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MONTHLY AND QUARTERLY
BENCHMARK INFORMATION
The following statistics are provided for informational purposes because
they represent the most popular benchmarks for short and intermediate-term
fixed income portfolios. The data represents the
US Treasury yield curve
and details the 3-month T-Bill, the 6-month T-Bill, the 2-year T-Note and
the 3-year T-Note. Although the Treasury does not currently issue a
1-year T-Bill, the market recognizes the 1-year CMT T-Bill of "comparable
maturity treasury" as representative of this market sector and has
therefore been included.
The data is presented by month for monthly reporting comparisons and
represents the average rate on the particular security for the entire
month period. The original data was generated by the Bloomberg Analytics
System providing an independent source of information needed under some
state statutes, including the Texas Public Funds Investment Act.
All
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2010
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2009
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2008
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2007
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2006
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2005
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2004
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2003
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2002
2009 Monthly| | 3 Mo. | 6 Mo. | 1 Yr. | 2 Yr. | 3 Yr. |
|---|
| Jan-09 | 0.1295 | 0.3045 | 0.4445 | 0.8070 | 1.1340 |
| Feb-09 | 0.2953 | 0.4589 | 0.6226 | 0.9753 | 1.3689 |
| Mar-09 | 0.2159 | 0.4259 | 0.6441 | 0.9314 | 1.3123 |
| Apr-09 | 0.16 | 0.35 | 0.55 | 0.93 | 1.32 |
| May-09 | 0.18 | 0.30 | 0.50 | 0.93 | 1.39 |
| Jun-09 | 0.18 | 0.31 | 0.51 | 1.18 | 1.76 |
| Jul-09 | 0.18 | 0.28 | 0.48 | 1.02 | 1.55 |
| Aug-09 | 0.17 | 0.27 | 0.46 | 1.12 | 1.65 |
| Sep-09 | 0.12 | 0.21 | 0.40 | 0.96 | 1.48 |
| Oct-09 | 0.07 | 0.17 | 0.37 | 0.95 | 1.46 |
| Nov-09 | 0.03 | 0.15 | 0.31 | 0.80 | 1.32 |
| Dec-09 | 0.05 | 0.17 | 0.37 | 0.87 | 1.38 |
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2009 Quarterly
| | 3 Mo. | 6 Mo. | 1 Yr. | 2 Yr. | 3 Yr. |
|---|
| Jan-Mar 09 | 0.2123 | 0.3964 | 0.5720 | 0.9043 | 1.2715 |
| Apr-Jun 09 | 0.17 | 0.32 | 0.52 | 1.02 | 1.50 |
| Jul-Sep 09 | 0.16 | 0.25 | 0.45 | 1.03 | 1.56 |
| Oct-Dec 09 | 0.06 | 0.16 | 0.35 | 0.88 | 1.39 |
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for more information or
to talk to one of our team:
PATTERSON & ASSOCIATES
301 Congress Avenue, Suite 570
Austin, Texas 78701
T: 512.320.5042
T: 800.817.2442
F: 512.320.5041
W: www.patterson.net
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should all this new fangled wizardry fail.
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