This data set offers U.S. Treasury term structure data for the period 1947-1991. It is an extension of the data in The Handbook of Monetary Economics (McCulloch, 1990), and also provides greater detail. In all, there are about 2 megabytes of data. Be sure to see the "readme" file for additional information. This dataset is also described in "U.S. Term Structure Data, 1947-1991," J. Huston McCulloch and Heon-Chul Kwon, March, 1993, Ohio State University Working Paper # 93-6.
ftp://ecolan.sbs.ohio-state.edu:/pub/termstruc