yield curve update - 24 oct 2023
yield curve update - 24 oct 2023
| yieldcurvetracker | 2023-10-24 | 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 |
| 2023-10-24 | -0.39 | -0.20 | -0.19 | -0.75 | 0.14 | -0.62 | -0.84 | -1.43 |
| 2023-10-23 | -0.37 | -0.24 | -0.19 | -0.72 | 0.20 | -0.57 | -0.78 | -1.34 |
| 2023-10-20 | -0.34 | -0.21 | -0.14 | -0.65 | 0.23 | -0.49 | -0.65 | -1.12 |
| 2023-10-19 | -0.30 | -0.19 | -0.16 | -0.62 | 0.16 | -0.49 | -0.63 | -1.12 |
| 2023-10-18 | -0.28 | -0.27 | -0.28 | -0.70 | 0.08 | -0.61 | -0.82 | -1.44 |
| 2023-09 | -0.42 | -0.53 | -0.64 | -0.94 | -0.02 | -0.85 | -1.34 | -2.37 |
| 2023-08 | -0.47 | -0.59 | -0.73 | -1.13 | -0.03 | -1.02 | -1.60 | -2.78 |
| 2023-07 | -0.54 | -0.69 | -0.93 | -1.35 | -0.18 | -1.29 | -2.04 | -3.51 |
| 2023-06 | -0.60 | -0.69 | -0.89 | -1.41 | -0.08 | -1.29 | -2.06 | -3.51 |
| 2023-05 | -0.78 | -0.54 | -0.56 | -1.57 | 0.27 | -1.28 | -1.93 | -3.19 |
| 2023-04 | -0.66 | -0.48 | -0.56 | -1.46 | 0.14 | -1.24 | -1.82 | -3.04 |
| 2023-03 | -0.38 | -0.48 | -0.64 | -1.03 | -0.05 | -0.92 | -1.46 | -2.48 |
| 2023-02 | -0.40 | -0.59 | -0.78 | -0.90 | -0.14 | -0.85 | -1.50 | -2.58 |
| 2023-01 | -0.48 | -0.57 | -0.68 | -1.01 | 0.02 | -0.88 | -1.51 | -2.55 |
| 2022-12 | -0.39 | -0.53 | -0.67 | -0.63 | -0.10 | -0.59 | -1.18 | -2.05 |
| 2022-11 | -0.23 | -0.44 | -0.61 | -0.26 | -0.06 | -0.15 | -0.60 | -1.17 |
| 2022-10 | -0.05 | -0.20 | -0.40 | 0.26 | -0.14 | 0.32 | 0.07 | -0.07 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | ||||||||
| yieldcurvetracker | 2023-10-24 | yields | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| date | tb_3m | tb_6m | tb_1 | tn_2 | tn_5 | tn_7 | tn_10 | tb_20 | tb_30 |
| 2023-10-24 | 5.58 | 5.57 | 5.41 | 5.02 | 4.82 | 4.86 | 4.83 | 5.15 | 4.96 |
| 2023-10-23 | 5.58 | 5.56 | 5.42 | 5.05 | 4.81 | 4.87 | 4.86 | 5.19 | 5.01 |
| 2023-10-20 | 5.58 | 5.54 | 5.41 | 5.07 | 4.86 | 4.93 | 4.93 | 5.27 | 5.09 |
| 2023-10-19 | 5.60 | 5.56 | 5.44 | 5.14 | 4.95 | 5.00 | 4.98 | 5.30 | 5.11 |
| 2023-10-18 | 5.61 | 5.58 | 5.47 | 5.19 | 4.92 | 4.95 | 4.91 | 5.20 | 5.00 |
| 2023-09 | 5.32 | 5.31 | 5.44 | 5.02 | 4.49 | 4.46 | 4.38 | 4.65 | 4.47 |
| 2023-08 | 5.30 | 5.28 | 5.37 | 4.90 | 4.31 | 4.26 | 4.17 | 4.46 | 4.28 |
| 2023-07 | 5.25 | 5.27 | 5.37 | 4.83 | 4.14 | 4.03 | 3.90 | 4.15 | 3.96 |
| 2023-06 | 5.16 | 5.19 | 5.24 | 4.64 | 3.95 | 3.85 | 3.75 | 4.04 | 3.87 |
| 2023-05 | 5.14 | 5.03 | 4.91 | 4.13 | 3.59 | 3.58 | 3.57 | 3.96 | 3.86 |
| 2023-04 | 4.92 | 4.79 | 4.68 | 4.02 | 3.54 | 3.50 | 3.46 | 3.80 | 3.68 |
| 2023-03 | 4.69 | 4.77 | 4.68 | 4.30 | 3.82 | 3.77 | 3.66 | 3.94 | 3.77 |
| 2023-02 | 4.65 | 4.81 | 4.93 | 4.53 | 3.94 | 3.86 | 3.75 | 3.95 | 3.80 |
| 2023-01 | 4.54 | 4.67 | 4.69 | 4.21 | 3.64 | 3.59 | 3.53 | 3.81 | 3.66 |
| 2022-12 | 4.25 | 4.55 | 4.68 | 4.29 | 3.76 | 3.72 | 3.62 | 3.87 | 3.66 |
| 2022-11 | 4.15 | 4.48 | 4.73 | 4.50 | 4.06 | 3.99 | 3.89 | 4.22 | 4.00 |
| 2022-10 | 3.72 | 4.18 | 4.43 | 4.38 | 4.18 | 4.09 | 3.98 | 4.28 | 4.04 |
| 2022-09 | 3.13 | 3.63 | 3.89 | 3.86 | 3.70 | 3.64 | 3.52 | 3.82 | 3.56 |
| 2022-08 | 2.63 | 3.05 | 3.28 | 3.25 | 3.03 | 2.98 | 2.90 | 3.35 | 3.13 |
| 2022-07 | 2.23 | 2.76 | 3.02 | 3.04 | 2.96 | 2.97 | 2.90 | 3.35 | 3.10 |
| 2022-06 | 1.49 | 2.11 | 2.65 | 3.00 | 3.19 | 3.21 | 3.14 | 3.48 | 3.25 |
| 2022-05 | 0.98 | 1.45 | 2.06 | 2.62 | 2.87 | 2.92 | 2.90 | 3.26 | 3.07 |
| 2022-04 | 0.76 | 1.23 | 1.89 | 2.54 | 2.78 | 2.80 | 2.75 | 2.99 | 2.81 |
| 2022-03 | 0.44 | 0.83 | 1.34 | 1.91 | 2.11 | 2.15 | 2.13 | 2.51 | 2.41 |
| 2022-02 | 0.33 | 0.64 | 1.00 | 1.44 | 1.81 | 1.91 | 1.93 | 2.31 | 2.25 |
| 2022-01 | 0.15 | 0.33 | 0.55 | 0.98 | 1.54 | 1.70 | 1.76 | 2.15 | 2.10 |
| 2021-12 | 0.06 | 0.15 | 0.30 | 0.68 | 1.23 | 1.40 | 1.47 | 1.90 | 1.85 |
| 2021-11 | 0.05 | 0.07 | 0.18 | 0.51 | 1.20 | 1.45 | 1.56 | 1.97 | 1.94 |
| 2021-10 | 0.05 | 0.06 | 0.11 | 0.39 | 1.11 | 1.40 | 1.58 | 2.03 | 2.06 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | |||||||||