Description of the file in the INTRATE folder. FOLDER NAME: Intrate Includes one file with monthly yield on U.S. Treasury Securities. FILE NAME: Monyld.xls - Monthly yield on U.S. Treasury Securities. DESCRIPTION OF DATA SET: U.S. Treasury Securities interest rates by month for 3 month, 6 month and 1 year bills, 2,3,5,7 and 10 year notes and 30 year bonds. Data covers 15 years from March 1977 to February 1993. SOURCE OF DATA SET: Chase Manhattan Bank. NUMBER OF OBSERVATIONS: 204 VARIABLES IN THE FILES: Variable name and description date - Month and year to which data applies bill3mo - Interest rate for three month U.S.Treasury bill bill6mo - Interest rate for six month U.S.Treasury bill bill1yr - Interest rate for one year U.S.Treasury bill note2yr - Interest rate for two year U.S.Treasury note note3yr - Interest rate for three year U.S.Treasury note note5yr - Interest rate for five year U.S.Treasury note note7yr - Interest rate for seven year U.S.Treasury note note10yr - Interest rate for ten year U.S.Treasury note bond30yr - Interest rate for thirty year U.S.Treasury bond COLUMN HEADINGS AND FIRST FOUR RECORDS AS THEY APPEAR IN THE FILE: (from Monyld.xls) date bill3mo bill6mo bill1yr note2yr note3yr note5yr note7yr 3/1/77 4.73 5.08 5.5 6.09 6.47 6.93 7.2 4/1/77 4.66 4.98 5.44 5.96 6.31 6.79 7.11 5/1/77 5.07 5.41 5.84 6.25 6.55 6.94 7.26 (cont.) note10yr bond30yr 7.46 7.8 7.37 7.73 7.46 7.8