|
|
PROVIDING QUALITY SERVICES TO GOVERNMENTS IN FUNDS MANAGEMENT AND TREASURY CONSULTING
|
|
HOME
Investment Management Services
Treasury Consulting Services
Our Advisory Team
Our Philosophy
Our Mission
Economic Insights
Benchmarks
Education and Training
Statutory Guidelines
Helpful Links
Fees
Contact Us
|
| |
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.
|
|
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 |
|
|
Copyright © 1994-2021
|
Patterson & Associates, Barton Oaks Plaza II, 901 S. MoPac, Suite 195, Austin, Texas 78746
T: 800-817-2442
TM2021 Patterson Capital Management. All rights reserved
|
