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Summary of Treasury Yield Curve Rates for September 2011
| Type |
Today |
Last Week |
Last Month |
Graph |
|
| 0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02 |
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02 |
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02 |
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02 |
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02 |
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02 |
| 11 Month |
0.0120% |
0.0262% |
0.0387% |
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02
|
Details… |
| 23 Month |
0.0124% |
0.0295% |
0.0321% |
0.19,0.2,0.21,0.19,0.21,0.18,0.21,0.21,0.17,0.21,0.19,0.21,0.16,0.18,0.2,0.23
|
Details… |
| 36 Month |
0.0145% |
0.0302% |
0.0376% |
0.31,0.33,0.33,0.33,0.35,0.33,0.37,0.34,0.31,0.35,0.35,0.35,0.29,0.3,0.34,0.37
|
Details… |
| 41 Year |
0.0102% |
0.0211% |
0.0345% |
3.51,3.32,3.26,3.32,3.24,3.34,3.03,3.36,3.26,3.32,3.32,3.36,3.22,3.2,2.78,2.89
|
Details… |
| 53 Year |
0.0178% |
0.0320% |
0.0678% |
3.51,3.32,3.26,3.32,3.24,3.34,3.03,3.36,3.26,3.32,3.32,3.36,3.22,3.2,2.78,2.89
|
Details… |
Detailed Treasury Yield Curve Rates for September 2011
| Date |
Today |
1 mo |
3 mo |
6 mo |
1 yr |
3 yr |
5 yr |
7 yr |
10 yr |
20 yr |
30 yr |
|
Performance
|
0.02,0.02,0.02,0.01,0.01,0.01,0.01,0,0,0,0,0,0,0,0,0
|
0.02,0.02,0.02,0.02,0.01,0.01,0.01,0.02,0.01,0.01,0.01,0.01,0.01,0.01,0,0.01
|
0.05,0.05,0.07,0.07,0.05,0.02,0.04,0.06,0.05,0.05,0.03,0.03,0.04,0.03,0.03,0.02
|
0.1,0.1,0.13,0.12,0.11,0.09,0.11,0.11,0.11,0.1,0.09,0.1,0.08,0.09,0.1,0.1
|
0.19,0.2,0.21,0.19,0.21,0.18,0.21,0.21,0.17,0.21,0.19,0.21,0.16,0.18,0.2,0.23
|
0.31,0.33,0.33,0.33,0.35,0.33,0.37,0.34,0.31,0.35,0.35,0.35,0.29,0.3,0.34,0.37
|
0.9,0.88,0.88,0.88,0.87,0.94,0.88,0.92,0.81,0.89,0.91,0.95,0.85,0.85,0.79,0.89
|
1.49,1.41,1.4,1.41,1.38,1.5,1.36,1.45,1.34,1.42,1.45,1.51,1.4,1.39,1.24,1.35
|
2.15,2.02,1.98,2,1.94,2.08,1.88,2.05,1.93,2,2.03,2.09,1.97,1.95,1.72,1.84
|
3.1,2.92,2.86,2.92,2.84,2.96,2.69,2.96,2.86,2.92,2.92,2.97,2.84,2.82,2.48,2.59
|
3.51,3.32,3.26,3.32,3.24,3.34,3.03,3.36,3.26,3.32,3.32,3.36,3.22,3.2,2.78,2.89
|
| 09/13/11 |
0.00 |
0.01 |
0.05 |
0.10 |
0.21 |
0.35 |
0.89 |
1.42 |
2.00 |
2.92 |
3.32 |
| 09/14/11 |
0.00 |
0.01 |
0.03 |
0.09 |
0.19 |
0.35 |
0.91 |
1.45 |
2.03 |
2.92 |
3.32 |
| 09/15/11 |
0.00 |
0.01 |
0.03 |
0.10 |
0.21 |
0.35 |
0.95 |
1.51 |
2.09 |
2.97 |
3.36 |
| 09/16/11 |
0.01 |
0.01 |
0.02 |
0.09 |
0.18 |
0.33 |
0.94 |
1.50 |
2.08 |
2.96 |
3.34 |
| 09/19/11 |
0.00 |
0.01 |
0.04 |
0.08 |
0.16 |
0.29 |
0.85 |
1.40 |
1.97 |
2.84 |
3.22 |
| 09/20/11 |
0.00 |
0.01 |
0.03 |
0.09 |
0.18 |
0.30 |
0.85 |
1.39 |
1.95 |
2.82 |
3.20 |
| 09/21/11 |
0.01 |
0.01 |
0.04 |
0.11 |
0.21 |
0.37 |
0.88 |
1.36 |
1.88 |
2.69 |
3.03 |
| 09/22/11 |
0.00 |
0.00 |
0.03 |
0.10 |
0.20 |
0.34 |
0.79 |
1.24 |
1.72 |
2.48 |
2.78 |
| 09/23/11 |
0.00 |
0.01 |
0.02 |
0.10 |
0.23 |
0.37 |
0.89 |
1.35 |
1.84 |
2.59 |
2.89 |
Back to Summary…
|
9/19/11 |
9/20/11 |
9/21/11 |
9/22/11 |
9/23/11 |
| 1 Month LIBOR |
0.231 |
0.232 |
0.234 |
0.235 |
0.236 |
| 3 Month LIBOR |
0.353 |
0.355 |
0.356 |
0.358 |
0.36 |
| Period |
9/16 |
9/9 |
High |
Low |
| 1-year |
0.50 |
0.49 |
0.53 |
0.36 |
| 2-year |
0.52 |
0.52 |
1.03 |
0.45 |
| 3-year |
0.65 |
0.65 |
1.60 |
0.60 |
| 4-year |
0.90 |
0.89 |
2.11 |
0.87 |
| 5-year |
1.20 |
1.18 |
2.55 |
1.18 |
| 7-year |
1.70 |
1.69 |
3.21 |
1.69 |
| 10-year |
2.21 |
2.20 |
3.78 |
2.20 |
| 30-year |
3.01 |
3.02 |
4.50 |
3.01 |
Tab 4
Tab 5
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