Daily Treasury Par Yield Curve Rates

Date 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 6 Mo 1 Yr 2 Yr 3 Yr 5 Yr 7 Yr 10 Yr 20 Yr 30 Yr
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.04 0.10 0.19 N/A 0.48 0.78 1.18 1.39 1.63 1.76 1.81 2.19 2.12
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.04 0.10 0.19 N/A 0.45 0.76 1.16 1.38 1.60 1.74 1.78 2.17 2.11
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.15 0.20 N/A 0.48 0.78 1.19 1.42 1.66 1.78 1.82 2.20 2.14
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.05 0.12 0.23 N/A 0.56 0.89 1.31 1.55 1.78 1.90 1.93 2.29 2.23
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.14 0.27 N/A 0.58 0.88 1.30 1.54 1.76 1.88 1.92 2.28 2.22
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.14 0.25 N/A 0.59 0.91 1.35 1.59 1.81 1.93 1.96 2.31 2.25
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.04 0.15 0.26 N/A 0.57 0.91 1.36 1.61 1.82 1.92 1.94 2.31 2.25
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.05 0.31 0.40 N/A 0.74 1.14 1.61 1.82 1.96 2.03 2.03 2.37 2.30
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.22 0.36 N/A 0.71 1.07 1.50 1.71 1.84 1.92 1.92 2.30 2.24
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.25 0.43 N/A 0.76 1.13 1.58 1.80 1.90 1.98 1.98 2.35 2.29
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.02 0.19 0.40 N/A 0.72 1.11 1.58 1.80 1.94 2.03 2.05 2.42 2.37
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.17 0.38 N/A 0.67 1.09 1.52 1.75 1.90 2.00 2.03 2.39 2.34
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.06 0.23 0.36 N/A 0.65 1.05 1.49 1.70 1.85 1.94 1.97 2.35 2.31
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.19 0.35 N/A 0.65 1.03 1.47 1.68 1.82 1.90 1.92 2.30 2.24
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.20 0.37 N/A 0.73 1.17 1.56 1.74 1.85 1.93 1.94 2.31 2.24
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.02 0.20 0.34 N/A 0.74 1.16 1.58 1.78 1.89 1.98 1.99 2.36 2.29
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.05 0.18 0.32 N/A 0.65 1.08 1.54 1.73 1.84 1.94 1.96 2.36 2.28
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.03 0.20 0.33 N/A 0.71 1.13 1.55 1.76 1.86 1.96 1.97 2.37 2.29
N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.06 0.20 0.35 N/A 0.69 1.01 1.44 1.62 1.71 1.81 1.83 2.25 2.17