yield curve update - 12 sep 2022
yield curve update - 12 sep 2022
| yieldcurvetracker | 2022-09-12 | yield curves | ||||||||
|---|---|---|---|---|---|---|---|---|
| date | yc_1_2 | yc_2_5 | yc_2_10 | yc_3m_10 | yc_5_30 | yc_3m_30 | yc_slope | yc_sum |
| 2022-09-12 | -0.12 | -0.11 | -0.21 | 0.20 | 0.06 | 0.36 | 0.26 | 0.22 |
| 2022-09-09 | -0.11 | -0.11 | -0.23 | 0.25 | 0.02 | 0.39 | 0.26 | 0.24 |
| 2022-09-08 | -0.12 | -0.09 | -0.19 | 0.23 | 0.06 | 0.39 | 0.31 | 0.29 |
| 2022-09-07 | -0.15 | -0.08 | -0.18 | 0.20 | 0.05 | 0.35 | 0.27 | 0.23 |
| 2022-09-06 | -0.11 | -0.07 | -0.17 | 0.29 | 0.06 | 0.45 | 0.39 | 0.42 |
| 2022-09-02 | -0.07 | -0.10 | -0.20 | 0.26 | 0.05 | 0.41 | 0.35 | 0.35 |
| 2022-08 | -0.03 | -0.22 | -0.35 | 0.27 | 0.10 | 0.50 | 0.33 | 0.30 |
| 2022-07 | 0.02 | -0.08 | -0.14 | 0.67 | 0.14 | 0.87 | 0.87 | 1.18 |
| 2022-06 | 0.35 | 0.19 | 0.14 | 1.65 | 0.06 | 1.76 | 2.01 | 3.08 |
| 2022-05 | 0.56 | 0.25 | 0.28 | 1.92 | 0.20 | 2.09 | 2.56 | 3.93 |
| 2022-04 | 0.65 | 0.24 | 0.21 | 1.99 | 0.03 | 2.05 | 2.44 | 3.81 |
| 2022-03 | 0.57 | 0.20 | 0.22 | 1.69 | 0.30 | 1.97 | 2.42 | 3.69 |
| 2022-02 | 0.44 | 0.37 | 0.49 | 1.60 | 0.44 | 1.92 | 2.57 | 3.91 |
| 2022-01 | 0.43 | 0.56 | 0.78 | 1.61 | 0.56 | 1.95 | 2.88 | 4.38 |
| 2021-12 | 0.38 | 0.55 | 0.79 | 1.41 | 0.62 | 1.79 | 2.75 | 4.14 |
| 2021-11 | 0.33 | 0.69 | 1.05 | 1.51 | 0.74 | 1.89 | 3.05 | 4.63 |
| 2021-10 | 0.28 | 0.72 | 1.19 | 1.53 | 0.95 | 2.01 | 3.28 | 4.98 |
| 2021-09 | 0.16 | 0.62 | 1.13 | 1.33 | 1.08 | 1.90 | 3.09 | 4.65 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | ||||||||
| yieldcurvetracker | 2022-09-12 | yields | ||||||||
|---|---|---|---|---|---|---|---|---|
| date | tb_3m | tb_1 | tn_2 | tn_5 | tn_7 | tn_10 | tb_20 | tb_30 |
| 2022-09-12 | 3.17 | 3.70 | 3.58 | 3.47 | 3.45 | 3.37 | 3.76 | 3.53 |
| 2022-09-09 | 3.08 | 3.67 | 3.56 | 3.45 | 3.42 | 3.33 | 3.71 | 3.47 |
| 2022-09-08 | 3.06 | 3.60 | 3.48 | 3.39 | 3.37 | 3.29 | 3.69 | 3.45 |
| 2022-09-07 | 3.07 | 3.60 | 3.45 | 3.37 | 3.35 | 3.27 | 3.67 | 3.42 |
| 2022-09-06 | 3.04 | 3.61 | 3.50 | 3.43 | 3.41 | 3.33 | 3.74 | 3.49 |
| 2022-09-02 | 2.94 | 3.47 | 3.40 | 3.30 | 3.29 | 3.20 | 3.61 | 3.35 |
| 2022-08 | 2.63 | 3.28 | 3.25 | 3.03 | 2.98 | 2.90 | 3.35 | 3.13 |
| 2022-07 | 2.23 | 3.02 | 3.04 | 2.96 | 2.97 | 2.90 | 3.35 | 3.10 |
| 2022-06 | 1.49 | 2.65 | 3.00 | 3.19 | 3.21 | 3.14 | 3.48 | 3.25 |
| 2022-05 | 0.98 | 2.06 | 2.62 | 2.87 | 2.92 | 2.90 | 3.26 | 3.07 |
| 2022-04 | 0.76 | 1.89 | 2.54 | 2.78 | 2.80 | 2.75 | 2.99 | 2.81 |
| 2022-03 | 0.44 | 1.34 | 1.91 | 2.11 | 2.15 | 2.13 | 2.51 | 2.41 |
| 2022-02 | 0.33 | 1.00 | 1.44 | 1.81 | 1.91 | 1.93 | 2.31 | 2.25 |
| 2022-01 | 0.15 | 0.55 | 0.98 | 1.54 | 1.70 | 1.76 | 2.15 | 2.10 |
| 2021-12 | 0.06 | 0.30 | 0.68 | 1.23 | 1.40 | 1.47 | 1.90 | 1.85 |
| 2021-11 | 0.05 | 0.18 | 0.51 | 1.20 | 1.45 | 1.56 | 1.97 | 1.94 |
| 2021-10 | 0.05 | 0.11 | 0.39 | 1.11 | 1.40 | 1.58 | 2.03 | 2.06 |
| 2021-09 | 0.04 | 0.08 | 0.24 | 0.86 | 1.16 | 1.37 | 1.87 | 1.94 |
| 2021-08 | 0.05 | 0.07 | 0.22 | 0.77 | 1.06 | 1.28 | 1.83 | 1.92 |
| 2021-07 | 0.05 | 0.08 | 0.22 | 0.76 | 1.07 | 1.32 | 1.87 | 1.94 |
| 2021-06 | 0.04 | 0.07 | 0.20 | 0.84 | 1.23 | 1.52 | 2.09 | 2.16 |
| 2021-05 | 0.02 | 0.05 | 0.16 | 0.82 | 1.28 | 1.62 | 2.22 | 2.32 |
| 2021-04 | 0.02 | 0.06 | 0.16 | 0.86 | 1.31 | 1.64 | 2.20 | 2.30 |
| 2021-03 | 0.03 | 0.08 | 0.15 | 0.82 | 1.27 | 1.61 | 2.24 | 2.34 |
| 2021-02 | 0.04 | 0.07 | 0.12 | 0.54 | 0.91 | 1.26 | 1.88 | 2.04 |
| 2021-01 | 0.08 | 0.10 | 0.13 | 0.45 | 0.77 | 1.08 | 1.63 | 1.82 |
| 2020-12 | 0.09 | 0.10 | 0.14 | 0.39 | 0.66 | 0.93 | 1.47 | 1.67 |
| 2020-11 | 0.09 | 0.12 | 0.17 | 0.39 | 0.63 | 0.87 | 1.40 | 1.62 |
| 2020-10 | 0.10 | 0.13 | 0.15 | 0.34 | 0.55 | 0.79 | 1.34 | 1.57 |
| 2020-09 | 0.11 | 0.13 | 0.13 | 0.27 | 0.46 | 0.68 | 1.21 | 1.42 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | ||||||||