Daily Treasury Par Real Yield Curve Rates
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Date | 5 YR | 7 YR | 10 YR | 20 YR | 30 YR | 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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.63 | 1.52 | 1.45 | 1.52 | 1.62 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.71 | 1.59 | 1.51 | 1.57 | 1.66 | 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 | |
1.67 | 1.57 | 1.50 | 1.57 | 1.66 | 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 | |
1.71 | 1.59 | 1.50 | 1.55 | 1.64 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.78 | 1.66 | 1.58 | 1.62 | 1.70 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.73 | 1.61 | 1.53 | 1.57 | 1.65 | 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 | |
1.79 | 1.65 | 1.55 | 1.57 | 1.65 | 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 | |
1.80 | 1.65 | 1.56 | 1.58 | 1.65 | 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 | |
1.89 | 1.74 | 1.64 | 1.64 | 1.70 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.91 | 1.74 | 1.62 | 1.61 | 1.67 | 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 | |
1.75 | 1.61 | 1.51 | 1.54 | 1.63 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.82 | 1.66 | 1.55 | 1.56 | 1.63 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.82 | 1.64 | 1.52 | 1.52 | 1.59 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.80 | 1.63 | 1.51 | 1.51 | 1.57 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.85 | 1.68 | 1.56 | 1.56 | 1.63 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.83 | 1.65 | 1.53 | 1.52 | 1.59 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.83 | 1.66 | 1.54 | 1.54 | 1.62 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.90 | 1.70 | 1.57 | 1.56 | 1.63 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.85 | 1.66 | 1.53 | 1.53 | 1.61 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.99 | 1.79 | 1.65 | 1.63 | 1.69 | 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 | |
1.95 | 1.74 | 1.59 | 1.56 | 1.62 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |