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PROVIDING QUALITY SERVICES TO GOVERNMENTS IN FUNDS MANAGEMENT AND TREASURY CONSULTING
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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 one-year 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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2018
Monthly |
3-month
T-Bill |
6-Month
T-Bill |
1-year
T-Note |
2-year
T-Note |
3-year
T-Note |
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| 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 |
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2018
Quarterly |
3-month
T-Bill |
6-Month
T-Bill |
1-year
T-Note |
2-year
T-Note |
3-year
T-Note |
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| 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 |
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Patterson & Associates, Barton Oaks Plaza II, 901 S. MoPac, Suite 195, Austin, Texas 78746
T: 800-817-2442
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