Year Breakeven Inflation Rate (T10YIE)FRED: Sticky Price Consumer Price Index (STICKCPIM157SFRBATL)FRED: 30-Year Fixed Rate Mortgage Average – 15-Year (MORTGAGE15US)