Daily Treasury Long-Term Rates

Date 20 YR 30 YR LT COMPOSITE (>10 Yrs) TREASURY 20-Yr CMT Extrapolation Factor 8 WEEKS BANK DISCOUNT COUPON EQUIVALENT 17 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 4.02 4.06 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.93 3.97 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.92 3.96 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.80 3.84 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.78 3.83 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.87 3.91 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.80 3.84 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.69 3.73 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.73 3.79 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.76 3.81 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.62 3.65 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.65 3.69 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.73 3.77 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.76 3.80 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.70 3.73 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.70 3.74 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.71 3.75 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.72 3.77 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.75 3.79 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.74 3.78 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.62 3.67 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.63 3.67 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.72 3.77 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.77 3.82 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.82 3.87 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.81 3.86 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.85 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.92 3.96 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.88 3.92 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.90 3.94 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.95 3.97 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.02 4.05 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.99 4.01 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.10 4.12 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.06 4.09 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.01 4.04 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.08 4.11 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.07 4.11 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.06 4.10 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.13 4.17 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.19 4.24 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.06 4.12 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.08 4.14 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.05 4.11 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.05 4.11 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.03 4.09 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.83 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.78 3.85 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.85 3.91 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.76 3.82 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.80 3.87 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.70 3.76 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.76 3.83 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.84 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.78 3.83 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.73 3.78 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.72 3.77 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.85 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.85 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.86 3.91 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.83 3.88 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.76 3.81 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.72 3.78 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.67 3.72 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.62 3.67 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.61 3.66 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.68 3.73 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.69 3.74 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.70 3.75 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.71 3.75 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.75 3.80 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.80 3.85 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.87 3.92 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.85 3.91 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.86 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.82 3.87 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.85 3.90 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.80 3.85 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.71 3.77 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.75 3.81 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.83 3.88 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.73 3.80 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.89 3.95 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.76 3.82 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.74 3.79 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.75 3.80 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.80 3.85 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.87 3.92 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.89 3.94 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.84 3.88 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.77 3.82 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.82 3.87 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.88 3.92 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.92 3.96 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.93 3.96 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.98 4.02 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.03 4.07 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.05 4.09 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.04 4.08 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.06 4.10 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.11 4.16 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.08 4.13 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.00 4.06 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.95 4.01 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.92 3.98 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.97 4.03 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.98 4.03 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.96 4.02 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 4.05 4.12 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
N/A N/A 3.99 4.05 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A