Where can I find current off-the-run US treasury yield data?
Hey guys,
I'm looking to purchase **daily **off-the-run US treasury yield data from 2yr to 30yr maturities, but I was unsuccessful in finding a vendor. Quandl has something like daily yield for some OTR, but there is a lag period. I don't have Bloomberg Terminal. Any help is appreciated, thanks.
I don't know of any public domain sources that would provide issue-level historical data. More generally, CRSP, as usual, is the ultimate source for this, but I am not sure whether it's free for non-academic use.
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