Daily Treasury Yield Curve Rates
May 2010
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 05/03/10 | 0.14 | 0.17 | 0.25 | 0.43 | 1.00 | 1.56 | 2.47 | 3.16 | 3.72 | 4.37 | 4.53 |
| 05/04/10 | 0.15 | 0.16 | 0.24 | 0.43 | 0.96 | 1.49 | 2.38 | 3.07 | 3.63 | 4.27 | 4.43 |
| 05/05/10 | 0.14 | 0.15 | 0.22 | 0.39 | 0.88 | 1.43 | 2.31 | 3.00 | 3.58 | 4.23 | 4.39 |
| 05/06/10 | 0.06 | 0.11 | 0.16 | 0.34 | 0.75 | 1.27 | 2.13 | 2.83 | 3.41 | 4.03 | 4.19 |
| 05/07/10 | 0.08 | 0.13 | 0.21 | 0.38 | 0.83 | 1.32 | 2.17 | 2.87 | 3.45 | 4.11 | 4.28 |
| 05/10/10 | 0.13 | 0.16 | 0.22 | 0.39 | 0.87 | 1.40 | 2.27 | 2.98 | 3.57 | 4.23 | 4.41 |
| 05/11/10 | 0.15 | 0.16 | 0.23 | 0.38 | 0.85 | 1.37 | 2.26 | 2.97 | 3.56 | 4.24 | 4.42 |
| 05/12/10 | 0.16 | 0.16 | 0.22 | 0.40 | 0.89 | 1.40 | 2.29 | 3.01 | 3.56 | 4.29 | 4.47 |
| 05/13/10 | 0.15 | 0.16 | 0.22 | 0.40 | 0.87 | 1.37 | 2.27 | 2.98 | 3.55 | 4.26 | 4.47 |
| 05/14/10 | 0.15 | 0.16 | 0.22 | 0.34 | 0.79 | 1.28 | 2.16 | 2.87 | 3.44 | 4.13 | 4.32 |
| 05/17/10 | 0.16 | 0.16 | 0.23 | 0.36 | 0.81 | 1.30 | 2.20 | 2.90 | 3.47 | 4.17 | 4.35 |
| 05/18/10 | 0.17 | 0.17 | 0.23 | 0.35 | 0.76 | 1.23 | 2.11 | 2.82 | 3.38 | 4.08 | 4.26 |
| 05/19/10 | 0.17 | 0.17 | 0.23 | 0.35 | 0.80 | 1.26 | 2.13 | 2.82 | 3.36 | 4.07 | 4.24 |
| 05/20/10 | 0.17 | 0.17 | 0.22 | 0.34 | 0.76 | 1.20 | 2.04 | 2.71 | 3.25 | 3.96 | 4.13 |
April 2010
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 04/01/10 | 0.16 | 0.16 | 0.24 | 0.42 | 1.05 | 1.63 | 2.59 | 3.32 | 3.89 | 4.58 | 4.74 |
| 04/02/10 | 0.15 | 0.16 | 0.26 | 0.46 | 1.11 | 1.70 | 2.67 | 3.40 | 3.96 | 4.65 | 4.81 |
| 04/05/10 | 0.16 | 0.18 | 0.27 | 0.48 | 1.18 | 1.77 | 2.75 | 3.46 | 4.01 | 4.69 | 4.85 |
| 04/06/10 | 0.17 | 0.17 | 0.26 | 0.49 | 1.14 | 1.74 | 2.71 | 3.42 | 3.98 | 4.68 | 4.84 |
| 04/07/10 | 0.16 | 0.17 | 0.25 | 0.47 | 1.06 | 1.66 | 2.62 | 3.33 | 3.89 | 4.58 | 4.74 |
| 04/08/10 | 0.16 | 0.17 | 0.24 | 0.46 | 1.09 | 1.68 | 2.64 | 3.36 | 3.91 | 4.60 | 4.75 |
| 04/09/10 | 0.16 | 0.16 | 0.25 | 0.46 | 1.08 | 1.68 | 2.65 | 3.34 | 3.90 | 4.58 | 4.74 |
| 04/12/10 | 0.15 | 0.16 | 0.24 | 0.46 | 1.07 | 1.65 | 2.60 | 3.29 | 3.87 | 4.54 | 4.70 |
| 04/13/10 | 0.15 | 0.16 | 0.24 | 0.45 | 1.07 | 1.65 | 2.58 | 3.27 | 3.84 | 4.52 | 4.68 |
