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BENCHMARKS
Monthly and Quarterly Benchmark Information
The following statistics are provided for informational purposes because they represent the most utilized and practical benchmarks for
short and intermediate term institutional portfolios. The Treasury market is used by all governmental entities and the comparable time
periods can be matched to the entity's weighted average maturity. Therefore, the US Treasury
Yield Curve reflects a viable benchmark.
The data details monthly and quarterly yields for the 3-month Treasury Bill, the 6-month Treasury Bill and the 12-month Treasury Bill as
well as the two and three year Treasury Notes. The source of the original data is the Bloomberg Analytical System which provides an
independent source of information required by many state statutes, including the Texas Public Funds Investment Act.
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2021 Monthly |
3-month T-Bill |
6-month T-Bill |
12-Month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.08 |
0.09 |
0.10 |
0.13 |
0.20 |
February |
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March |
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April |
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May |
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June |
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July |
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August |
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September |
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October |
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November |
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December |
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2021 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-Month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
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Apr-Jun |
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Jul-Sep |
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Oct-Dec |
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2020 Monthly |
3-month T-Bill |
6-month T-Bill |
12-Month T-Bill |
2-year T-Note |
3-year T-Note |
January |
1.55 |
1.57 |
1.54 |
1.52 |
1.52 |
February |
1.55 |
1.51 |
1.41 |
1.33 |
1.31 |
March |
0.34 |
0.33 |
0.36 |
0.47 |
0.52 |
April |
0.14 |
0.17 |
0.18 |
0.22 |
0.28 |
May |
0.13 |
0.15 |
0.16 |
0.17 |
0.22 |
June |
0.16 |
0.18 |
0.18 |
0.19 |
0.22 |
July |
0.13 |
0.14 |
0.15 |
0.15 |
0.17 |
August |
0.10 |
0.12 |
0.13 |
0.14 |
0.16 |
September |
0.11 |
0.12 |
0.13 |
0.13 |
0.16 |
October |
0.10 |
0.11 |
0.13 |
0.15 |
0.19 |
November |
0.09 |
0.10 |
