Daily Treasury Yield Curve Rates
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| 09/02/08 |
1.64 |
1.72 |
1.93 |
2.12 |
2.26 |
2.51 |
3.00 |
3.37 |
3.74 |
4.39 |
4.36 |
| 09/03/08 |
1.57 |
1.70 |
1.90 |
2.08 |
2.26 |
2.48 |
2.95 |
3.29 |
3.71 |
4.36 |
4.32 |
| 09/04/08 |
1.56 |
1.69 |
1.89 |
2.04 |
2.20 |
2.41 |
2.87 |
3.21 |
3.64 |
4.31 |
4.27 |
| 09/05/08 |
1.53 |
1.68 |
1.90 |
2.07 |
2.23 |
2.44 |
2.91 |
3.24 |
3.66 |
4.31 |
4.27 |
| 09/08/08 |
1.59 |
1.71 |
1.92 |
2.12 |
2.30 |
2.49 |
2.96 |
3.26 |
3.66 |
4.30 |
4.26 |
| 09/09/08 |
1.59 |
1.66 |
1.89 |
2.06 |
2.23 |
2.43 |
2.90 |
3.21 |
3.62 |
4.24 |
4.20 |
| 09/10/08 |
1.58 |
1.65 |
1.87 |
2.06 |
2.22 |
2.42 |
2.91 |
3.23 |
3.65 |
4.27 |
4.23 |
| 09/11/08 |
1.53 |
1.61 |
1.85 |
2.01 |
2.18 |
2.38 |
2.87 |
3.21 |
3.64 |
4.25 |
4.20 |
| 09/12/08 |
1.37 |
1.49 |
1.84 |
2.02 |
2.23 |
2.45 |
2.97 |
3.32 |
3.74 |
4.36 |
4.32 |
| 09/15/08 |
0.36 |
1.02 |
1.55 |
1.66 |
1.78 |
2.01 |
2.59 |
2.99 |
3.47 |
4.14 |
4.12 |
* 30-year Treasury constant maturity series was discontinued on February 18, 2002 and
reintroduced on February 9, 2006. From February 18, 2002 to February 8, 2006, Treasury
published alternatives to a 30-year rate. See Long-Term Average Rate for more information.
Treasury discontinued the 20-year constant maturity series at the end of calendar year 1986
and reinstated that series on October 1, 1993. As a result, there are no 20-year rates
available for the time period January 1, 1987 through September 30, 1993.
Treasury Yield Curve Rates. These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields
are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity
is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are
calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield
curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10
year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
Treasury Yield Curve Methodology. The Treasury yield curve is estimated daily using a cubic spline model. Inputs to the model are primarily
bid-side yields for on-the-run Treasury securities. See our Treasury Yield Curve Methodology page for details.
For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.
For other Public Debt information contact (202) 504-3550.
 This document was generated from the XML data using the XSL transformation. Click on the XSL icon to view the XSL file.
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