US Treasuries

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Adjusted to Constant Maturities
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Rate Day Week Month Year
9-Feb-10 8-Feb-10 2-Feb-10 10-Jan-10 9-Feb-09
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
3-Month 0.09% 0.10% -1 0.08% +1 0.07% +2 0.30% -21
6-Month 0.16% 0.17% -1 0.15% +1 0.17% -1 0.40% -24
1-Year 0.32% 0.35% -3 0.31% +1 0.41% -9 0.53% -21
2-Year 0.79% 0.76% +2 0.85% -6 0.98% -19 1.00% -21
5-Year 2.26% 2.24% +3 2.36% -10 2.59% -33 1.98% +29
7-Year 3.06% 3.16% -10 3.15% -9 3.28% -22 2.32% +74
10-Year 3.60% 3.56% +3 3.64% -4 3.82% -22 2.99% +60
20-Year 4.39% 4.49% -10 4.44% -5 4.54% -15 3.88% +51
30-Year 4.53% 4.50% +3 4.56% -4 4.72% -19 3.63% +89
Secondary Market (annualized, 360 day)
4-Week 0.04% 0.05% -1 0.01% +3 0.03% +1 0.26% -22
3-Month 0.09% 0.10% -1 0.08% +1 0.07% +2 0.30% -21
6-Month 0.16% 0.17% -1 0.15% +1 0.17% -1 0.40% -24
 
TimeFrame    Click Chart to EnlargeYield Curve 

Week

Month

Year

3-Year

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source: Federal Reserve

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