0.12 |
0.16 |
0.21 |
December |
0.09 |
0.09 |
0.10 |
0.14 |
0.19 |
2020 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-Month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
1.11 |
1.11 |
1.08 |
1.09 |
1.10 |
Apr-Jun |
0.14 |
0.17 |
0.17 |
0.19 |
0.24 |
Jul-Sep |
0.11 |
0.13 |
0.13 |
0.14 |
0.16 |
Oct-Dec |
0.09 |
0.10 |
0.11 |
0.15 |
0.20 |
2019 Monthly |
3-month T-Bill |
6-month T-Bill |
12-Month T-Bill |
2-year T-Note |
3-year T-Note |
January |
2.42 |
2.51 |
2.58 |
2.54 |
2.52 |
February |
2.44 |
2.50 |
2.55 |
2.50 |
2.48 |
March |
2.45 |
2.51 |
2.49 |
2.41 |
2.37 |
April |
2.43 |
2.46 |
2.42 |
2.34 |
2.31 |
May |
2.40 |
2.42 |
2.34 |
2.21 |
2.16 |
June |
2.23 |
2.18 |
2.01 |
1.82 |
1.78 |
July |
2.15 |
2.08 |
1.96 |
1.84 |
1.80 |
August |
1.99 |
1.93 |
1.77 |
1.57 |
1.51 |
September |
1.94 |
1.89 |
1.79 |
1.64 |
1.58 |
October |
1.68 |
1.66 |
1.61 |
1.55 |
1.53 |
November |
1.57 |
1.59 |
1.57 |
1.61 |
1.61 |
December |
1.57 |
1.58 |
1.55 |
1.61 |
1.63 |
2019 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-Month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
2.44 |
2.51 |
2.54 |
2.49 |
2.46 |
Apr-Jun |
2.35 |
2.36 |
2.26 |
2.13 |
2.09 |
Jul-Sep |
2.03 |
1.97 |
1.85 |
1.69 |
1.63 |
Oct-Dec |
1.61 |
1.61 |
1.58 |
1.59 |
1.59 |
2018 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
1.43 |
1.62 |
1.80 |
2.03 |
2.14 |
February |
1.59 |
1.79 |
1.96 |
2.18 |
2.36 |
March |
1.73 |
1.92 |
2.06 |
2.28 |
2.42 |
April |
1.79 |
1.98 |
2.15 |
2.38 |
2.52 |
May |
1.90 |
2.07 |
2.27 |
2.51 |
2.66 |
June |
1.94 |
2.11 |
2.33 |
2.53 |
2.65 |
July |
1.99 |
2.17 |
2.38 |
2.60 |
2.69 |
August |
2.07 |
2.24 |
2.45 |
2.64 |
2.71 |
September |
2.16 |
2.34 |
2.55 |
2.76 |
2.83 |
October |
2.29 |
2.46 |
2.65 |
2.86 |
2.94 |
November |
2.37 |
2.52 |
2.70 |
2.86 |
2.91 |
December |
2.41 |
2.54 |
2.66 |
2.68 |
2.68 |
2018 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
1.58 |
1.77 |
1.94 |
2.16 |
2.30 |
Apr-Jun |
1.87 |
2.05 |
2.25 |
2.47 |
2.61 |
Jul-Sep |
2.07 |
2.25 |
2.46 |
2.66 |
2.74 |
Oct-Dec |
2.36 |
2.50 |
2.67 |
2.80 |
2.84 |
2017 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.52 |
0.62 |
0.83 |
1.21 |
1.48 |
February |
0.53 |
0.65 |
0.82 |
1.20 |
1.47 |
March |
0.75 |
0.89 |
1.01 |
1.31 |
1.59 |
April |
0.77 |
0.90 |
0.99 |
1.18 |
1.38 |
May |
0.90 |
1.03 |
1.12 |
1.30 |
1.48 |
June |
1.00 |
1.11 |
1.20 |
1.34 |
1.49 |
July |
1.08 |
1.13 |
1.22 |
1.37 |
1.54 |
August |
1.03 |
1.13 |
1.23 |
1.34 |
1.48 |
September |
1.05 |
1.17 |
1.28 |
1.38 |
1.51 |
October |
1.09 |
1.25 |
1.39 |
1.55 |
1.68 |
November |
1.25 |
1.39 |
1.56 |
1.70 |
1.81 |
December |
1.34 |
1.50 |
1.70 |
1.84 |
1.96 |
2017 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.60 |
