Federal Reserve Economic Data | Series: GS1
| 2021-08-01 | 0.07 |
| 2021-09-01 | 0.08 |
| 2021-10-01 | 0.11 |
| 2021-11-01 | 0.18 |
| 2021-12-01 | 0.30 |
| 2022-01-01 | 0.55 |
| 2022-02-01 | 1.00 |
| 2022-03-01 | 1.34 |
| 2022-04-01 | 1.89 |
| 2022-05-01 | 2.06 |
| 2022-06-01 | 2.65 |
| 2022-07-01 | 3.02 |
| 2022-08-01 | 3.28 |
| 2022-09-01 | 3.89 |
| 2022-10-01 | 4.43 |
| 2022-11-01 | 4.73 |
| 2022-12-01 | 4.68 |
| 2023-01-01 | 4.69 |
| 2023-02-01 | 4.93 |
| 2023-03-01 | 4.68 |
| 2023-04-01 | 4.68 |
| 2023-05-01 | 4.91 |
| 2023-06-01 | 5.24 |
| 2023-07-01 | 5.37 |
| 2023-08-01 | 5.37 |
| 2023-09-01 | 5.44 |
| 2023-10-01 | 5.42 |
| 2023-11-01 | 5.28 |
| 2023-12-01 | 4.96 |
| 2024-01-01 | 4.79 |
| 2024-02-01 | 4.92 |
| 2024-03-01 | 4.99 |
| 2024-04-01 | 5.14 |
| 2024-05-01 | 5.16 |
| 2024-06-01 | 5.11 |
| 2024-07-01 | 4.90 |
| 2024-08-01 | 4.43 |
| 2024-09-01 | 4.03 |
| 2024-10-01 | 4.20 |
| 2024-11-01 | 4.33 |
| 2024-12-01 | 4.23 |
| 2025-01-01 | 4.18 |
| 2025-02-01 | 4.19 |
| 2025-03-01 | 4.06 |
| 2025-04-01 | 3.95 |
| 2025-05-01 | 4.09 |
| 2025-06-01 | 4.06 |
| 2025-07-01 | 4.08 |
| 2025-08-01 | 3.89 |
| 2025-09-01 | 3.66 |
Market yield on 1-year U.S. Treasury securities at constant maturity, representing short-term government borrowing costs.
Source: Board of Governors of the Federal Reserve System via Federal Reserve Economic Data (FRED)
Units: Percent
Frequency: Monthly, Not Seasonally Adjusted
Data Points: 59 observations
Date Range: 2020-10-14 to 2025-10-14
The 1-year Treasury rate closely tracks Federal Reserve policy expectations and serves as a benchmark for short-term lending rates. More sensitive to Fed policy changes than longer-term rates. Used in yield curve analysis to assess monetary policy stance and economic outlook. Rising 1-year rates often signal tightening credit conditions.
One-year rates closely track Fed fund futures and near-term policy expectations. Rapid changes often precede broader rate moves, making this useful for timing duration trades. Rising 1-year rates above Fed funds suggest tightening expectations, pressuring rate-sensitive sectors. The 1-year provides early signals for yield curve positioning and short-term funding cost impacts.