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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.

 

All 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002
2017
Monthly
3-month
T-Bill
6-Month
T-Bill
1-year
T-Note
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
October
November
December


2017
Quarterly
3-month
T-Bill
6-Month
T-Bill
1-year
T-Note
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
Oct-Dec

All 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002

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