| 04/14/10 | 0.15 | 0.16 | 0.24 | 0.45 | 1.07 | 1.65 | 2.61 | 3.31 | 3.88 | 4.57 | 4.72 |
| 04/15/10 | 0.16 | 0.16 | 0.23 | 0.43 | 1.04 | 1.62 | 2.57 | 3.28 | 3.86 | 4.56 | 4.72 |
| 04/16/10 | 0.15 | 0.16 | 0.24 | 0.41 | 0.98 | 1.56 | 2.49 | 3.20 | 3.79 | 4.50 | 4.67 |
| 04/19/10 | 0.15 | 0.16 | 0.23 | 0.43 | 1.01 | 1.59 | 2.54 | 3.25 | 3.83 | 4.54 | 4.70 |
| 04/20/10 | 0.14 | 0.16 | 0.24 | 0.42 | 1.05 | 1.62 | 2.56 | 3.25 | 3.82 | 4.51 | 4.67 |
| 04/21/10 | 0.14 | 0.15 | 0.23 | 0.44 | 1.03 | 1.60 | 2.52 | 3.20 | 3.77 | 4.45 | 4.61 |
| 04/22/10 | 0.15 | 0.16 | 0.24 | 0.45 | 1.07 | 1.64 | 2.57 | 3.26 | 3.80 | 4.48 | 4.65 |
| 04/23/10 | 0.14 | 0.16 | 0.26 | 0.46 | 1.10 | 1.68 | 2.61 | 3.30 | 3.84 | 4.51 | 4.67 |
March 2010
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 03/01/10 | 0.09 | 0.13 | 0.19 | 0.32 | 0.80 | 1.34 | 2.28 | 3.04 | 3.61 | 4.41 | 4.56 |
| 03/02/10 | 0.09 | 0.14 | 0.19 | 0.32 | 0.80 | 1.33 | 2.27 | 3.04 | 3.62 | 4.42 | 4.57 |
| 03/03/10 | 0.09 | 0.14 | 0.19 | 0.33 | 0.82 | 1.34 | 2.27 | 3.04 | 3.63 | 4.43 | 4.58 |
| 03/04/10 | 0.09 | 0.14 | 0.19 | 0.35 | 0.86 | 1.38 | 2.28 | 3.03 | 3.61 | 4.40 | 4.56 |
| 03/05/10 | 0.11 | 0.15 | 0.20 | 0.38 | 0.91 | 1.43 | 2.35 | 3.10 | 3.69 | 4.49 | 4.64 |
| 03/08/10 | 0.11 | 0.16 | 0.21 | 0.39 | 0.90 | 1.43 | 2.36 | 3.13 | 3.72 | 4.52 | 4.68 |
| 03/09/10 | 0.12 | 0.16 | 0.21 | 0.37 | 0.89 | 1.43 | 2.34 | 3.11 | 3.71 | 4.53 | 4.68 |
| 03/10/10 | 0.12 | 0.15 | 0.21 | 0.39 | 0.92 | 1.45 | 2.39 | 3.14 | 3.73 | 4.53 | 4.69 |
| 03/11/10 | 0.12 | 0.16 | 0.22 | 0.40 | 0.97 | 1.50 | 2.43 | 3.16 | 3.73 | 4.51 | 4.66 |
| 03/12/10 | 0.10 | 0.15 | 0.24 | 0.41 | 0.97 | 1.50 | 2.42 | 3.15 | 3.71 | 4.47 | 4.62 |
| 03/15/10 | 0.12 | 0.17 | 0.24 | 0.40 | 0.96 | 1.49 | 2.42 | 3.15 | 3.71 | 4.48 | 4.63 |
| 03/16/10 | 0.14 | 0.16 | 0.24 | 0.41 | 0.93 | 1.47 | 2.37 | 3.10 | 3.66 | 4.43 | 4.59 |
| 03/17/10 | 0.13 | 0.15 | 0.23 | 0.41 | 0.95 | 1.47 | 2.38 | 3.10 | 3.65 | 4.41 | 4.56 |
| 03/18/10 | 0.14 | 0.16 | 0.26 | 0.41 | 0.98 | 1.52 | 2.44 | 3.14 | 3.68 | 4.43 | 4.59 |
| 03/19/10 | 0.13 | 0.16 | 0.25 | 0.42 | 1.02 | 1.56 | 2.48 | 3.16 | 3.70 | 4.41 | 4.58 |
| 03/22/10 | 0.13 | 0.15 | 0.24 | 0.41 | 1.01 | 1.54 | 2.43 | 3.12 | 3.67 | 4.41 | 4.57 |
