Daily Treasury Real Yield Curve Rates
May 2010
| Date | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|
| 05/03/10 | 0.47% | 0.93% | 1.32% | 1.72% | 1.87% |
| 05/04/10 | 0.44% | 0.90% | 1.31% | 1.70% | 1.85% |
| 05/05/10 | 0.42% | 0.90% | 1.30% | 1.69% | 1.84% |
| 05/06/10 | 0.34% | 0.82% | 1.25% | 1.61% | 1.73% |
| 05/07/10 | 0.42% | 0.89% | 1.30% | 1.69% | 1.82% |
| 05/10/10 | 0.42% | 0.90% | 1.33% | 1.74% | 1.87% |
| 05/11/10 | 0.40% | 0.88% | 1.31% | 1.73% | 1.86% |
| 05/12/10 | 0.37% | 0.84% | 1.28% | 1.72% | 1.86% |
| 05/13/10 | 0.38% | 0.86% | 1.28% | 1.71% | 1.84% |
| 05/14/10 | 0.33% | 0.81% | 1.26% | 1.68% | 1.79% |
| 05/17/10 | 0.39% | 0.87% | 1.31% | 1.72% | 1.83% |
| 05/18/10 | 0.34% | 0.82% | 1.25% | 1.65% | 1.76% |
| 05/19/10 | 0.43% | 0.89% | 1.32% | 1.73% | 1.83% |
| 05/20/10 | 0.46% | 0.92% | 1.36% | 1.79% | 1.84% |
April 2010
| Date | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|
| 04/01/10 | 0.74% | 1.26% | 1.61% | 2.00% | 2.16% |
| 04/02/10 | 0.81% | 1.33% | 1.69% | 2.07% | 2.22% |
| 04/05/10 | 0.83% | 1.34% | 1.70% | 2.09% | 2.26% |
| 04/06/10 | 0.68% | 1.15% | 1.68% | 2.20% | 2.20% |
| 04/07/10 | 0.58% | 1.07% | 1.55% | 2.01% | 2.09% |
| 04/08/10 | 0.69% | 1.21% | 1.58% | 1.95% | 2.11% |
| 04/09/10 | 0.68% | 1.20% | 1.56% | 1.94% | 2.10% |
| 04/12/10 | 0.65% | 1.17% | 1.52% | 1.90% | 2.06% |
| 04/13/10 | 0.65% | 1.15% | 1.50% | 1.88% | 2.05% |
| 04/14/10 | 0.66% | 1.18% | 1.54% | 1.92% | 2.08% |
| 04/15/10 | 0.61% | 1.12% | 1.49% | 1.88% | 2.04% |
| 04/16/10 | 0.59% | 1.11% | 1.46% | 1.85% | 2.02% |
| 04/19/10 | 0.63% | 1.15% | 1.49% | 1.88% | 2.05% |
| 04/20/10 | 0.60% | 1.10% | 1.47% | 1.86% | 2.03% |
| 04/21/10 | 0.57% | 1.06% | 1.42% | 1.81% | 1.98% |
| 04/22/10 | 0.62% | 1.11% | 1.46% | 1.84% | 2.01% |
| 04/23/10 | 0.62% | 1.11% | 1.47% | 1.84% | 2.01% |
March 2010
| Date | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|
| 03/01/10 | 0.45% | 0.98% | 1.46% | 1.98% | 2.14% |
| 03/02/10 | 0.44% | 0.98% | 1.46% | 1.98% | 2.14% |
| 03/03/10 | 0.43% | 0.97% | 1.46% | 1.99% | 2.15% |
| 03/04/10 | 0.44% | 0.96% | 1.44% | 1.96% | 2.12% |
| 03/05/10 | 0.46% | 1.00% | 1.48% | 1.99% | 2.15% |
| 03/08/10 | 0.49% | 1.03% | 1.49% | 2.00% | 2.17% |
| 03/09/10 | 0.46% | 0.99% | 1.48% | 2.02% | 2.19% |
| 03/10/10 | 0.48% | 1.01% | 1.49% | 2.00% | 2.18% |
| 03/11/10 | 0.54% | 1.06% | 1.49% | 1.97% | 2.16% |
| 03/12/10 | 0.49% | 1.01% | 1.45% | 1.94% | 2.13% |
| 03/15/10 | 0.49% | 1.02% | 1.46% | 1.95% | 2.13% |
| 03/16/10 | 0.45% | 0.98% | 1.42% | 1.92% | 2.11% |
| 03/17/10 | 0.42% | 0.95% | 1.40% | 1.90% | 2.07% |
| 03/18/10 | 0.52% | 1.03% | 1.45% | 1.91% | 2.09% |
| 03/19/10 | 0.62% | 1.11% | 1.50% | 1.92% | 2.10% |
| 03/22/10 | 0.61% | 1.10% | 1.48% | 1.91% | 2.09% |
| 03/23/10 | 0.64% | 1.12% | 1.49% | 1.93% | 2.11% |
| 03/24/10 | 0.73% | 1.21% | 1.60% | 2.03% | 2.21% |
| 03/25/10 | 0.78% | 1.28% | 1.65% | 2.06% | 2.23% |
| 03/26/10 | 0.73% | 1.24% | 1.62% | 2.03% | 2.20% |
| 03/29/10 | 0.75% | 1.25% | 1.66% | 2.07% | 2.22% |
| 03/30/10 | 0.77% | 1.28% | 1.66% | 2.06% | 2.22% |
| 03/31/10 | 0.72% | 1.23% | 1.60% | 1.99% | 2.16% |
February 2010
| Date | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|
