| Report Date | 3-Month Maturity Spot Yield | 6-Month Maturity Spot Yield | 1 Year Maturity Spot Yield | 2 Year Maturity Spot Yield | 3 Year Maturity Spot Yield | 5 Year Maturity Spot Yield | 7 Year Maturity Spot Yield | 10 Year Maturity Spot Yield | 30 Year Maturity Spot Yield |
|---|---|---|---|---|---|---|---|---|---|
| March 31, 2020 | 1.13% |
1.12% |
1.09% |
1.10% |
1.11% |
1.16% |
1.29% |
1.38% |
1.88% |
| December 31, 2019 | 1.61% |
1.61% |
1.58% |
1.59% |
1.59% |
1.62% |
1.72% |
1.79% |
2.26% |
| September 30, 2019 | 2.02% |
1.97% |
1.84% |
1.69% |
1.63% |
1.63% |
1.71% |
1.80% |
2.28% |
| June 30, 2019 | 2.35% |
2.35% |
2.25% |
2.12% |
2.08% |
2.12% |
2.22% |
2.33% |
2.78% |
| March 31, 2019 | 2.44% |
2.51% |
2.54% |
2.48% |
2.46% |
2.47% |
2.55% |
2.65% |
3.01% |
Last Updated: February 3, 2022