0.73 |
0.89 |
1.24 |
1.52 |
Apr-Jun |
0.91 |
1.03 |
1.12 |
1.30 |
1.47 |
Jul-Sep |
1.05 |
1.14 |
1.24 |
1.36 |
1.51 |
Oct-Dec |
1.22 |
1.37 |
1.55 |
1.69 |
1.81 |
2016 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.25 |
0.44 |
0.55 |
0.91 |
1.15 |
February |
0.31 |
0.44 |
0.53 |
0.73 |
0.90 |
March |
0.30 |
0.47 |
0.66 |
0.88 |
1.04 |
April |
0.23 |
0.37 |
0.56 |
0.77 |
0.92 |
May |
0.27 |
0.42 |
0.59 |
0.81 |
0.97 |
June |
0.27 |
0.40 |
0.55 |
0.73 |
0.86 |
July |
0.30 |
0.40 |
0.51 |
0.67 |
0.79 |
August |
0.30 |
0.45 |
0.57 |
0.74 |
0.85 |
September |
0.29 |
0.47 |
0.59 |
0.77 |
0.90 |
October |
0.33 |
0.48 |
0.66 |
0.84 |
0.98 |
November |
0.45 |
0.58 |
0.74 |
0.98 |
1.22 |
December |
0.51 |
0.64 |
0.87 |
1.20 |
1.49 |
2016 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.29 |
0.45 |
0.58 |
0.84 |
1.03 |
Apr-Jun |
0.26 |
0.40 |
0.57 |
0.77 |
0.92 |
Jul-Sep |
0.30 |
0.44 |
0.56 |
0.73 |
0.85 |
Oct-Dec |
0.43 |
0.57 |
0.75 |
1.01 |
1.23 |
2015 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.03 |
0.08 |
0.20 |
0.56 |
0.91 |
February |
0.02 |
0.07 |
0.22 |
0.61 |
0.98 |
March |
0.03 |
0.11 |
0.25 |
0.64 |
1.02 |
April |
0.02 |
0.09 |
0.23 |
0.54 |
0.87 |
May |
0.02 |
0.08 |
0.24 |
0.61 |
0.98 |
June |
0.01 |
0.09 |
0.28 |
0.69 |
1.06 |
July |
0.03 |
0.12 |
0.30 |
0.67 |
1.03 |
August |
0.07 |
0.22 |
0.37 |
0.70 |
1.03 |
September |
0.02 |
0.18 |
0.37 |
0.71 |
1.01 |
October |
0.02 |
0.11 |
0.26 |
0.64 |
0.93 |
November |
0.12 |
0.32 |
0.47 |
0.88 |
1.20 |
December |
0.23 |
0.50 |
0.65 |
0.98 |
1.28 |
2015 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.02 |
0.09 |
0.23 |
0.61 |
0.97 |
Apr-Jun |
0.01 |
0.09 |
0.25 |
0.61 |
0.97 |
Jul-Sep |
0.04 |
0.17 |
0.35 |
0.69 |
1.02 |
Oct-Dec |
0.13 |
0.32 |
0.47 |
0.84 |
1.14 |
2014 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.04 |
0.07 |
0.12 |
0.39 |
0.78 |
February |
0.05 |
0.08 |
0.12 |
0.33 |
0.69 |
March |
0.05 |
0.08 |
0.13 |
0.40 |
0.82 |
April |
0.03 |
0.05 |
0.11 |
0.42 |
0.88 |
May |
0.03 |
0.05 |
0.10 |
0.39 |
0.83 |
June |
0.04 |
0.06 |
0.10 |
0.45 |
0.90 |
July |
0.03 |
0.06 |
0.11 |
0.51 |
0.97 |
August |
0.03 |
0.05 |
0.11 |
0.47 |
0.93 |
September |
0.02 |
0.04 |
0.11 |
0.56 |
1.05 |
October |
0.02 |
0.05 |
0.10 |
0.45 |
0.87 |
November |
0.02 |
0.07 |
0.13 |
0.53 |
0.96 |
December |
0.03 |
0.11 |
0.21 |
0.64 |
1.06 |
2014 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.05 |
0.08 |
0.12 |
0.37 |
0.76 |
Apr-Jun |
0.03 |
0.06 |
0.10 |
0.42 |
0.87 |
Jul-Sep |
0.03 |
0.05 |
0.11 |
0.51 |
0.98 |
Oct-Dec |
0.02 |
0.08 |
0.15 |
0.54 |
0.97 |
2013 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.07 |
0.11 |
0.15 |
0.27 |
0.39 |
February |
