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Daily Treasury Par Real Yield Curve Rates

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DATE5 YR7 YR10 YR20 YR30 YR
01/04/21-1.62-1.34-1.08-0.63-0.39
01/05/21-1.63-1.34-1.07-0.61-0.36
01/06/21-1.61-1.30-1.02-0.55-0.30
01/07/21-1.63-1.30-1.01-0.53-0.28
01/08/21-1.58-1.23-0.93-0.46-0.21
01/11/21-1.54-1.20-0.91-0.45-0.20
01/12/21-1.56-1.22-0.93-0.47-0.22
01/13/21-1.56-1.23-0.96-0.52-0.28
01/14/21-1.60-1.24-0.94-0.48-0.24
01/15/21-1.63-1.28-0.99-0.51-0.26
01/19/21-1.67-1.30-1.00-0.53-0.29
01/20/21-1.70-1.33-1.02-0.54-0.30
01/21/21-1.73-1.34-0.98-0.53-0.30
01/22/21-1.72-1.34-0.99-0.53-0.30
01/25/21-1.73-1.37-1.03-0.56-0.32
01/26/21-1.73-1.37-1.03-0.55-0.29
01/27/21-1.74-1.38-1.04-0.55-0.28
01/28/21-1.76-1.40-1.06-0.57-0.31
01/29/21-1.76-1.38-1.02-0.52-0.27
02/01/21-1.76-1.39-1.02-0.51-0.27
02/02/21-1.78-1.40-1.03-0.51-0.27
02/03/21-1.81-1.43-1.04-0.50-0.25
02/04/21-1.79-1.40-1.02-0.49-0.24
02/05/21-1.81-1.42-1.02-0.46-0.20
02/08/21-1.83-1.43-1.03-0.46-0.22
02/09/21-1.83-1.43-1.04-0.48-0.22
02/10/21-1.85-1.46-1.06-0.49-0.24
02/11/21-1.86-1.45-1.04-0.45-0.20
02/12/21-1.85-1.44-1.01-0.41-0.16
02/16/21-1.80-1.38-0.94-0.33-0.11
02/17/21-1.78-1.36-0.92-0.33-0.11
02/18/21-1.73-1.31-0.87-0.29-0.04
02/19/21-1.70-1.27-0.80-0.200.03
02/22/21-1.74-1.28-0.79-0.180.06
02/23/21-1.76-1.29-0.79-0.160.08
02/24/21-1.76-1.28-0.79-0.160.11
02/25/21-1.53-1.06-0.60-0.030.22
02/26/21-1.64-1.16-0.71-0.180.06
03/01/21-1.69-1.19-0.71-0.140.12
03/02/21-1.76-1.26-0.78-0.180.08
03/03/21-1.72-1.21-0.74-0.170.10
03/04/21-1.66-1.14-0.66-0.110.15
03/05/21-1.64-1.12-0.66-0.130.12
03/08/21-1.56-1.06-0.62-0.100.15
03/09/21-1.58-1.09-0.66-0.150.10
03/10/21-1.67-1.17-0.73-0.210.05
03/11/21-1.73-1.20-0.74-0.190.08
03/12/21-1.66-1.11-0.62-0.050.21
03/15/21-1.70-1.14-0.65-0.100.16
03/16/21-1.76-1.18-0.68-0.120.14
03/17/21-1.78-1.19-0.67-0.090.17
03/18/21-1.64-1.06-0.56-0.030.21
03/19/21-1.61-1.05-0.57-0.060.18
03/22/21-1.64-1.10-0.64-0.150.08
03/23/21-1.65-1.12-0.66-0.170.05
03/24/21-1.70-1.15-0.69-0.200.03
03/25/21-1.72-1.16-0.69-0.190.05
03/26/21-1.72-1.15-0.67-0.170.06
03/29/21-1.67-1.11-0.63-0.130.10
03/30/21-1.62-1.07-0.62-0.140.09
03/31/21-1.62-1.08-0.63-0.130.11
04/01/21-1.65-1.11-0.66-0.160.07
04/02/21-1.61-1.08-0.64-0.160.07
04/05/21-1.61-1.07-0.62-0.140.10
04/06/21-1.64-1.10-0.65-0.150.10
04/07/21-1.66-1.11-0.66-0.130.12
04/08/21-1.70-1.14-0.69-0.160.10
04/09/21-1.64-1.09-0.64-0.110.14
04/12/21-1.63-1.09-0.64-0.120.13
04/13/21-1.69-1.14-0.69-0.170.09
04/14/21-1.69-1.14-0.69-0.160.10
04/15/21-1.74-1.21-0.77-0.250.01
04/16/21-1.73-1.20-0.77-0.250.01
04/19/21-1.71-1.18-0.73-0.200.05
04/20/21-1.71-1.18-0.74-0.220.04
04/21/21-1.72-1.20-0.76-0.230.02
04/22/21-1.61-1.02-0.76-0.270.00
04/23/21-1.61-1.04-0.76-0.260.00
04/26/21-1.62-1.05-0.78-0.28-0.02
04/27/21-1.63-1.03-0.76-0.26-0.01
04/28/21-1.68-1.08-0.78-0.27-0.02
