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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 | 2.15 | 2.18 | 2.22 | 2.26 | 2.48 | 2.53 | N/A | N/A | 2.86 | 2.94 | 2.88 | 2.98 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.15 | 2.18 | 2.22 | 2.26 | 2.48 | 2.53 | N/A | N/A | 2.89 | 2.97 | 2.98 | 3.09 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.14 | 2.17 | 2.17 | 2.21 | 2.44 | 2.49 | N/A | N/A | 2.89 | 2.97 | 3.02 | 3.13 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.12 | 2.15 | 2.29 | 2.33 | 2.41 | 2.46 | N/A | N/A | 2.87 | 2.95 | 3.01 | 3.12 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.14 | 2.17 | 2.32 | 2.36 | 2.48 | 2.53 | N/A | N/A | 2.98 | 3.07 | 3.17 | 3.29 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.14 | 2.17 | 2.33 | 2.37 | 2.57 | 2.62 | N/A | N/A | 3.04 | 3.13 | 3.18 | 3.30 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.14 | 2.17 | 2.33 | 2.37 | 2.58 | 2.63 | N/A | N/A | 3.05 | 3.14 | 3.21 | 3.34 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.15 | 2.18 | 2.33 | 2.37 | 2.56 | 2.61 | N/A | N/A | 3.01 | 3.10 | 3.14 | 3.26 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.17 | 2.20 | 2.44 | 2.48 | 2.52 | 2.57 | N/A | N/A | 2.96 | 3.05 | 3.13 | 3.25 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.16 | 2.19 | 2.42 | 2.46 | 2.53 | 2.58 | N/A | N/A | 3.01 | 3.10 | 3.14 | 3.26 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.18 | 2.21 | 2.43 | 2.47 | 2.63 | 2.68 | N/A | N/A | 3.02 | 3.11 | 3.11 | 3.23 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.16 | 2.19 | 2.41 | 2.45 | 2.61 | 2.66 | N/A | N/A | 3.01 | 3.10 | 3.14 | 3.26 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.11 | 2.14 | 2.40 | 2.44 | 2.59 | 2.64 | N/A | N/A | 3.03 | 3.12 | 3.15 | 3.27 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.16 | 2.19 | 2.49 | 2.53 | 2.61 | 2.66 | N/A | N/A | 3.01 | 3.10 | 3.12 | 3.24 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.16 | 2.19 | 2.52 | 2.57 | 2.64 | 2.69 | N/A | N/A | 3.04 | 3.13 | 3.14 | 3.26 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.18 | 2.21 | 2.49 | 2.53 | 2.74 | 2.80 | N/A | N/A | 3.11 | 3.20 | 3.20 | 3.32 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.17 | 2.20 | 2.49 | 2.53 | 2.71 | 2.77 | N/A | N/A | 3.10 | 3.19 | 3.17 | 3.29 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.17 | 2.20 | 2.50 | 2.54 | 2.73 | 2.79 | N/A | N/A | 3.15 | 3.25 | 3.23 | 3.35 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.34 | 2.38 | 2.62 | 2.67 | 2.78 | 2.84 | N/A | N/A | 3.13 | 3.22 | 3.21 | 3.33 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.31 | 2.35 | 2.60 | 2.65 | 2.78 | 2.84 | N/A | N/A | 3.14 | 3.23 | 3.24 | 3.36 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.35 | 2.39 | 2.64 | 2.69 | 2.89 | 2.95 | N/A | N/A | 3.25 | 3.35 | 3.30 | 3.43 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.32 | 2.36 | 2.61 | 2.66 | 2.88 | 2.94 | N/A | N/A | 3.25 | 3.35 | 3.34 | 3.47 | N/A | N/A | N/A | N/A | N/A | N/A | |
N/A | N/A | N/A | 2.29 | 2.33 | 2.59 | 2.64 | 2.87 | 2.93 | N/A | N/A | 3.25 | 3.35 | 3.37 | 3.50 | N/A | N/A | N/A | N/A | N/A | N/A |