yield curve update - 3 sep 2024
| yieldcurvetracker | 2024-09-03 | 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 |
| 2024-09-03 | -0.47 | -0.23 | -0.04 | -1.35 | 0.48 | -1.06 | -1.20 | -1.93 |
| 2024-08-30 | -0.47 | -0.20 | 0.00 | -1.30 | 0.49 | -1.01 | -1.15 | -1.82 |
| 2024-08-29 | -0.51 | -0.21 | 0.00 | -1.35 | 0.49 | -1.07 | -1.23 | -1.94 |
| 2024-08-28 | -0.53 | -0.20 | 0.01 | -1.37 | 0.50 | -1.08 | -1.23 | -1.95 |
| 2024-08-27 | -0.51 | -0.17 | 0.00 | -1.40 | 0.47 | -1.10 | -1.26 | -1.99 |
| 2024-08 | -0.46 | -0.26 | -0.10 | -1.18 | 0.44 | -0.90 | -1.06 | -1.76 |
| 2024-07 | -0.40 | -0.34 | -0.25 | -0.95 | 0.30 | -0.74 | -0.99 | -1.68 |
| 2024-06 | -0.37 | -0.42 | -0.43 | -0.93 | 0.12 | -0.80 | -1.18 | -2.00 |
| 2024-05 | -0.30 | -0.36 | -0.38 | -0.77 | 0.12 | -0.63 | -0.94 | -1.63 |
| 2024-04 | -0.27 | -0.31 | -0.33 | -0.70 | 0.10 | -0.58 | -0.83 | -1.46 |
| 2024-03 | -0.40 | -0.39 | -0.38 | -1.03 | 0.16 | -0.88 | -1.23 | -2.08 |
| 2024-02 | -0.38 | -0.35 | -0.33 | -1.03 | 0.19 | -0.86 | -1.16 | -1.96 |
| 2024-01 | -0.47 | -0.34 | -0.26 | -1.16 | 0.28 | -0.96 | -1.25 | -2.08 |
| 2023-12 | -0.50 | -0.46 | -0.44 | -1.22 | 0.14 | -1.10 | -1.52 | -2.55 |
| 2023-11 | -0.40 | -0.39 | -0.38 | -0.77 | 0.17 | -0.61 | -0.92 | -1.65 |
| 2023-10 | -0.35 | -0.30 | -0.27 | -0.54 | 0.18 | -0.39 | -0.61 | -1.14 |
| 2023-09 | -0.42 | -0.53 | -0.64 | -0.94 | -0.02 | -0.85 | -1.34 | -2.37 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | ||||||||
| yieldcurvetracker | 2024-09-03 | yields | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| date | tb_3m | tb_6m | tb_1 | tn_2 | tn_5 | tn_7 | tn_10 | tb_20 | tb_30 |
| 2024-09-03 | 5.19 | 4.80 | 4.35 | 3.88 | 3.65 | 3.73 | 3.84 | 4.21 | 4.13 |
| 2024-08-30 | 5.21 | 4.89 | 4.38 | 3.91 | 3.71 | 3.80 | 3.91 | 4.28 | 4.20 |
| 2024-08-29 | 5.22 | 4.89 | 4.38 | 3.87 | 3.66 | 3.76 | 3.87 | 4.24 | 4.15 |
| 2024-08-28 | 5.21 | 4.87 | 4.36 | 3.83 | 3.63 | 3.74 | 3.84 | 4.22 | 4.13 |
| 2024-08-27 | 5.23 | 4.89 | 4.34 | 3.83 | 3.66 | 3.73 | 3.83 | 4.21 | 4.13 |
| 2024-08 | 5.05 | 4.74 | 4.43 | 3.97 | 3.71 | 3.77 | 3.87 | 4.25 | 4.15 |
| 2024-07 | 5.20 | 5.01 | 4.90 | 4.50 | 4.16 | 4.19 | 4.25 | 4.56 | 4.46 |
| 2024-06 | 5.24 | 5.15 | 5.11 | 4.74 | 4.32 | 4.30 | 4.31 | 4.54 | 4.44 |
| 2024-05 | 5.25 | 5.17 | 5.16 | 4.86 | 4.50 | 4.49 | 4.48 | 4.71 | 4.62 |
| 2024-04 | 5.24 | 5.15 | 5.14 | 4.87 | 4.56 | 4.56 | 4.54 | 4.77 | 4.66 |
| 2024-03 | 5.24 | 5.11 | 4.99 | 4.59 | 4.20 | 4.21 | 4.21 | 4.46 | 4.36 |
| 2024-02 | 5.24 | 5.09 | 4.92 | 4.54 | 4.19 | 4.21 | 4.21 | 4.49 | 4.38 |
| 2024-01 | 5.22 | 5.02 | 4.79 | 4.32 | 3.98 | 4.03 | 4.06 | 4.39 | 4.26 |
| 2023-12 | 5.24 | 5.12 | 4.96 | 4.46 | 4.00 | 4.04 | 4.02 | 4.32 | 4.14 |
| 2023-11 | 5.27 | 5.24 | 5.28 | 4.88 | 4.49 | 4.53 | 4.50 | 4.84 | 4.66 |
| 2023-10 | 5.34 | 5.33 | 5.42 | 5.07 | 4.77 | 4.82 | 4.80 | 5.13 | 4.95 |
| 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 |
| not investment advice - use at own risk - see terms - data by federal reserve, us treasury | |||||||||