Sunday, June 12, 2011

U.S. Debt Structure

From the database associated with Hamilton and Wu (Forthcoming) ""The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment," (data) (paper).  The maturity structure of U.S. Debt.  "Strands" that disappear in the middle indicate debt structure altered by open market operations.  Strands that cease "starting" indicates that bond maturity is no longer issued (for example, the 5 year bond was retired for some time in the 90's).  The first figure is thirty years of maturities (click to enlarge).
This second year looks only at the distribution of U.S. bonds with maturities of five years or sooner (click to enlarge).

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