| Monthly | Jun 10 | May 10 | Apr 10 | Mar 10 | Feb 10 | 3M Avg | 12M Avg | Trend | |
|---|---|---|---|---|---|---|---|---|---|
Yields are Constant Maturity |
Rate |
||||||||
| T-bill 1m | 0.08 | 0.15 | 0.15 | 0.12 | 0.06 | 0.13 | 0.09 | 0.04 | |
| T-bill 3m | 0.12 | 0.16 | 0.16 | 0.15 | 0.11 | 0.15 | 0.12 | 0.03 | |
| T-bill 6m | 0.19 | 0.22 | 0.24 | 0.23 | 0.18 | 0.22 | 0.20 | 0.01 | |
| UST 1yr | 0.32 | 0.37 | 0.45 | 0.40 | 0.35 | 0.38 | 0.39 | -0.01 | |
| UST 2yr | 0.72 | 0.83 | 1.06 | 0.96 | 0.86 | 0.87 | 0.92 | -0.05 | |
| UST 3yr | 1.17 | 1.32 | 1.64 | 1.51 | 1.40 | 1.38 | 1.45 | -0.07 | |
| UST 5yr | 2.00 | 2.18 | 2.58 | 2.43 | 2.36 | 2.25 | 2.36 | -0.11 | |
| UST 7yr | 2.66 | 2.86 | 3.28 | 3.16 | 3.12 | 2.93 | 3.05 | -0.12 | |
| UST 10yr | 3.20 | 3.42 | 3.85 | 3.73 | 3.69 | 3.49 | 3.55 | -0.06 | |
| UST 20yr | 3.95 | 4.11 | 4.53 | 4.49 | 4.48 | 4.20 | 4.31 | -0.11 | |
| UST 30yr | 4.13 | 4.29 | 4.69 | 4.64 | 4.62 | 4.37 | 4.41 | -0.04 | |
Treasury Curve Spreads |
Rate |
||||||||
| UST 10yr - T-bill 3m | 3.08 | 3.26 | 3.69 | 3.58 | 3.58 | 3.34 | 3.43 | -0.09 | |
| UST 10yr - UST 2yr | 2.48 | 2.59 | 2.79 | 2.77 | 2.83 | 2.62 | 2.62 | -0.00 | |
| UST 5yr - UST 2yr | 1.28 | 1.35 | 1.52 | 1.47 | 1.50 | 1.38 | 1.44 | -0.05 | |
| UST 30yr - UST 2yr | 3.41 | 3.46 | 3.63 | 3.68 | 3.76 | 3.50 | 3.49 | 0.01 | |
| UST 30yr - UST 10yr | 0.93 | 0.87 | 0.84 | 0.91 | 0.93 | 0.88 | 0.87 | 0.01 | |
TIPS |
Rate |
||||||||
| TIPS 5yr | 0.34 | 0.41 | 0.62 | 0.56 | 0.42 | 0.46 | 0.67 | -0.21 | |
| TIPS 7yr | 0.76 | 0.86 | 1.10 | 1.08 | 0.90 | 0.91 | 1.05 | -0.14 | |
| TIPS 10yr | 1.26 | 1.31 | 1.50 | 1.51 | 1.42 | 1.36 | 1.48 | -0.12 | |
| TIPS 20yr | 1.69 | 1.72 | 1.90 | 1.98 | 2.03 | 1.77 | 1.99 | -0.22 | |
TIPS Spreads (Real Rates) |
Rate |
||||||||
| UST 5yr - TIPS 5yr | 1.66 | 1.77 | 1.96 | 1.87 | 1.94 | 1.80 | 1.69 | 0.10 | |
| UST 10yr - TIPS 10yr | 1.94 | 2.11 | 2.35 | 2.22 | 2.27 | 2.13 | 2.07 | 0.06 |
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