yield curve update - 29 dec 2022
yield curve update - 29 dec 2022
| yieldcurvetracker | 2022-12-29 | 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 |
| 2022-12-29 | -0.37 | -0.40 | -0.51 | -0.62 | -0.02 | -0.53 | -1.04 | -1.74 |
| 2022-12-28 | -0.40 | -0.34 | -0.43 | -0.58 | 0.01 | -0.48 | -0.96 | -1.59 |
| 2022-12-27 | -0.43 | -0.38 | -0.48 | -0.62 | -0.01 | -0.53 | -1.05 | -1.75 |
| 2022-12-23 | -0.35 | -0.45 | -0.56 | -0.59 | -0.04 | -0.52 | -1.07 | -1.79 |
| 2022-12-22 | -0.40 | -0.45 | -0.57 | -0.68 | -0.06 | -0.62 | -1.19 | -1.98 |
| 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 |
| 2022-09 | -0.03 | -0.16 | -0.34 | 0.39 | -0.14 | 0.43 | 0.22 | 0.19 |
| 2022-08 | -0.03 | -0.22 | -0.35 | 0.27 | 0.10 | 0.50 | 0.31 | 0.29 |
| 2022-07 | 0.02 | -0.08 | -0.14 | 0.67 | 0.14 | 0.87 | 0.82 | 1.15 |
| 2022-06 | 0.35 | 0.19 | 0.14 | 1.65 | 0.06 | 1.76 | 2.06 | 3.10 |
| 2022-05 | 0.56 | 0.25 | 0.28 | 1.92 | 0.20 | 2.09 | 2.63 | 3.96 |
| 2022-04 | 0.65 | 0.24 | 0.21 | 1.99 | 0.03 | 2.05 | 2.58 | 3.87 |
| 2022-03 | 0.57 | 0.20 | 0.22 | 1.69 | 0.30 | 1.97 | 2.46 | 3.70 |
| 2022-02 | 0.44 | 0.37 | 0.49 | 1.60 | 0.44 | 1.92 | 2.50 | 3.88 |
| 2022-01 | 0.43 | 0.56 | 0.78 | 1.61 | 0.56 | 1.95 | 2.73 | 4.31 |
| 2021-12 | 0.38 | 0.55 | 0.79 | 1.41 | 0.62 | 1.79 | 2.58 | 4.06 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | ||||||||
| yieldcurvetracker | 2022-12-29 | yields | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| date | tb_3m | tb_6m | tb_1 | tn_2 | tn_5 | tn_7 | tn_10 | tb_20 | tb_30 |
| 2022-12-29 | 4.45 | 4.73 | 4.71 | 4.34 | 3.94 | 3.91 | 3.83 | 4.09 | 3.92 |
| 2022-12-28 | 4.46 | 4.75 | 4.71 | 4.31 | 3.97 | 3.97 | 3.88 | 4.13 | 3.98 |
| 2022-12-27 | 4.46 | 4.76 | 4.75 | 4.32 | 3.94 | 3.93 | 3.84 | 4.10 | 3.93 |
| 2022-12-23 | 4.34 | 4.67 | 4.66 | 4.31 | 3.86 | 3.83 | 3.75 | 3.99 | 3.82 |
| 2022-12-22 | 4.35 | 4.66 | 4.64 | 4.24 | 3.79 | 3.77 | 3.67 | 3.91 | 3.73 |
| 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 |
| 2021-09 | 0.04 | 0.05 | 0.08 | 0.24 | 0.86 | 1.16 | 1.37 | 1.87 | 1.94 |
| 2021-08 | 0.05 | 0.06 | 0.07 | 0.22 | 0.77 | 1.06 | 1.28 | 1.83 | 1.92 |
| 2021-07 | 0.05 | 0.05 | 0.08 | 0.22 | 0.76 | 1.07 | 1.32 | 1.87 | 1.94 |
| 2021-06 | 0.04 | 0.05 | 0.07 | 0.20 | 0.84 | 1.23 | 1.52 | 2.09 | 2.16 |
| 2021-05 | 0.02 | 0.04 | 0.05 | 0.16 | 0.82 | 1.28 | 1.62 | 2.22 | 2.32 |
| 2021-04 | 0.02 | 0.04 | 0.06 | 0.16 | 0.86 | 1.31 | 1.64 | 2.20 | 2.30 |
| 2021-03 | 0.03 | 0.05 | 0.08 | 0.15 | 0.82 | 1.27 | 1.61 | 2.24 | 2.34 |
| 2021-02 | 0.04 | 0.06 | 0.07 | 0.12 | 0.54 | 0.91 | 1.26 | 1.88 | 2.04 |
| 2021-01 | 0.08 | 0.09 | 0.10 | 0.13 | 0.45 | 0.77 | 1.08 | 1.63 | 1.82 |
| 2020-12 | 0.09 | 0.09 | 0.10 | 0.14 | 0.39 | 0.66 | 0.93 | 1.47 | 1.67 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | |||||||||