Daily Treasury Real Long-Term Rates
April 2010
May 2010
Date LT Real Average
(>10 yrs)
05/03/10
1.82%
05/04/10
1.79%
05/05/10
1.78%
05/06/10
1.67%
05/07/10
1.75%
05/10/10
1.79%
05/11/10
1.79%
05/12/10
1.78%
05/13/10
1.77%
05/14/10
1.72%
05/17/10
1.76%
05/18/10
1.70%
05/19/10
1.76%
05/20/10
1.78%
| Date | LT Real Average (>10 yrs) |
|---|---|
| 04/01/10 | 2.10% |
| 04/02/10 | 2.17% |
| 04/05/10 | 2.19% |
| 04/06/10 | 2.15% |
| 04/07/10 | 2.04% |
| 04/08/10 | 2.07% |
| 04/09/10 | 2.05% |
| 04/12/10 | 2.01% |
| 04/13/10 | 2.00% |
| 04/14/10 | 2.02% |
| 04/15/10 | 1.99% |
| 04/16/10 | 1.96% |
| 04/19/10 | 2.00% |
| 04/20/10 | 1.97% |
| 04/21/10 | 1.92% |
| 04/22/10 | 1.95% |
| 04/23/10 | 1.95% |
| Date | LT Real Average (>10 yrs) |
|---|---|
| 03/01/10 | 2.09% |
| 03/02/10 | 2.09% |
| 03/03/10 | 2.09% |
| 03/04/10 | 2.07% |
| 03/05/10 | 2.09% |
| 03/08/10 | 2.11% |
| 03/09/10 | 2.13% |
| 03/10/10 | 2.12% |
| 03/11/10 | 2.11% |
| 03/12/10 | 2.08% |
| 03/15/10 | 2.08% |
| 03/16/10 | 2.05% |
| 03/17/10 | 2.01% |
| 03/18/10 | 2.03% |
| 03/19/10 | 2.05% |
| 03/22/10 | 2.04% |
| 03/23/10 | 2.05% |
| 03/24/10 | 2.15% |
| 03/25/10 | 2.17% |
| 03/26/10 | 2.14% |
| 03/29/10 | 2.17% |
| 03/30/10 | 2.17% |
| 03/31/10 | 2.10% |
February 2010
| Date | LT Real Average (>10 yrs) |
|---|---|
| 02/01/10 | 1.90% |
| 02/02/10 | 1.89% |
| 02/03/10 | 1.93% |
| 02/04/10 | 1.90% |
| 02/05/10 | 1.94% |
| 02/08/10 | 1.95% |
| 02/09/10 | 1.98% |
| 02/10/10 | 2.05% |
| 02/11/10 | 2.10% |
| 02/12/10 | 2.09% |
| 02/16/10 | 2.06% |
| 02/17/10 | 2.08% |
| 02/18/10 | 2.10% |
| 02/19/10 | 2.10% |
| 02/22/10 | 2.14% |
| 02/23/10 | 2.10% |
| 02/24/10 | 2.12% |
| 02/25/10 | 2.11% |
| 02/26/10 | 2.08% |
January 2010
| Date | LT Real Average (>10 yrs) |
|---|---|
| 01/04/10 | 2.02% |
| 01/05/10 | 1.96% |
| 01/06/10 | 2.01% |
| 01/07/10 | 1.99% |
| 01/08/10 | 1.98% |
| 01/11/10 | 2.02% |
| 01/12/10 | 1.94% |
| 01/13/10 | 2.03% |
| 01/14/10 | 1.99% |
| 01/15/10 | 1.98% |
| 01/19/10 | 2.00% |
| 01/20/10 | 1.96% |
| 01/21/10 | 1.93% |
| 01/22/10 | 1.95% |
| 01/25/10 | 1.98% |
| 01/26/10 | 1.97% |
| 01/27/10 | 1.97% |
| 01/28/10 | 1.95% |
| 01/29/10 | 1.90% |
December 2009
| Date | LT Real Average (>10 yrs) |
|---|---|
| 12/01/09 | 1.76% |
| 12/02/09 | 1.77% |
| 12/03/09 | 1.83% |
| 12/04/09 | 1.93% |
| 12/07/09 | 1.92% |
| 12/08/09 | 1.93% |
| 12/09/09 | 1.99% |
| 12/10/09 | 2.03% |
| 12/11/09 | 2.02% |
| 12/14/09 | 1.97% |
| 12/15/09 | 1.99% |
| 12/16/09 | 1.96% |
| 12/17/09 | 1.92% |
| 12/18/09 | 1.93% |
| 12/21/09 | 2.01% |
| 12/22/09 | 2.04% |
| 12/23/09 | 2.07% |
| 12/24/09 | 2.12% |
| 12/28/09 | 2.10% |
| 12/29/09 | 2.05% |
.
Long Term Real Rate Average: The Long-Term Real Rate Average is the unweighted average of bid real yields on all outstanding TIPS with remaing maturities of more than 10 years and is intended as a proxy for long-term real rates.