0.10 |
0.12 |
0.16 |
0.27 |
0.40 |
March |
0.09 |
0.11 |
0.15 |
0.26 |
0.39 |
April |
0.06 |
0.09 |
0.12 |
0.23 |
0.34 |
May |
0.04 |
0.08 |
0.12 |
0.25 |
0.40 |
June |
0.05 |
0.09 |
0.14 |
0.33 |
0.58 |
July |
0.04 |
0.07 |
0.12 |
0.34 |
0.64 |
August |
0.04 |
0.07 |
0.13 |
0.36 |
0.70 |
September |
0.02 |
0.04 |
0.12 |
0.40 |
0.78 |
October |
0.05 |
0.08 |
0.12 |
0.34 |
0.63 |
November |
0.07 |
0.10 |
0.12 |
0.30 |
0.58 |
December |
0.07 |
0.10 |
0.13 |
0.34 |
0.69 |
2013 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.09 |
0.12 |
0.15 |
0.26 |
0.39 |
Apr-Jun |
0.05 |
0.09 |
0.13 |
0.27 |
0.43 |
Jul-Sep |
0.03 |
0.06 |
0.12 |
0.37 |
0.71 |
Oct-Dec |
0.06 |
0.09 |
0.13 |
0.33 |
0.63 |
2012 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.03 |
0.07 |
0.11 |
0.24 |
0.36 |
February |
0.09 |
0.12 |
0.16 |
0.28 |
0.38 |
March |
0.08 |
0.14 |
0.19 |
0.34 |
0.51 |
April |
0.08 |
0.14 |
0.18 |
0.29 |
0.43 |
May |
0.09 |
0.15 |
0.19 |
0.29 |
0.39 |
June |
0.09 |
0.15 |
0.19 |
0.29 |
0.39 |
July |
0.10 |
0.15 |
0.19 |
0.25 |
0.33 |
August |
0.10 |
0.14 |
0.18 |
0.27 |
0.37 |
September |
0.11 |
0.14 |
0.18 |
0.27 |
0.37 |
October |
0.10 |
0.15 |
0.18 |
0.28 |
0.37 |
November |
0.09 |
0.14 |
0.18 |
0.27 |
0.36 |
December |
0.07 |
0.12 |
0.16 |
0.26 |
0.35 |
2012 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.07 |
0.11 |
0.16 |
0.29 |
0.42 |
Apr-Jun |
0.09 |
0.14 |
0.19 |
0.30 |
0.43 |
Jul-Sep |
0.10 |
0.14 |
0.18 |
0.26 |
0.35 |
Oct-Dec |
0.09 |
0.14 |
0.17 |
0.27 |
0.36 |
2011 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.15 |
0.18 |
0.27 |
0.61 |
1.03 |
February |
0.13 |
0.17 |
0.29 |
0.77 |
1.28 |
March |
0.10 |
0.16 |
0.26 |
0.70 |
1.17 |
April |
0.06 |
0.12 |
0.25 |
0.73 |
1.2 |
May |
0.04 |
0.09 |
0.19 |
0.56 |
0.94 |
June |
0.04 |
0.10 |
0.18 |
0.41 |
0.71 |
July |
0.04 |
0.08 |
0.19 |
0.41 |
0.68 |
August |
0.02 |
0.06 |
0.11 |
0.23 |
0.38 |
September |
0.01 |
0.04 |
0.10 |
0.21 |
0.35 |
October |
0.02 |
0.05 |
0.11 |
0.28 |
0.47 |
November |
0.01 |
0.05 |
0.11 |
0.25 |
0.39 |
December |
0.01 |
0.05 |
0.12 |
0.26 |
0.39 |
2011 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.13 |
0.17 |
0.27 |
0.69 |
1.16 |
Apr-Jun |
0.05 |
0.10 |
0.20 |
0.56 |
0.94 |
Jul-Sep |
0.02 |
0.06 |
0.13 |
0.28 |
0.47 |
Oct-Dec |
0.01 |
0.05 |
0.11 |
0.26 |
0.42 |
2010 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.06 |
0.15 |
0.35 |
0.93 |
1.49 |
February |
0.11 |
0.18 |
0.35 |
0.86 |
1.40 |
March |
0.15 |
0.23 |
0.40 |
0.96 |
1.51 |
April |
0.16 |
0.24 |
0.44 |
1.06 |
1.6 |
May |
0.16 |
0.22 |
0.37 |
0.83 |
1.32 |
June |
0.12 |
0.19 |
0.32 |
0.72 |
1.17 |
July |
0.16 |
0.20 |
0.29 |
0.62 |
0.98 |
August |
0.16 |
0.19 |
0.26 |
0.52 |
0.78 |