| 03/23/10 | 0.11 | 0.14 | 0.23 | 0.40 | 1.02 | 1.55 | 2.44 | 3.13 | 3.69 | 4.43 | 4.60 |
| 03/24/10 | 0.12 | 0.14 | 0.23 | 0.44 | 1.08 | 1.67 | 2.62 | 3.28 | 3.84 | 4.56 | 4.72 |
| 03/25/10 | 0.12 | 0.14 | 0.25 | 0.44 | 1.10 | 1.69 | 2.65 | 3.37 | 3.91 | 4.63 | 4.77 |
| 03/26/10 | 0.11 | 0.14 | 0.25 | 0.43 | 1.04 | 1.64 | 2.59 | 3.31 | 3.86 | 4.60 | 4.75 |
| 03/29/10 | 0.11 | 0.15 | 0.24 | 0.42 | 1.04 | 1.65 | 2.60 | 3.32 | 3.88 | 4.61 | 4.76 |
| 03/30/10 | 0.13 | 0.16 | 0.24 | 0.44 | 1.06 | 1.65 | 2.60 | 3.32 | 3.88 | 4.59 | 4.75 |
| 03/31/10 | 0.15 | 0.16 | 0.24 | 0.41 | 1.02 | 1.60 | 2.55 | 3.28 | 3.84 | 4.55 | 4.72 |
February 2010
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 02/01/10 | 0.05 | 0.10 | 0.17 | 0.33 | 0.86 | 1.41 | 2.38 | 3.12 | 3.68 | 4.43 | 4.56 |
| 02/02/10 | 0.04 | 0.10 | 0.17 | 0.33 | 0.86 | 1.41 | 2.37 | 3.11 | 3.67 | 4.42 | 4.55 |
| 02/03/10 | 0.05 | 0.10 | 0.17 | 0.35 | 0.88 | 1.44 | 2.40 | 3.16 | 3.73 | 4.49 | 4.62 |
| 02/04/10 | 0.04 | 0.09 | 0.16 | 0.32 | 0.80 | 1.34 | 2.29 | 3.06 | 3.62 | 4.39 | 4.53 |
| 02/05/10 | 0.03 | 0.10 | 0.17 | 0.31 | 0.77 | 1.28 | 2.23 | 3.00 | 3.59 | 4.36 | 4.51 |
| 02/08/10 | 0.04 | 0.12 | 0.17 | 0.32 | 0.79 | 1.30 | 2.26 | 3.03 | 3.62 | 4.38 | 4.52 |
| 02/09/10 | 0.05 | 0.12 | 0.18 | 0.34 | 0.84 | 1.37 | 2.32 | 3.08 | 3.67 | 4.44 | 4.58 |
| 02/10/10 | 0.06 | 0.11 | 0.19 | 0.38 | 0.91 | 1.44 | 2.39 | 3.14 | 3.72 | 4.51 | 4.65 |
| 02/11/10 | 0.05 | 0.11 | 0.18 | 0.38 | 0.91 | 1.43 | 2.39 | 3.15 | 3.73 | 4.54 | 4.69 |
| 02/12/10 | 0.04 | 0.10 | 0.18 | 0.35 | 0.84 | 1.38 | 2.35 | 3.11 | 3.69 | 4.52 | 4.66 |
| 02/16/10 | 0.04 | 0.10 | 0.18 | 0.34 | 0.82 | 1.36 | 2.32 | 3.08 | 3.66 | 4.49 | 4.63 |
| 02/17/10 | 0.07 | 0.10 | 0.18 | 0.35 | 0.87 | 1.42 | 2.40 | 3.16 | 3.74 | 4.56 | 4.70 |
| 02/18/10 | 0.07 | 0.10 | 0.18 | 0.37 | 0.90 | 1.47 | 2.46 | 3.23 | 3.79 | 4.61 | 4.74 |
| 02/19/10 | 0.06 | 0.11 | 0.20 | 0.39 | 0.95 | 1.51 | 2.48 | 3.24 | 3.78 | 4.58 | 4.71 |
| 02/22/10 | 0.06 | 0.11 | 0.19 | 0.37 | 0.91 | 1.48 | 2.47 | 3.25 | 3.80 | 4.60 | 4.73 |
| 02/23/10 | 0.08 | 0.12 | 0.20 | 0.36 | 0.87 | 1.42 | 2.37 | 3.13 | 3.69 | 4.49 | 4.63 |
| 02/24/10 | 0.08 | 0.12 | 0.19 | 0.34 | 0.87 | 1.42 | 2.40 | 3.14 | 3.70 | 4.49 | 4.63 |
