Daily Treasury Yield Curve Rates

Daily Treasury Yield Curve Rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of indicative, bid-side market quotations (not actual transactions) obtained by the Federal Reserve Bank of New York.

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1 Month Treasury Rate

Current (Aug 05 2020) Previous (Aug 04 2020) % Chg Prev % Chg 1Y
0.08% 0.09% -11.11% -96.10%

Major Daily Treasury Yield Curve Rates Indicators

Indicator Period Value % Chg Prev
1 Month Treasury Rate Aug 05 2020 0.08% -11.11%
1 Year Treasury Rate Aug 05 2020 0.12% -14.29%
10 Year Treasury Rate Aug 05 2020 0.55% 5.77%
10 Year-3 Month Treasury Yield Spread Aug 05 2020 0.45% 4.65%
10-2 Year Treasury Yield Spread Aug 05 2020 0.44% 7.32%
2 Year Treasury Rate Aug 05 2020 0.11% 0.00%
20 Year Treasury Rate Aug 05 2020 1.00% 4.17%
3 Month Treasury Rate Aug 05 2020 0.10% 11.11%
3 Year Treasury Rate Aug 05 2020 0.13% 30.00%
30 Year Treasury Rate Aug 05 2020 1.22% 2.52%
30-10 Year Treasury Yield Spread Aug 05 2020 0.67% 0.00%
5 Year Treasury Rate Aug 05 2020 0.22% 15.79%
6 Month Treasury Rate Aug 05 2020 0.12% 9.09%
7 Year Treasury Rate Aug 05 2020 0.39% 8.33%
View and sort all 14 Daily Treasury Yield Curve Rates Indicators

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