September |
0.15 |
0.19 |
0.26 |
0.48 |
0.74 |
October |
0.13 |
0.18 |
0.23 |
0.38 |
0.57 |
November |
0.14 |
0.18 |
0.25 |
0.45 |
0.67 |
December |
0.14 |
0.19 |
0.29 |
0.62 |
0.99 |
2010 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.11 |
0.19 |
0.36 |
0.92 |
1.47 |
Apr-Jun |
0.15 |
0.22 |
0.38 |
0.87 |
1.38 |
Jul-Sep |
0.15 |
0.20 |
0.27 |
0.54 |
0.83 |
Oct-Dec |
0.14 |
0.18 |
0.26 |
0.49 |
0.75 |
2009 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.1295 |
0.3045 |
0.4445 |
0.8070 |
1.1340 |
February |
0.2953 |
0.4589 |
0.6226 |
0.9753 |
1.3123 |
March |
0.2159 |
0.4259 |
0.6441 |
0.9314 |
1.3123 |
April |
0.16 |
0.35 |
0.55 |
0.93 |
1.32 |
May |
0.18 |
0.30 |
0.50 |
0.93 |
1.39 |
June |
0.18 |
0.31 |
0.5 |
1.18 |
1.76 |
July |
0.18 |
0.28 |
0.48 |
1.02 |
1.55 |
August |
0.17 |
0.27 |
0.46 |
1.12 |
1.65 |
September |
0.12 |
0.21 |
0.40 |
0.96 |
1.48 |
October |
0.07 |
0.17 |
0.37 |
0.95 |
1.46 |
November |
0.03 |
0.15 |
0.31 |
0.80 |
1.32 |
December |
0.05 |
0.17 |
0.37 |
0.87 |
1.38 |
2009 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.2123 |
0.3964 |
0.5720 |
0.9043 |
1.2715 |
Apr-Jun |
0.17 |
0.32 |
0.52 |
1.02 |
1.50 |
Jul-Sep |
0.16 |
0.25 |
0.45 |
1.03 |
1.56 |
Oct-Dec |
0.06 |
0.16 |
0.35 |
0.88 |
1.39 |
2008 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
2.8200 |
2.8362 |
2.7114 |
2.4757 |
2.5114 |
February |
2.1740 |
2.0980 |
2.0535 |
1.9730 |
2.1880 |
March |
1.2835 |
1.5070 |
1.5440 |
1.6170 |
1.7965 |
April |
1.3118 |
1.5827 |
1.7382 |
2.0473 |
2.2327 |
May |
1.7643 |
1.8633 |
2.0557 |
2.4457 |
2.6895 |
June |
1.8905 |
2.1852 |
2.4195 |
2.7738 |
3.0752 |
July |
1.6550 |
1.9759 |
2.2818 |
2.5732 |
2.8727 |
August |
1.7529 |
1.9671 |
2.1771 |
2.4205 |
2.6990 |
September |
1.1467 |
1.6410 |
1.9129 |
2.0762 |
2.3157 |
October |
0.6859 |
1.2259 |
1.4205 |
1.6123 |
1.8645 |
November |
0.1939 |
0.7411 |
1.0667 |
1.2128 |
1.5144 |
December |
0.0341 |
0.2559 |
0.4945 |
0.8209 |
1.0700 |
2008 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
2.1044 |
2.1584 |
2.1130 |
2.0293 |
2.1710 |
Apr-Jun |
1.6502 |
1.8725 |
2.0659 |
2.4164 |
2.6591 |
Jul-Sep |
1.5203 |
1.8631 |
2.1264 |
2.3600 |
2.6330 |
Oct-Dec |
0.3118 |
0.7410 |
0.9892 |
1.2155 |
1.4810 |
2007 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
5.1052 |
5.1486 |
5.0571 |
4.8762 |
4.7943 |
February |
5.1632 |
5.1579 |
5.0537 |
4.8489 |
4.7537 |
March |
5.0800 |
5.0968 |
4.9205 |
4.5736 |
4.5064 |
April |
5.0067 |
5.0676 |
4.9324 |
4.6662 |
4.6014 |
May |
4.8677 |
4.9786 |
4.9091 |
4.7664 |
4.6936 |
June |
4.7419 |
4.9548 |
4.9624 |
4.9805 |
4.9990 |
July |
4.9610 |
4.0352 |
4.9643 |
4.8190 |
4.8238 |
August |
4.3170 |
4.5530 |
4.4722 |
4.3130 |
4.3387 |