| 02/25/10 | 0.09 | 0.13 | 0.19 | 0.32 | 0.82 | 1.38 | 2.33 | 3.09 | 3.64 | 4.44 | 4.58 |
| 02/26/10 | 0.09 | 0.13 | 0.19 | 0.32 | 0.81 | 1.36 | 2.30 | 3.05 | 3.61 | 4.40 | 4.55 |
January 2010
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 01/04/10 | 0.05 | 0.08 | 0.18 | 0.45 | 1.09 | 1.66 | 2.65 | 3.36 | 3.85 | 4.60 | 4.65 |
| 01/05/10 | 0.03 | 0.07 | 0.17 | 0.41 | 1.01 | 1.57 | 2.56 | 3.28 | 3.77 | 4.54 | 4.59 |
| 01/06/10 | 0.03 | 0.06 | 0.15 | 0.40 | 1.01 | 1.60 | 2.60 | 3.33 | 3.85 | 4.63 | 4.70 |
| 01/07/10 | 0.02 | 0.05 | 0.16 | 0.40 | 1.03 | 1.62 | 2.62 | 3.33 | 3.85 | 4.62 | 4.69 |
| 01/08/10 | 0.02 | 0.05 | 0.15 | 0.37 | 0.96 | 1.56 | 2.57 | 3.31 | 3.83 | 4.61 | 4.70 |
| 01/11/10 | 0.01 | 0.04 | 0.13 | 0.35 | 0.95 | 1.55 | 2.58 | 3.32 | 3.85 | 4.64 | 4.74 |
| 01/12/10 | 0.02 | 0.05 | 0.14 | 0.34 | 0.92 | 1.50 | 2.49 | 3.22 | 3.74 | 4.52 | 4.62 |
| 01/13/10 | 0.02 | 0.06 | 0.15 | 0.37 | 0.97 | 1.54 | 2.55 | 3.28 | 3.80 | 4.60 | 4.71 |
| 01/14/10 | 0.02 | 0.05 | 0.14 | 0.34 | 0.94 | 1.49 | 2.51 | 3.23 | 3.76 | 4.52 | 4.63 |
| 01/15/10 | 0.03 | 0.06 | 0.15 | 0.33 | 0.89 | 1.44 | 2.44 | 3.17 | 3.70 | 4.48 | 4.58 |
| 01/19/10 | 0.03 | 0.06 | 0.14 | 0.33 | 0.93 | 1.48 | 2.48 | 3.20 | 3.73 | 4.49 | 4.60 |
| 01/20/10 | 0.03 | 0.05 | 0.14 | 0.31 | 0.92 | 1.46 | 2.45 | 3.16 | 3.68 | 4.43 | 4.54 |
| 01/21/10 | 0.02 | 0.06 | 0.14 | 0.31 | 0.87 | 1.41 | 2.38 | 3.09 | 3.62 | 4.38 | 4.50 |
| 01/22/10 | 0.02 | 0.06 | 0.14 | 0.30 | 0.84 | 1.39 | 2.37 | 3.09 | 3.62 | 4.38 | 4.50 |
| 01/25/10 | 0.02 | 0.06 | 0.14 | 0.30 | 0.86 | 1.40 | 2.39 | 3.12 | 3.66 | 4.42 | 4.55 |
| 01/26/10 | 0.02 | 0.07 | 0.14 | 0.32 | 0.87 | 1.40 | 2.38 | 3.11 | 3.65 | 4.43 | 4.56 |
| 01/27/10 | 0.01 | 0.08 | 0.16 | 0.33 | 0.90 | 1.46 | 2.43 | 3.14 | 3.66 | 4.42 | 4.55 |
| 01/28/10 | 0.01 | 0.08 | 0.15 | 0.31 | 0.87 | 1.44 | 2.41 | 3.15 | 3.68 | 4.44 | 4.57 |
| 01/29/10 | 0.02 | 0.08 | 0.15 | 0.30 | 0.82 | 1.38 | 2.34 | 3.08 | 3.63 | 4.38 | 4.51 |
December 2009
| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 12/01/09 | 0.09 | 0.06 | 0.15 | 0.26 | 0.67 | 1.14 | 2.03 | 2.74 | 3.28 | 4.14 | 4.26 |
| 12/02/09 | 0.08 | 0.05 | 0.15 | 0.28 | 0.72 | 1.19 | 2.09 | 2.80 | 3.32 | 4.14 | 4.26 |