| 02/01/10 | 0.39% | 0.81% | 1.29% | 1.92% | N/A |
| 02/02/10 | 0.35% | 0.79% | 1.26% | 1.91% | N/A |
| 02/03/10 | 0.35% | 0.80% | 1.30% | 1.96% | N/A |
| 02/04/10 | 0.30% | 0.75% | 1.27% | 1.93% | N/A |
| 02/05/10 | 0.34% | 0.80% | 1.32% | 1.97% | N/A |
| 02/08/10 | 0.35% | 0.81% | 1.35% | 1.98% | N/A |
| 02/09/10 | 0.38% | 0.85% | 1.37% | 2.01% | N/A |
| 02/10/10 | 0.42% | 0.89% | 1.44% | 2.08% | N/A |
| 02/11/10 | 0.43% | 0.92% | 1.47% | 2.13% | N/A |
| 02/12/10 | 0.39% | 0.88% | 1.46% | 2.12% | N/A |
| 02/16/10 | 0.37% | 0.87% | 1.42% | 2.09% | N/A |
| 02/17/10 | 0.39% | 0.88% | 1.46% | 2.12% | N/A |
| 02/18/10 | 0.44% | 0.95% | 1.48% | 2.13% | N/A |
| 02/19/10 | 0.51% | 1.01% | 1.52% | 2.14% | N/A |
| 02/22/10 | 0.55% | 1.09% | 1.55% | 2.04% | 2.22% |
| 02/23/10 | 0.47% | 1.00% | 1.50% | 2.00% | 2.14% |
| 02/24/10 | 0.50% | 1.03% | 1.51% | 2.00% | 2.16% |
| 02/25/10 | 0.50% | 1.03% | 1.51% | 2.01% | 2.16% |
| 02/26/10 | 0.47% | 0.99% | 1.48% | 1.98% | 2.13% |
January 2010
| Date | 5 yr | 7 yr | 10 yr | 20 yr* |
|---|---|---|---|---|
| 01/04/10 | 0.52% | 0.97% | 1.47% | 2.04% |
| 01/05/10 | 0.44% | 0.91% | 1.43% | 1.97% |
| 01/06/10 | 0.44% | 0.94% | 1.48% | 2.03% |
| 01/07/10 | 0.43% | 0.91% | 1.44% | 2.02% |
| 01/08/10 | 0.39% | 0.88% | 1.41% | 2.00% |
| 01/11/10 | 0.46% | 0.88% | 1.47% | 2.04% |
| 01/12/10 | 0.34% | 0.78% | 1.35% | 1.96% |
| 01/13/10 | 0.42% | 0.86% | 1.43% | 2.05% |
| 01/14/10 | 0.39% | 0.84% | 1.40% | 2.01% |
| 01/15/10 | 0.34% | 0.78% | 1.34% | 2.00% |
| 01/19/10 | 0.39% | 0.77% | 1.35% | 2.01% |
| 01/20/10 | 0.36% | 0.74% | 1.31% | 1.98% |
| 01/21/10 | 0.40% | 0.83% | 1.29% | 1.95% |
| 01/22/10 | 0.42% | 0.84% | 1.31% | 1.96% |
| 01/25/10 | 0.42% | 0.85% | 1.33% | 2.00% |
| 01/26/10 | 0.41% | 0.83% | 1.31% | 1.99% |
| 01/27/10 | 0.47% | 0.89% | 1.35% | 2.00% |
| 01/28/10 | 0.47% | 0.89% | 1.35% | 1.97% |
| 01/29/10 | 0.43% | 0.85% | 1.30% | 1.93% |
December 2009
| Date | 5 yr | 7 yr | 10 yr | 20 yr* |
|---|---|---|---|---|
| 12/01/09 | 0.23% | 0.65% | 1.14% | 1.79% |
| 12/02/09 | 0.27% | 0.68% | 1.18% | 1.79% |
| 12/03/09 | 0.32% | 0.73% | 1.24% | 1.85% |
| 12/04/09 | 0.43% | 0.85% | 1.34% | 1.95% |
| 12/07/09 | 0.38% | 0.81% | 1.31% | 1.95% |
| 12/08/09 | 0.37% | 0.80% | 1.31% | 1.96% |
| 12/09/09 | 0.44% | 0.86% | 1.36% | 2.01% |
| 12/10/09 | 0.46% | 0.89% | 1.40% | 2.06% |
| 12/11/09 | 0.47% | 0.90% | 1.41% | 2.04% |
| 12/14/09 | 0.46% | 0.88% | 1.37% | 1.99% |
| 12/15/09 | 0.45% | 0.87% | 1.37% | 2.01% |
| 12/16/09 | 0.42% | 0.84% | 1.34% | 1.99% |
| 12/17/09 | 0.36% | 0.78% | 1.28% | 1.94% |
| 12/18/09 | 0.38% | 0.81% | 1.31% | 1.95% |
| 12/21/09 | 0.45% | 0.88% | 1.39% | 2.03% |
| 12/22/09 | 0.48% | 0.92% | 1.43% | 2.06% |
| 12/23/09 | 0.49% | 0.94% | 1.46% | 2.09% |
| 12/24/09 | 0.52% | 0.98% | 1.50% | 2.14% |
| 12/28/09 | 0.54% | 0.99% | 1.50% | 2.12% |
| 12/29/09 | 0.52% | 0.96% | 1.46% | 2.07% |
Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury TIPS (Treasury Inflation Protected Securities) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10 and 20 years. This method provides a real yield for a 7 year maturity, for example, even if no outstanding security has exactly 7 years remaining to maturity.