yield curve update - 11 jul 2022
yield curve update - 11 jul 2022
| yieldcurvetracker | 2022-07-11 | recent history | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| date | yc_1_2 | yc_2_5 | yc_2_10 | yc_3m_10 | yc_5_30 | yc_3m_30 | yc_slope | yc_sum | yc_sum_sma3 | yc_sum_sma6 | |
| 2022-07-11 | 0.10 | -0.02 | -0.08 | 0.81 | 0.13 | 1.00 | 1.08 | 1.51 | 1.85 | 1.92 | |
| 2022-07-08 | 0.16 | 0.01 | -0.03 | 1.11 | 0.14 | 1.29 | 1.41 | 2.04 | 2.00 | 2.18 | |
| 2022-07-07 | 0.16 | 0.02 | -0.02 | 1.06 | 0.15 | 1.25 | 1.38 | 2.00 | 1.93 | 2.50 | |
| 2022-07-06 | 0.15 | -0.01 | -0.04 | 1.03 | 0.18 | 1.24 | 1.38 | 1.96 | 1.99 | 2.80 | |
| 2022-07-05 | 0.05 | 0.00 | 0.00 | 0.92 | 0.23 | 1.15 | 1.29 | 1.82 | 2.37 | 3.09 | |
| 2022-07-01 | 0.05 | 0.04 | 0.04 | 1.15 | 0.23 | 1.38 | 1.50 | 2.20 | 3.07 | 3.44 | |
| 2022-06 | 0.35 | 0.19 | 0.14 | 1.65 | 0.06 | 1.76 | 2.01 | 3.08 | 3.61 | 3.80 | |
| 2022-05 | 0.56 | 0.25 | 0.28 | 1.92 | 0.20 | 2.09 | 2.56 | 3.93 | 3.81 | 3.98 | |
| 2022-04 | 0.65 | 0.24 | 0.21 | 1.99 | 0.03 | 2.05 | 2.44 | 3.81 | 3.80 | 4.09 | |
| 2022-03 | 0.57 | 0.20 | 0.22 | 1.69 | 0.30 | 1.97 | 2.42 | 3.69 | 3.99 | 4.29 | |
| 2022-02 | 0.44 | 0.37 | 0.49 | 1.60 | 0.44 | 1.92 | 2.57 | 3.91 | 4.15 | 4.45 | |
| 2022-01 | 0.43 | 0.56 | 0.78 | 1.61 | 0.56 | 1.95 | 2.88 | 4.38 | 4.38 | 4.55 | |
| 2021-12 | 0.38 | 0.55 | 0.79 | 1.41 | 0.62 | 1.79 | 2.75 | 4.14 | 4.58 | 4.59 | |
| 2021-11 | 0.33 | 0.69 | 1.05 | 1.51 | 0.74 | 1.89 | 3.05 | 4.63 | 4.75 | 4.77 | |
| 2021-10 | 0.28 | 0.72 | 1.19 | 1.53 | 0.95 | 2.01 | 3.28 | 4.98 | 4.72 | 4.95 | |
| 2021-09 | 0.16 | 0.62 | 1.13 | 1.33 | 1.08 | 1.90 | 3.09 | 4.65 | 4.59 | 5.07 | |
| 2021-08 | 0.15 | 0.55 | 1.06 | 1.23 | 1.15 | 1.87 | 3.02 | 4.51 | 4.79 | 5.24 | |
| 2021-07 | 0.14 | 0.54 | 1.10 | 1.27 | 1.18 | 1.89 | 3.07 | 4.60 | 5.18 | 5.28 | |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | |||||||||||