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Date | 20 YR | 30 YR | Extrapolation Factor | 4 WEEKS BANK DISCOUNT | COUPON EQUIVALENT | 8 WEEKS BANK DISCOUNT | COUPON EQUIVALENT | 13 WEEKS BANK DISCOUNT | COUPON EQUIVALENT | 17 WEEKS BANK DISCOUNT | COUPON EQUIVALENT | 26 WEEKS BANK DISCOUNT | COUPON EQUIVALENT | 52 WEEKS BANK DISCOUNT | COUPON EQUIVALENT | 1 Mo | 2 Mo | 3 Mo | 4 Mo | 20 Yr | 30 Yr |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
N/A | N/A | N/A | 0.10 | 0.10 | 0.19 | 0.19 | 0.32 | 0.32 | N/A | N/A | 0.59 | 0.60 | 0.88 | 0.90 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.12 | 0.12 | 0.21 | 0.21 | 0.33 | 0.33 | N/A | N/A | 0.66 | 0.67 | 1.03 | 1.05 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.19 | 0.19 | 0.25 | 0.25 | 0.37 | 0.38 | N/A | N/A | 0.67 | 0.68 | 1.05 | 1.07 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.15 | 0.15 | 0.21 | 0.21 | 0.33 | 0.33 | N/A | N/A | 0.66 | 0.67 | 1.02 | 1.04 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.17 | 0.17 | 0.21 | 0.21 | 0.38 | 0.39 | N/A | N/A | 0.73 | 0.74 | 1.03 | 1.05 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.15 | 0.15 | 0.22 | 0.22 | 0.36 | 0.37 | N/A | N/A | 0.70 | 0.71 | 1.07 | 1.09 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.17 | 0.17 | 0.23 | 0.23 | 0.38 | 0.39 | N/A | N/A | 0.73 | 0.74 | 1.10 | 1.12 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.19 | 0.19 | 0.28 | 0.28 | 0.38 | 0.39 | N/A | N/A | 0.73 | 0.74 | 1.13 | 1.16 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.17 | 0.17 | 0.28 | 0.28 | 0.39 | 0.40 | N/A | N/A | 0.75 | 0.76 | 1.15 | 1.18 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.22 | 0.22 | 0.30 | 0.30 | 0.45 | 0.46 | N/A | N/A | 0.84 | 0.86 | 1.20 | 1.23 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.21 | 0.21 | 0.29 | 0.29 | 0.46 | 0.47 | N/A | N/A | 0.84 | 0.86 | 1.19 | 1.22 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.23 | 0.23 | 0.28 | 0.28 | 0.43 | 0.44 | N/A | N/A | 0.84 | 0.86 | 1.26 | 1.29 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.20 | 0.20 | 0.30 | 0.30 | 0.40 | 0.41 | N/A | N/A | 0.79 | 0.80 | 1.20 | 1.23 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.19 | 0.19 | 0.28 | 0.28 | 0.41 | 0.42 | N/A | N/A | 0.80 | 0.81 | 1.19 | 1.22 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.21 | 0.21 | 0.31 | 0.31 | 0.55 | 0.56 | N/A | N/A | 0.93 | 0.95 | 1.28 | 1.31 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.20 | 0.20 | 0.27 | 0.27 | 0.51 | 0.52 | N/A | N/A | 0.94 | 0.96 | 1.56 | 1.60 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.14 | 0.14 | 0.23 | 0.23 | 0.50 | 0.51 | N/A | N/A | 0.90 | 0.92 | 1.49 | 1.53 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.16 | 0.16 | 0.31 | 0.31 | 0.50 | 0.51 | N/A | N/A | 0.93 | 0.95 | 1.51 | 1.55 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.17 | 0.17 | 0.31 | 0.31 | 0.53 | 0.54 | N/A | N/A | 0.98 | 1.00 | 1.62 | 1.66 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.18 | 0.18 | 0.33 | 0.33 | 0.60 | 0.61 | N/A | N/A | 1.06 | 1.08 | 1.63 | 1.67 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.17 | 0.17 | 0.31 | 0.31 | 0.56 | 0.57 | N/A | N/A | 1.03 | 1.05 | 1.62 | 1.66 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.13 | 0.13 | 0.29 | 0.29 | 0.55 | 0.56 | N/A | N/A | 1.01 | 1.03 | 1.58 | 1.62 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 0.17 | 0.17 | 0.35 | 0.36 | 0.51 | 0.52 | N/A | N/A | 1.02 | 1.04 | 1.57 | 1.61 | N/A | N/A | N/A | N/A | N/A | N/A |