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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.77 | 1.82 | 1.87 | 1.98 | 2.05 | 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 | |
1.79 | 1.83 | 1.88 | 1.98 | 2.05 | 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 | |
1.74 | 1.77 | 1.81 | 1.91 | 1.98 | 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 | |
1.74 | 1.77 | 1.81 | 1.91 | 1.98 | 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 | |
1.73 | 1.77 | 1.81 | 1.93 | 2.01 | 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 | |
1.72 | 1.76 | 1.81 | 1.93 | 2.01 | 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 | |
1.76 | 1.79 | 1.83 | 1.94 | 2.02 | 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 | |
1.80 | 1.83 | 1.86 | 1.98 | 2.05 | 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 | |
1.82 | 1.85 | 1.89 | 2.01 | 2.08 | 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 | |
1.92 | 1.95 | 1.99 | 2.10 | 2.17 | 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 | |
1.94 | 1.96 | 1.99 | 2.09 | 2.16 | 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 | |
1.97 | 1.99 | 2.03 | 2.12 | 2.19 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | |
1.93 | 1.96 | 2.00 | 2.10 | 2.18 | N/A | 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 | 1.90 | 1.96 | 2.08 | 2.17 | 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 | |
1.83 | 1.87 | 1.93 | 2.06 | 2.14 | 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 | |
1.79 | 1.83 | 1.87 | 2.01 | 2.10 | 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 | |
1.82 | 1.86 | 1.92 | 2.05 | 2.14 | 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 | |
1.84 | 1.88 | 1.92 | 2.05 | 2.13 | 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 | |
1.81 | 1.84 | 1.88 | 2.00 | 2.09 | 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 | |
1.83 | 1.85 | 1.88 | 1.99 | 2.07 | 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 |