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Yield Curve Chart 2016

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December 26, 2016
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0.27 0.04 0.06 0.55 1.35 1.97
0.52 0.65 1.21 2.03 2.54 3.12
December 19, 2016
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0.26 0.04 0.14 0.62 1.44 2.09
0.51 0.65 1.24 2.05 2.58 3.18
December 12, 2016
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0.24 0.14 0.15 0.62 1.46 2.11
0.54 0.64 1.14 1.89 2.47 3.16
December 5, 2016
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0.24 0.08 0.11 0.58 1.38 2.01
0.47 0.62 1.11 1.83 2.39 3.07
November 28, 2016
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0.24 0.10 0.12 0.64 1.41 2.06
0.50 0.63 1.13 1.84 2.36 3.01
November 21, 2016
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0.24 0.13 0.23 0.70 1.47 2.09
0.44 0.61 1.07 1.79 2.35 3.03
November 14, 2016
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0.36 0.15 0.25 0.66 1.37 2.03
0.48 0.59 0.98 1.63 2.21 3.00
November 7, 2016
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0.35 0.12 0.16 0.49 1.13 1.80
0.37 0.51 0.79 1.24 1.78 2.56
October 31, 2016
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0.27 0.24 0.29 0.60 1.26 1.89
0.29 0.49 0.86 1.33 1.85 2.62
October 24, 2016
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0.29 0.21 0.25 0.48 1.08 1.73
0.33 0.47 0.83 1.24 1.74 2.49
October 17, 2016
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0.34 0.20 0.22 0.46 1.09 1.76
0.31 0.45 0.84 1.29 1.80 2.56
October 10, 2016
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0.31 0.20 0.18 0.36 0.98 1.67
0.33 0.46 0.84 1.26 1.72 2.46
October 3, 2016
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0.31 0.16 0.13 0.24 0.76 1.49
0.28 0.44 0.77 1.15 1.60 2.32
September 26, 2016
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0.31 0.09 0.11 0.22 0.73 1.44
0.18 0.40 0.76 1.16 1.62 2.34
September 19, 2016
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0.31 0.15 0.15 0.29 0.88 1.57
0.29 0.49 0.77 1.20 1.69 2.45
September 12, 2016
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0.32 0.16 0.18 0.31 0.86 1.51
0.35 0.51 0.78 1.22 1.67 2.39
September 5, 2016
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0.30 0.14 0.14 0.24 0.72 1.33
0.33 0.46 0.79 1.20 1.61 2.28
August 29, 2016
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0.31 0.16 0.16 0.23 0.57 1.27
0.32 0.47 0.84 1.23 1.63 2.29
August 22, 2016
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0.30 0.18 0.15 0.24 0.61 1.36
0.31 0.44 0.75 1.17 1.58 2.29
August 15, 2016
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0.29 0.22 0.18 0.18 0.53 1.24
0.28 0.43 0.71 1.10 1.51 2.23
August 8, 2016
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0.28 0.16 0.14 0.21 0.67 1.49
0.27 0.44 0.73 1.14 1.59 2.32
August 1, 2016
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0.28 0.13 0.13 0.28 0.69 1.55
0.27 0.38 0.66 1.02 1.45 2.18
July 25, 2016
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0.35 0.17 0.15 0.35 0.80 1.69
0.32 0.43 0.71 1.12 1.57 2.28
July 18, 2016
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0.39 0.18 0.17 0.41 0.84 1.69
0.32 0.42 0.68 1.11 1.56 2.27
July 11, 2016
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0.32 0.15 0.11 0.32 0.73 1.58
0.28 0.38 0.61 0.95 1.36 2.10
July 4, 2016
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0.35 0.21 0.17 0.40 0.86 1.68
0.26 0.35 0.60 1.00 1.46 2.24
June 27, 2016
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0.44 0.31 0.28 0.54 1.09 1.93
0.26 0.37 0.64 1.08 1.56 2.41
June 20, 2016
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0.49 0.39 0.39 0.70 1.14 2.00
0.26 0.36 0.70 1.12 1.61 2.42
June 13, 2016
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0.50 0.42 0.42 0.75 1.24 2.07
0.26 0.42 0.73 1.17 1.64 2.45
June 6, 2016
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0.51 0.34 0.35 0.75 1.27 2.09
0.29 0.42 0.78 1.23 1.70 2.51
May 30, 2016
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0.53 0.43 0.46 0.92 1.43 2.24
0.32 0.47 0.91 1.39 1.85 2.65
May 23, 2016
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0.51 0.42 0.45 0.90 1.46 2.32
0.32 0.44 0.88 1.37 1.84 2.63
May 16, 2016
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0.49 0.36 0.37 0.79 1.36 2.25
0.27 0.37 0.75 1.21 1.70 2.55
May 9, 2016
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0.47 0.38 0.42 0.85 1.42 2.26
0.19 0.39 0.73 1.23 1.78 2.63
May 2, 2016
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0.49 0.47 0.52 0.97 1.61 2.40
0.21 0.39 0.78 1.29 1.84 2.68
April 25, 2016
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0.51 0.46 0.51 0.96 1.60 2.41
0.24 0.37 0.82 1.36 1.89 2.71
April 18, 2016
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0.49 0.41 0.43 0.83 1.41 2.28
0.23 0.36 0.74 1.21 1.75 2.56
April 11, 2016
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0.49 0.34 0.38 0.76 1.37 2.25
0.23 0.34 0.70 1.15 1.72 2.55
April 4, 2016
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0.50 0.37 0.41 0.83 1.41 2.29
0.24 0.40 0.75 1.22 1.77 2.60
March 28, 2016
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0.49 0.42 0.49 0.88 1.48 2.35
0.29 0.45 0.87 1.38 1.90 2.67
March 21, 2016
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0.51 0.43 0.47 0.86 1.45 2.30
0.30 0.44 0.84 1.33 1.88 2.68
March 14, 2016
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0.51 0.49 0.56 1.01 1.58 2.37
0.32 0.50 0.96 1.49 1.98 2.75
March 7, 2016
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0.51 0.41 0.41 0.89 1.49 2.36
0.27 0.46 0.87 1.38 1.88 2.70
February 29, 2016
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0.52 0.41 0.35 0.70 1.41 2.36
0.32 0.46 0.80 1.24 1.76 2.64
February 22, 2016
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0.51 0.32 0.37 0.77 1.43 2.31
0.30 0.45 0.75 1.22 1.74 2.61
February 15, 2016
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0.51 0.45 0.42 0.81 1.43 2.27
0.29 0.39 0.71 1.21 1.75 2.60
February 8, 2016
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0.54 0.35 0.37 0.87 1.55 2.36
0.29 0.44 0.73 1.25 1.84 2.67
February 1, 2016
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0.52 0.38 0.35 0.90 1.57 2.35
0.32 0.43 0.78 1.33 1.92 2.75
January 25, 2016
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0.55 0.39 0.45 1.07 1.72 2.51
0.31 0.40 0.87 1.48 2.06 2.83
January 18, 2016
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0.56 0.38 0.43 0.99 1.66 2.46
0.24 0.36 0.85 1.46 2.04 2.82
January 11, 2016
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0.57 0.31 0.53 1.15 1.78 2.56
0.20 0.45 0.94 1.56 2.12 2.91
January 4, 2016
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0.55 0.28 0.66 1.35 1.96 2.67
0.17 0.49 1.05 1.76 2.27 3.02
 
Interest rates sourced from market data (includes interpolated yields) 

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