04/29/21-1.70-1.06-0.77-0.260.01
04/30/21-1.71-1.06-0.76-0.240.02
05/03/21-1.76-1.14-0.79-0.250.02
05/04/21-1.80-1.16-0.81-0.270.00
05/05/21-1.88-1.21-0.88-0.32-0.05
05/06/21-1.85-1.24-0.87-0.30-0.03
05/07/21-1.88-1.23-0.89-0.31-0.03
05/10/21-1.91-1.27-0.91-0.32-0.03
05/11/21-1.88-1.29-0.89-0.290.00
05/12/21-1.85-1.23-0.85-0.250.04
05/13/21-1.81-1.18-0.85-0.260.03
05/14/21-1.86-1.27-0.88-0.30-0.02
05/17/21-1.88-1.29-0.90-0.30-0.02
05/18/21-1.89-1.34-0.88-0.270.00
05/19/21-1.79-1.25-0.80-0.210.04
05/20/21-1.76-1.22-0.78-0.210.04
05/21/21-1.78-1.25-0.80-0.210.03
05/24/21-1.82-1.28-0.83-0.250.00
05/25/21-1.84-1.30-0.86-0.29-0.05
05/26/21-1.80-1.27-0.82-0.26-0.03
05/27/21-1.78-1.25-0.81-0.25-0.02
05/28/21-1.78-1.27-0.84-0.30-0.06
06/01/21-1.79-1.26-0.84-0.29-0.05
06/02/21-1.79-1.28-0.85-0.29-0.05
06/03/21-1.72-1.22-0.79-0.25-0.03
06/04/21-1.76-1.26-0.84-0.31-0.08
06/07/21-1.72-1.22-0.82-0.29-0.06
06/08/21-1.70-1.21-0.83-0.32-0.09
06/09/21-1.66-1.19-0.82-0.33-0.11
06/10/21-1.74-1.27-0.90-0.39-0.16
06/11/21-1.67-1.21-0.85-0.37-0.14
06/14/21-1.64-1.19-0.85-0.37-0.15
06/15/21-1.67-1.21-0.87-0.38-0.15
06/16/21-1.52-1.09-0.75-0.31-0.11
06/17/21-1.41-0.94-0.75-0.36-0.15
06/18/21-1.48-1.10-0.79-0.38-0.21
06/21/21-1.51-1.11-0.75-0.31-0.12
06/22/21-1.59-1.19-0.83-0.36-0.17
06/23/21-1.59-1.19-0.84-0.36-0.16
06/24/21-1.55-1.15-0.81-0.36-0.16
06/25/21-1.54-1.13-0.80-0.34-0.13
06/28/21-1.55-1.16-0.84-0.40-0.19
06/29/21-1.57-1.16-0.83-0.38-0.17
06/30/21-1.60-1.21-0.87-0.40-0.20
07/01/21-1.60-1.21-0.87-0.41-0.21
07/02/21-1.63-1.23-0.89-0.43-0.22
07/06/21-1.67-1.28-0.94-0.47-0.26
07/07/21-1.64-1.25-0.95-0.49-0.28
07/08/21-1.64-1.26-0.92-0.45-0.25
07/09/21-1.65-1.25-0.91-0.43-0.23
07/12/21-1.67-1.26-0.95-0.47-0.25
07/13/21-1.71-1.28-0.94-0.45-0.23
07/14/21-1.73-1.31-0.97-0.47-0.25
07/15/21-1.75-1.34-1.01-0.52-0.29
07/16/21-1.73-1.31-1.02-0.53-0.29
07/19/21-1.71-1.31-1.05-0.58-0.34
07/20/21-1.71-1.32-1.03-0.53-0.29
07/21/21-1.71-1.30-0.98-0.49-0.26
07/22/21-1.75-1.34-1.01-0.53-0.29
07/23/21-1.81-1.40-1.05-0.55-0.31
07/26/21-1.86-1.45-1.11-0.61-0.36
07/27/21-1.84-1.42-1.13-0.62-0.36
07/28/21-1.85-1.39-1.15-0.63-0.36
07/29/21-1.85-1.40-1.15-0.63-0.36
07/30/21-1.87-1.43-1.16-0.62-0.35
08/02/21-1.85-1.41-1.17-0.64-0.36
08/03/21-1.86-1.42-1.19-0.66-0.37
08/04/21-1.83-1.42-1.16-0.64-0.37
08/05/21-1.74-1.32-1.10-0.60-0.34
08/06/21-1.73-1.34-1.06-0.55-0.30
08/09/21-1.71-1.32-1.04-0.54-0.28
08/10/21-1.71-1.32-1.04-0.54-0.28
08/11/21-1.74-1.34-1.07-0.55-0.28
08/12/21-1.72-1.32-1.05-0.53-0.26
08/13/21-1.73-1.33-1.08-0.57-0.30
08/16/21-1.75-1.38-1.10-0.58-0.31
08/17/21-1.72-1.35-1.07-0.54-0.27
08/18/21-1.69-1.32-1.05-0.55-0.29
08/19/21-1.67-1.33-1.04-0.55-0.30
08/20/21-1.60-1.26-1.01-0.54-0.30
08/23/21-1.65-1.30-1.02-0.55-0.31
08/24/21-1.65-1.30-1.01-0.53-0.29
08/25/21-1.67-1.32-1.00-0.49-0.26
08/26/21-1.66-1.32-0.99-0.50-0.28
08/27/21-1.74-1.39-1.08-0.59-0.35
08/30/21-1.74-1.39-1.08-0.58-0.34
