Does anybody know where I can find a history of the interest rate on the 13 week T-Bill. I need it to go back to September 1, 2000. This is for work and would appreciate any help.
This goes back to 1989 and up till the end of 2000. Only updated monthly. For 2001 rates just go to the WSJ or check out the Fed Res site
Sorry, the above are monthly averages. The actuals (secondary market, discount basis) are:
20000929 6.03
20001006 6.06
20001013 6.03
20001020 6.11
20001027 6.18
20001103 6.19
20001110 6.22
20001117 6.18
20001124 6.18
20001201 6.08
20001208 5.94
20001215 5.89
20001222 5.51
20001229 5.66
20010105 5.36
20010112 5.13
20010119 5.22
You can find them here: http://www.stls.frb.org/fred/data/wkly.html
This site will give even give you daily secondary market if you need them.
Thanks a lot, that was a big help. 