September |
3.9942 |
4.2016 |
4.1368 |
4.0116 |
4.0605 |
October |
4.0027 |
4.1641 |
4.0968 |
3.9677 |
4.0109 |
November |
3.3545 |
3.5810 |
3.4990 |
3.3365 |
3.3470 |
December |
3.0665 |
3.3370 |
3.2630 |
3.1170 |
3.1325 |
2007 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
5.1140 |
5.1331 |
5.0076 |
4.7605 |
4.6797 |
Apr-Jun |
4.8720 |
5.0000 |
4.9342 |
4.8038 |
4.7636 |
Jul-Sep |
4.4343 |
4.6078 |
4.5351 |
4.3908 |
4.4165 |
Oct-Dec |
3.4916 |
3.7092 |
3.6350 |
3.4897 |
3.5134 |
2006 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
4.3360 |
4.4695 |
4.4450 |
4.3955 |
4.3515 |
February |
4.5395 |
4.6916 |
4.6847 |
4.6684 |
4.6374 |
March |
4.6278 |
4.7922 |
4.7335 |
4.7339 |
4.7383 |
April |
4.7216 |
4.9000 |
4.8974 |
4.8889 |
4.8853 |
May |
4.8364 |
5.0100 |
4.9950 |
4.9682 |
4.9745 |
June |
4.9177 |
5.1727 |
5.1550 |
5.1218 |
5.0882 |
July |
5.0765 |
5.2665 |
5.2175 |
5.1185 |
5.0700 |
August |
5.0904 |
5.1726 |
5.0826 |
4.9035 |
4.8461 |
September |
4.9300 |
5.0785 |
4.9745 |
4.7690 |
4.6928 |
October |
5.0462 |
5.1190 |
5.0100 |
4.7957 |
4.7219 |
November |
5.0733 |
5.1471 |
5.0110 |
4.7405 |
4.6429 |
December |
4.9730 |
5.0720 |
4.9415 |
4.6735 |
4.5780 |
2006 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
4.5066 |
4.6573 |
4.6403 |
4.6047 |
4.5826 |
Apr-Jun |
4.8302 |
5.0377 |
5.0214 |
4.9979 |
4.9873 |
Jul-Sep |
5.0351 |
5.1725 |
5.0911 |
4.9290 |
4.8684 |
Oct-Dec |
5.0318 |
5.1134 |
4.9882 |
4.7376 |
4.4687 |
2005 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
2.3710 |
2.6755 |
2.8605 |
3.2225 |
3.3900 |
February |
2.5795 |
2.8458 |
3.0295 |
3.3847 |
3.5353 |
March |
2.7914 |
3.0829 |
3.2976 |
3.7205 |
3.9221 |
April |
2.8367 |
3.1443 |
3.3167 |
3.6538 |
3.7895 |
May |
2.9019 |
3.1710 |
3.3310 |
3.6438 |
3.7248 |
June |
3.0364 |
3.2218 |
3.3632 |
3.6405 |
3.6850 |
July |
3.2875 |
3.5265 |
3.6410 |
3.8710 |
3.9140 |
August |
3.5183 |
3.7848 |
3.7700 |
3.8400 |
4.0787 |
September |
3.4943 |
3.7938 |
3.8452 |
3.9462 |
3.9629 |
October |
3.7925 |
4.1250 |
4.1755 |
4.2710 |
4.2905 |
November |
3.9745 |
4.2950 |
4.3340 |
4.4165 |
4.4335 |
December |
3.9710 |
4.3276 |
4.3529 |
4.4043 |
4.3919 |
2005 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
2.5842 |
2.8720 |
3.0670 |
3.4482 |
3.6167 |
Apr-Jun |
2.9267 |
3.1797 |
3.3373 |
3.6459 |
3.7323 |
Jul-Sep |
3.4383 |
3.7070 |
3.7911 |
3.9580 |
3.9892 |
Oct-Dec |
3.9136 |
4.2505 |
4.2885 |
4.3646 |
4.3723 |
2004 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
0.9005 |
0.9900 |
1.2358 |
1.7576 |
2.2605 |
February |
0.9447 |
1.0111 |
1.2437 |
1.7400 |
2.2468 |
March |
0.9535 |
1.0091 |
1.1874 |
1.5778 |
2.0000 |
April |
0.9600 |
1.1100 |
1.4300 |
2.0700 |
2.5700 |
May |