| 12/03/09 | 0.09 | 0.06 | 0.16 | 0.30 | 0.74 | 1.23 | 2.14 | 2.87 | 3.39 | 4.23 | 4.33 |
| 12/04/09 | 0.08 | 0.06 | 0.17 | 0.36 | 0.84 | 1.34 | 2.24 | 2.97 | 3.48 | 4.31 | 4.40 |
| 12/07/09 | 0.07 | 0.04 | 0.16 | 0.32 | 0.78 | 1.26 | 2.19 | 2.92 | 3.44 | 4.29 | 4.40 |
| 12/08/09 | 0.02 | 0.03 | 0.15 | 0.29 | 0.73 | 1.21 | 2.12 | 2.86 | 3.40 | 4.28 | 4.39 |
| 12/09/09 | 0.01 | 0.03 | 0.14 | 0.31 | 0.76 | 1.23 | 2.15 | 2.89 | 3.45 | 4.31 | 4.41 |
| 12/10/09 | 0.01 | 0.02 | 0.15 | 0.32 | 0.78 | 1.26 | 2.19 | 2.95 | 3.49 | 4.37 | 4.50 |
| 12/11/09 | 0.01 | 0.03 | 0.16 | 0.35 | 0.83 | 1.30 | 2.26 | 3.02 | 3.55 | 4.39 | 4.49 |
| 12/14/09 | 0.02 | 0.04 | 0.16 | 0.37 | 0.87 | 1.35 | 2.30 | 3.04 | 3.56 | 4.39 | 4.48 |
| 12/15/09 | 0.02 | 0.05 | 0.17 | 0.41 | 0.88 | 1.38 | 2.35 | 3.08 | 3.60 | 4.42 | 4.52 |
| 12/16/09 | 0.02 | 0.04 | 0.17 | 0.38 | 0.85 | 1.36 | 2.35 | 3.09 | 3.61 | 4.42 | 4.52 |
| 12/17/09 | 0.01 | 0.04 | 0.15 | 0.35 | 0.77 | 1.27 | 2.24 | 2.97 | 3.50 | 4.31 | 4.42 |
| 12/18/09 | 0.01 | 0.05 | 0.16 | 0.36 | 0.82 | 1.32 | 2.30 | 3.04 | 3.55 | 4.36 | 4.46 |
| 12/21/09 | 0.01 | 0.08 | 0.17 | 0.40 | 0.89 | 1.42 | 2.43 | 3.18 | 3.69 | 4.47 | 4.56 |
| 12/22/09 | 0.01 | 0.08 | 0.18 | 0.41 | 0.95 | 1.48 | 2.49 | 3.24 | 3.76 | 4.52 | 4.60 |
| 12/23/09 | 0.01 | 0.07 | 0.17 | 0.41 | 0.96 | 1.51 | 2.51 | 3.26 | 3.77 | 4.54 | 4.61 |
| 12/24/09 | 0.02 | 0.05 | 0.18 | 0.43 | 1.00 | 1.56 | 2.57 | 3.32 | 3.82 | 4.60 | 4.68 |
| 12/28/09 | 0.03 | 0.11 | 0.20 | 0.47 | 1.09 | 1.63 | 2.62 | 3.34 | 3.85 | 4.61 | 4.69 |
| 12/29/09 | 0.02 | 0.10 | 0.20 | 0.47 | 1.09 | 1.64 | 2.62 | 3.33 | 3.82 | 4.57 | 4.64 |
* 30-year Treasury constant maturity series was discontinued on February 18, 2002 and reintroduced on February 9, 2006. From February 18, 2002 to February 8, 2006, Treasury published alternatives to a 30-year rate. See Long-Term Average Rate for more information.
Treasury discontinued the 20-year constant maturity series at the end of calendar year 1986 and reinstated that series on October 1, 1993. As a result, there are no 20-year rates available for the time period January 1, 1987 through September 30, 1993.
Treasury Yield Curve Rates. These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.