Daily Treasury Par Yield Curve Rates

Date 20 YR 30 YR Extrapolation Factor 8 WEEKS BANK DISCOUNT COUPON EQUIVALENT 52 WEEKS BANK DISCOUNT COUPON EQUIVALENT 1 Mo 2 Mo 3 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 0.15 0.37 0.53 1.09 1.72 2.44 2.61 2.55 2.50 2.39 2.60 2.44
N/A N/A N/A N/A N/A N/A N/A 0.18 0.42 0.66 1.14 1.72 2.43 2.61 2.56 2.52 2.42 2.64 2.48
N/A N/A N/A N/A N/A N/A N/A 0.18 0.42 0.65 1.13 1.77 2.51 2.69 2.69 2.65 2.54 2.74 2.57
N/A N/A N/A N/A N/A N/A N/A 0.21 0.44 0.67 1.15 1.79 2.50 2.67 2.70 2.69 2.61 2.81 2.63
N/A N/A N/A N/A N/A N/A N/A 0.21 0.50 0.68 1.15 1.78 2.47 2.66 2.70 2.73 2.66 2.87 2.69
N/A N/A N/A N/A N/A N/A N/A 0.20 0.49 0.70 1.19 1.81 2.53 2.73 2.76 2.79 2.72 2.94 2.76
N/A N/A N/A N/A N/A N/A N/A 0.22 0.54 0.77 1.23 1.85 2.50 2.73 2.79 2.84 2.79 3.02 2.84
N/A N/A N/A N/A N/A N/A N/A 0.21 0.52 0.74 1.20 1.77 2.39 2.58 2.66 2.73 2.72 2.99 2.82
N/A N/A N/A N/A N/A N/A N/A 0.26 0.52 0.75 1.20 1.78 2.37 2.57 2.66 2.71 2.70 2.97 2.81
N/A N/A N/A N/A N/A N/A N/A 0.37 0.57 0.79 1.25 1.84 2.47 2.67 2.79 2.84 2.83 3.09 2.92
N/A N/A N/A N/A N/A N/A N/A 0.38 0.60 0.81 1.27 1.84 2.46 2.68 2.79 2.85 2.85 3.12 2.95
N/A N/A N/A N/A N/A N/A N/A 0.37 0.58 0.81 1.28 1.94 2.61 2.81 2.91 2.95 2.93 3.19 3.01
N/A N/A N/A N/A N/A N/A N/A 0.35 0.56 0.82 1.29 1.93 2.60 2.79 2.87 2.88 2.85 3.08 2.90
N/A N/A N/A N/A N/A N/A N/A 0.50 0.65 0.83 1.32 2.01 2.68 2.87 2.96 2.96 2.90 3.12 2.94
N/A N/A N/A N/A N/A N/A N/A 0.46 0.64 0.83 1.34 2.06 2.72 2.88 2.94 2.95 2.90 3.14 2.95
N/A N/A N/A N/A N/A N/A N/A 0.40 0.61 0.91 1.42 2.03 2.63 2.79 2.84 2.85 2.81 3.06 2.88
N/A N/A N/A N/A N/A N/A N/A 0.38 0.61 0.83 1.40 1.99 2.54 2.72 2.79 2.80 2.77 3.03 2.86
N/A N/A N/A N/A N/A N/A N/A 0.37 0.63 0.82 1.39 1.97 2.58 2.75 2.81 2.84 2.82 3.08 2.91
N/A N/A N/A N/A N/A N/A N/A 0.37 0.71 0.82 1.38 2.04 2.63 2.80 2.86 2.88 2.85 3.10 2.92
N/A N/A N/A N/A N/A N/A N/A 0.37 0.73 0.85 1.41 2.10 2.70 2.87 2.92 2.94 2.89 3.14 2.96