Interest Rate Statistics
 

Daily Treasury Long-Term Rates



December 2003
Date LT Composite
(>10 yrs)
LT Average
(>25 years)
Extrapolation
Factor
12/01/03 5.08% 5.25% 0.01%
12/02/03 5.06% 5.23% 0.01%
12/03/03 5.09% 5.26% 0.01%
12/04/03 5.06% 5.24% 0.01%
12/05/03 4.93% 5.13% 0.03%
12/08/03 4.99% 5.19% 0.03%
12/09/03 5.02% 5.21% 0.02%
12/10/03 5.00% 5.21% 0.03%
12/11/03 4.97% 5.19% 0.03%
12/12/03 4.96% 5.16% 0.03%
12/15/03 4.97% 5.17% 0.03%
12/16/03 4.94% 5.15% 0.03%
12/17/03 4.89% 5.09% 0.03%
12/18/03 4.83% 5.03% 0.03%
12/19/03 4.83% 5.04% 0.03%
12/22/03 4.86% 5.06% 0.03%
12/23/03 4.93% 5.13% 0.03%
12/24/03 4.87% 5.07% 0.03%
12/26/03 4.84% 5.05% 0.04%
12/29/03 4.92% 5.11% 0.03%
12/30/03 4.96% 5.16% 0.03%
12/31/03 4.94% 5.15% 0.03%

 

 

Daily Treasury Yield Curve Rates

Bullet Indicator

Daily Treasury Long-Term Rates

Daily Treasury Real Yield Curve Rates

Daily Treasury Real Long-Term Rates

Weekly Aa Corporate Bond Index