1.0395 |
1.3335 |
1.7775 |
2.5335 |
3.0975 |
June |
1.2881 |
1.6352 |
2.1152 |
2.7633 |
3.2562 |
July |
1.3576 |
1.6962 |
2.0952 |
2.6386 |
3.0462 |
August |
1.5032 |
1.7600 |
2.0159 |
2.5082 |
2.8845 |
September |
1.6814 |
1.9105 |
2.1167 |
2.5262 |
2.8295 |
October |
1.7945 |
2.0515 |
2.2280 |
2.5845 |
2.8535 |
November |
2.1075 |
2.3245 |
2.5000 |
2.8520 |
3.0935 |
December |
2.2227 |
2.4968 |
2.6705 |
3.0118 |
3.2141 |
2004 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
0.9337 |
1.0035 |
1.2215 |
1.6866 |
2.1631 |
Apr-Jun |
1.0961 |
1.3597 |
1.7755 |
2.4547 |
2.9719 |
Jul-Sep |
1.5139 |
1.7884 |
2.0750 |
2.5566 |
2.9195 |
Oct-Dec |
2.0474 |
2.2976 |
2.4727 |
2.8224 |
3.4776 |
2003 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
1.1900 |
1.2200 |
1.3600 |
1.7400 |
2.1824 |
February |
1.1900 |
1.2000 |
1.3000 |
1.6300 |
2.0505 |
March |
1.1500 |
1.1600 |
1.2400 |
1.5700 |
1.9752 |
April |
1.1500 |
1.1700 |
1.2700 |
1.6200 |
2.9300 |
May |
1.0881 |
1.1062 |
1.1814 |
1.1452 |
2.5157 |
June |
0.9362 |
0.9433 |
1.0095 |
1.2271 |
2.2657 |
July |
1.0881 |
1.1062 |
1.1814 |
1.1452 |
2.5157 |
August |
0.9205 |
0.9727 |
1.1159 |
1.4741 |
1.9332 |
September |
0.9552 |
1.0290 |
1.2376 |
1.7062 |
2.2333 |
October |
0.9418 |
1.0195 |
1.2541 |
1.7477 |
2.2636 |
November |
0.9552 |
1.0422 |
1.3367 |
1.9267 |
2.4506 |
December |
0.9145 |
1.0109 |
1.3059 |
1.9073 |
2.4400 |
2003 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
1.1700 |
1.1900 |
1.3000 |
1.6500 |
2.0700 |
Apr-Jun |
1.0589 |
1.0729 |
1.1527 |
1.4216 |
2.5700 |
Jul-Sep |
0.9476 |
1.0167 |
1.2176 |
1.6754 |
2.1921 |
Oct-Dec |
0.9352 |
1.0231 |
1.2965 |
1.8563 |
2.3805 |
2002 Monthly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
January |
1.6800 |
1.7700 |
2.1600 |
3.0300 |
3.5567 |
February |
1.7900 |
1.8600 |
2.2300 |
3.0200 |
3.5463 |
March |
1.8200 |
2.0600 |
2.5700 |
3.5500 |
4.1400 |
April |
1.7500 |
1.9800 |
2.4800 |
3.4200 |
4.0073 |
May |
1.7600 |
1.9100 |
2.3500 |
3.2600 |
3.8018 |
June |
1.7300 |
1.8300 |
2.2000 |
2.9900 |
3.4850 |
July |
1.7100 |
1.7400 |
1.9600 |
2.5600 |
3.0109 |
August |
1.6500 |
1.6400 |
1.7600 |
2.1300 |
2.5223 |
September |
1.6600 |
1.6400 |
1.7200 |
2.0000 |
2.3170 |
October |
1.6100 |
1.5900 |
1.6500 |
1.9100 |
2.2536 |
November |
1.2500 |
1.3000 |
1.4900 |
1.9200 |
2.3153 |
December |
1.2100 |
1.2700 |
1.4500 |
1.8400 |
2.2348 |
2002 Quarterly |
3-month T-Bill |
6-month T-Bill |
12-month T-Bill |
2-year T-Note |
3-year T-Note |
Jan-Mar |
1.7500 |
1.9000 |
2.3200 |
3.2000 |
3.7478 |
Apr-Jun |
1.7500 |
1.9100 |
2.3500 |
3.2300 |
3.7734 |
Jul-Sep |
1.6700 |
1.6700 |
1.8100 |
2.2400 |
2.6261 |
Oct-Dec |
1.3700 |
1.3900 |
1.5300 |
1.8900 |
2.2661 |
|