Constant maturity par coupon curves, zero coupon curves, and forward curves for 36 economies, calculated using a state-of-the-art fitted spline model. The dataset includes 138,380 time series with histories going back to the 1960s, giving unrivaled insights into the shapes of global yield curves. This data feed includes constant maturity yield curve data for 36 economies: โข Unrivaled depth: The dataset includes 138,380 time series and over 920 million data points. For each country, we provide constant maturity par yields, zero coupon rates, and forward rates at 3-month intervals. For example, we provide 120 spot par yieldsโ3-month, 6-month, 9-month, โฆ, 30-yearโfor the US Treasury market. In addition, we provide par yields at 16 forward tenors. Our dataset is equally comprehensive for zero coupon rates and forward short-term rates. โข State-of-the-art model: Our yield curves are constructed with a state-of-the-art model that simultaneously balances the smoothness of the curve and the goodness-of-fit to observed market data. โข Constant maturity: Because our time series are constructed at constant maturity points, analytical results are far more reliable than comparable series based on benchmark bonds. As time progresses, the time to maturity of a benchmark bond shrinks, so a 10-year yield might be a 9.5-year yield. Further, when a benchmark bond changes (e.g., when a new 10-year bond is issued), the benchmark yield โjumps.โ By contrast, our time series donโt have such artificial jumps. โข Long term: Many of our developed country datasets go back to the 1970s or farther, covering both a secular bear market and a secular bull market for bonds.