08/31/21-1.71-1.36-1.03-0.54-0.30
09/01/21-1.70-1.35-1.03-0.54-0.31
09/02/21-1.69-1.34-1.03-0.55-0.31
09/03/21-1.70-1.34-1.01-0.51-0.28
09/07/21-1.69-1.32-0.98-0.47-0.25
09/08/21-1.72-1.36-1.03-0.53-0.29
09/09/21-1.76-1.40-1.08-0.59-0.36
09/10/21-1.73-1.36-1.05-0.58-0.34
09/13/21-1.72-1.35-1.04-0.57-0.34
09/14/21-1.70-1.35-1.05-0.59-0.37
09/15/21-1.70-1.33-1.04-0.58-0.36
09/16/21-1.69-1.32-1.01-0.55-0.34
09/17/21-1.63-1.28-0.96-0.52-0.32
09/20/21-1.60-1.25-0.98-0.55-0.34
09/21/21-1.60-1.24-0.96-0.54-0.33
09/22/21-1.55-1.22-0.96-0.55-0.34
09/23/21-1.54-1.20-0.90-0.49-0.30
09/24/21-1.50-1.15-0.87-0.44-0.24
09/27/21-1.52-1.16-0.87-0.45-0.25
09/28/21-1.51-1.15-0.84-0.41-0.20
09/29/21-1.51-1.14-0.82-0.38-0.18
09/30/21-1.53-1.17-0.85-0.39-0.19
10/01/21-1.58-1.23-0.90-0.44-0.23
10/04/21-1.58-1.22-0.89-0.44-0.23
10/05/21-1.61-1.25-0.91-0.44-0.23
10/06/21-1.58-1.23-0.90-0.44-0.24
10/07/21-1.59-1.22-0.88-0.41-0.20
10/08/21-1.59-1.22-0.89-0.42-0.21
10/12/21-1.56-1.21-0.90-0.45-0.24
10/13/21-1.59-1.26-0.96-0.53-0.32
10/14/21-1.64-1.31-1.00-0.55-0.34
10/15/21-1.58-1.26-0.97-0.54-0.33
10/18/21-1.55-1.24-0.95-0.54-0.34
10/19/21-1.54-1.20-0.89-0.47-0.27
10/20/21-1.61-1.25-0.92-0.46-0.26
10/21/21-1.71-1.31-0.96-0.52-0.31
10/22/21-1.69-1.30-0.98-0.54-0.32
10/25/21-1.76-1.36-1.02-0.56-0.32
10/26/21-1.79-1.39-1.06-0.60-0.37
10/27/21-1.80-1.43-1.11-0.68-0.46
10/28/21-1.72-1.33-1.00-0.57-0.36
10/29/21-1.71-1.31-0.96-0.51-0.30
11/01/21-1.66-1.26-0.92-0.48-0.27
11/02/21-1.69-1.29-0.95-0.52-0.32
11/03/21-1.67-1.27-0.93-0.51-0.30
11/04/21-1.78-1.38-1.03-0.59-0.38
11/05/21-1.83-1.43-1.09-0.66-0.45
11/08/21-1.81-1.43-1.11-0.70-0.50
11/09/21-1.88-1.50-1.17-0.76-0.57
11/10/21-1.85-1.47-1.14-0.72-0.52
11/12/21-1.87-1.48-1.15-0.71-0.51
11/15/21-1.91-1.49-1.13-0.68-0.48
11/16/21-1.90-1.47-1.10-0.63-0.42
11/17/21-1.90-1.47-1.10-0.64-0.43
11/18/21-1.89-1.49-1.14-0.69-0.47
11/19/21-1.80-1.43-1.11-0.71-0.52
11/22/21-1.65-1.29-0.98-0.59-0.41
11/23/21-1.67-1.27-0.95-0.54-0.36
11/24/21-1.69-1.30-0.97-0.57-0.39
11/26/21-1.76-1.38-1.07-0.66-0.48
11/29/21-1.73-1.34-1.02-0.62-0.44
11/30/21-1.66-1.34-1.07-0.69-0.51
12/01/21-1.55-1.25-1.01-0.66-0.50
12/02/21-1.52-1.25-1.03-0.71-0.56
12/03/21-1.59-1.31-1.08-0.75-0.59
12/06/21-1.58-1.26-1.01-0.65-0.50
12/07/21-1.58-1.25-0.99-0.62-0.47
12/08/21-1.61-1.28-1.00-0.61-0.43
12/09/21-1.54-1.24-0.98-0.59-0.41
12/10/21-1.51-1.22-0.96-0.56-0.36
12/13/21-1.52-1.23-0.98-0.59-0.40
12/14/21-1.43-1.17-0.93-0.55-0.37
12/15/21-1.41-1.16-0.92-0.54-0.35
12/16/21-1.51-1.23-0.98-0.55-0.34
12/17/21-1.47-1.21-0.97-0.57-0.37
12/20/21-1.48-1.21-0.96-0.56-0.36
12/21/21-1.45-1.20-0.96-0.58-0.38
12/22/21-1.47-1.23-1.01-0.62-0.43
12/23/21-1.47-1.21-0.97-0.58-0.38
12/27/21-1.49-1.25-1.02-0.62-0.42
12/28/21-1.51-1.25-1.01-0.61-0.40
12/29/21-1.54-1.24-0.98-0.57-0.38
12/30/21-1.59-1.31-1.06-0.64-0.43
12/31/21-1.61-1.31-1.04-0.63-0.44
Monday Jan 17, 2022, 2:32 AM

