Chart 22 10-Year Treasury Note Yield at Constant Maturity

Year Quarter 10-Year Treasury Note Yield at Constant Maturity (percent per annum) Nominal Trade-Weighted Exchange Value of U.S. Dollars versus Major Currencies (Mar-73=100) Recession Quarter? (yes/no)
1976 1 7.8 105.65 no
1976 2 7.8 106.84 no
1976 3 7.7 106.23 no
1976 4 7.2 106.96 no
1977 1 7.4 107.31 no
1977 2 7.4 106.88 no
1977 3 7.4 106.23 no
1977 4 7.6 103.90 no
1978 1 8.0 100.71 no
1978 2 8.3 99.65 no
1978 3 8.5 94.81 no
1978 4 8.8 93.62 no
1979 1 9.1 94.87 no
1979 2 9.1 96.31 no
1979 3 9.1 94.63 no
1979 4 10.4 96.58 no
1980 1 12.0 96.61 yes
1980 2 10.5 96.12 yes
1980 3 11.0 93.43 yes
1980 4 12.4 95.23 no
1981 1 13.0 98.20 no
1981 2 13.8 104.45 no
1981 3 14.8 109.79 yes
1981 4 14.1 106.23 yes
1982 1 14.3 109.96 yes
1982 2 13.9 114.05 yes
1982 3 13.1 118.83 yes
1982 4 10.7 120.18 yes
1983 1 10.6 117.05 no
1983 2 10.5 119.27 no
1983 3 11.6 122.72 no
1983 4 11.7 122.73 no
1984 1 11.9 123.45 no
1984 2 13.2 124.92 no
1984 3 12.9 131.73 no
1984 4 11.7 134.88 no
1985 1 11.6 142.13 no
1985 2 10.8 138.13 no
1985 3 10.3 131.36 no
1985 4 9.8 122.75 no
1986 1 8.6 116.39 no
1986 2 7.6 110.70 no
1986 3 7.3 106.11 no
1986 4 7.3 106.23 no
1987 1 7.2 100.48 no
1987 2 8.3 96.94 no
1987 3 8.9 98.34 no
1987 4 9.1 92.87 no
1988 1 8.4 89.75 no
1988 2 8.9 88.76 no
1988 3 9.1 93.61 no
1988 4 9.0 89.51 no
1989 1 9.2 91.27 no
1989 2 8.8 95.36 no
1989 3 8.1 95.99 no
1989 4 7.9 94.33 no
1990 1 8.4 93.05 no
1990 2 8.7 93.44 no
1990 3 8.7 88.55 yes
1990 4 8.4 84.43 yes
1991 1 8.0 85.65 yes
1991 2 8.1 90.88 no
1991 3 7.9 90.71 no
1991 4 7.3 86.82 no
1992 1 7.3 87.53 no
1992 2 7.4 87.87 no
1992 3 6.6 83.91 no
1992 4 6.7 88.78 no
1993 1 6.3 91.14 no
1993 2 6.0 88.21 no
1993 3 5.6 89.46 no
1993 4 5.6 90.84 no
1994 1 6.1 91.21 no
1994 2 7.1 89.73 no
1994 3 7.3 86.66 no
1994 4 7.8 86.06 no
1995 1 7.5 85.43 no
1995 2 6.6 80.66 no
1995 3 6.3 83.13 no
1995 4 5.9 84.64 no
1996 1 5.9 86.55 no
1996 2 6.7 87.45 no
1996 3 6.8 87.24 no
1996 4 6.3 87.73 no
1997 1 6.6 92.08 no
1997 2 6.7 93.36 no
1997 3 6.2 94.68 no
1997 4 5.9 95.57 no
1998 1 5.6 97.99 no
1998 2 5.6 99.21 no
1998 3 5.2 100.79 no
1998 4 4.7 95.65 no
1999 1 5.0 96.08 no
1999 2 5.5 98.29 no
1999 3 5.9 97.38 no
1999 4 6.1 95.59 no
2000 1 6.5 97.66 no
2000 2 6.2 100.56 no
2000 3 5.9 102.43 no
2000 4 5.6 105.64 no
2001 1 5.1 105.22 yes
2001 2 5.3 108.85 yes
2001 3 5.0 107.83 yes
2001 4 4.8 108.73 yes
2002 1 5.1 111.39 no
2002 2 5.1 107.22 no
2002 3 4.3 102.81 no
2002 4 4.0 102.61 no
2003 1 3.9 97.83 no
2003 2 3.6 93.29 no
2003 3 4.2 93.09 no
2003 4 4.3 87.83 no
2004 1 4.0 85.26 no
2004 2 4.6 87.99 no
2004 3 4.3 86.42 no
2004 4 4.2 81.78 no
2005 1 4.3 81.25 no
2005 2 4.2 83.49 no
2005 3 4.2 84.58 no
2005 4 4.5 85.84 no

Sources: Bureau of Economic Analysis, Federal Reserve Board/Haver..