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Constant Maturity Rate

Using data from the St. Louis Federal Reserve

(FRED) (http://research.stlouisfed.org/fred2/),

analyze interest rates and the yield curve.

a. Find the most recent values from FRED for

the following six variables: (1) the 1-Year

Treasury Constant Maturity Rate (GS1),

(2) the 3-Year Treasury Constant Maturity

Rate (GS3), (3) the 5-Year Treasury Constant

Maturity Rate (GS5), (4) the 10-Year

Treasury Constant Maturity Rate (GS10),

(5) the 20-Year Treasury Constant Maturity

Rate (GS20), and (6) the 30-Year Treasury

Constant Maturity Rate (GS30).

b. Using the data found above, draw the yield

curve, explain why it has the shape it does,

and describe what is expected to happen to

interest rates in the future.

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