*Series Break - Treasury updated its methodology for deriving yield curves. On 12/6/2021, Treasury began using a monotone convex spline (MC) method for deriving its official par yield curves and discontinued the use of the quasi-cubic Hermite spline (HS) methodology. All Treasury yield curve rates derived from yield curves that used the HS methodology - prior to implementation of the MC method - remain official. See the Yield Curve Methodology Change Information Sheet for more details.

Treasury Par Real Yield Curve Rates: These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Par real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily par real yield curve. These par real yields are calculated from indicative secondary market quotations obtained by the Federal Reserve Bank of New York. The par real yield values are read from the par real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a par real yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.

On February 22, 2010, Treasury sold a new 30-Year TIP security and expanded this table to include a 30-Year Real CMT rate.

**Series Break - Starting 12/01/2008, the TIPS yield curve began using the most recently auctioned TIPS as knot points rather than all securities. The reported values from September 2 to November 28, 2008, utilize the old methodology and remain official.

On July 27, 2004, Treasury sold a new long-term TIP security and expanded this table to include a 20-year Real CMT rate. The 20-Year was discontinued at the November 2009 Quarterly Refunding in favor of a 30-Year TIP security.

Treasury Par Yield Curve Methodology: The Treasury par real yield curve is estimated daily using a monotone convex spline method. Inputs to the model are bid-side prices for the most recently auctioned TIPS securities.

For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.

For other Public Debt information contact (202) 504-3550.