| Maturity horizon (years) | Spot rate (percent) |
|---|---|
|
0.5 |
1.81 |
|
1.0 |
1.88 |
|
1.5 |
1.95 |
|
2.0 |
2.02 |
|
2.5 |
2.10 |
|
3.0 |
2.17 |
|
3.5 |
2.24 |
|
4.0 |
2.30 |
|
4.5 |
2.35 |
|
5.0 |
2.40 |
|
5.5 |
2.44 |
|
6.0 |
2.47 |
|
6.5 |
2.49 |
|
7.0 |
2.52 |
|
7.5 |
2.53 |
|
8.0 |
2.55 |
|
8.5 |
2.57 |
|
9.0 |
2.58 |
|
9.5 |
2.59 |
|
10.0 |
2.60 |
|
10.5 |
2.62 |
|
11.0 |
2.63 |
|
11.5 |
2.64 |
|
12.0 |
2.65 |
|
12.5 |
2.66 |
|
13.0 |
2.66 |
|
13.5 |
2.67 |
|
14.0 |
2.68 |
|
14.5 |
2.69 |
|
15.0 |
2.70 |
|
15.5 |
2.71 |
|
16.0 |
2.72 |
|
16.5 |
2.73 |
|
17.0 |
2.74 |
|
17.5 |
2.75 |
|
18.0 |
2.76 |
|
18.5 |
2.77 |
|
19.0 |
2.78 |
|
19.5 |
2.79 |
|
20.0 |
2.80 |
|
20.5 |
2.81 |
|
21.0 |
2.82 |
|
21.5 |
2.83 |
|
22.0 |
2.85 |
|
22.5 |
2.86 |
|
23.0 |
2.87 |
|
23.5 |
2.88 |
|
24.0 |
2.89 |
|
24.5 |
2.90 |
|
25.0 |
2.91 |
|
25.5 |
2.92 |
|
26.0 |
2.93 |
|
26.5 |
2.94 |
|
27.0 |
2.95 |
|
27.5 |
2.96 |
|
28.0 |
2.96 |
|
28.5 |
2.97 |
|
29.0 |
2.98 |
|
29.5 |
2.98 |
|
30.0 |
2.98 |
|
30.5 |
2.99 |
|
31.0 |
2.99 |
|
31.5 |
3.00 |
|
32.0 |
3.00 |
|
32.5 |
3.00 |
|
33.0 |
3.01 |
|
33.5 |
3.01 |
|
34.0 |
3.01 |
|
34.5 |
3.02 |
|
35.0 |
3.02 |
|
35.5 |
3.02 |
|
36.0 |
3.02 |
|
36.5 |
3.03 |
|
37.0 |
3.03 |
|
37.5 |
3.03 |
|
38.0 |
3.04 |
|
38.5 |
3.04 |
|
39.0 |
3.04 |
|
39.5 |
3.04 |
|
40.0 |
3.04 |
|
40.5 |
3.05 |
|
41.0 |
3.05 |
|
41.5 |
3.05 |
|
42.0 |
3.05 |
|
42.5 |
3.06 |
|
43.0 |
3.06 |
|
43.5 |
3.06 |
|
44.0 |
3.06 |
|
44.5 |
3.06 |
|
45.0 |
3.06 |
|
45.5 |
3.07 |
|
46.0 |
3.07 |
|
46.5 |
3.07 |
|
47.0 |
3.07 |
|
47.5 |
3.07 |
|
48.0 |
3.07 |
|
48.5 |
3.08 |
|
49.0 |
3.08 |
|
49.5 |
3.08 |
|
50.0 |
3.08 |
|
50.5 |
3.08 |
|
51.0 |
3.08 |
|
51.5 |
3.08 |
|
52.0 |
3.09 |
|
52.5 |
3.09 |
|
53.0 |
3.09 |
|
53.5 |
3.09 |
|
54.0 |
3.09 |
|
54.5 |
3.09 |
|
55.0 |
3.09 |
|
55.5 |
3.09 |
|
56.0 |
3.10 |
|
56.5 |
3.10 |
|
57.0 |
3.10 |
|
57.5 |
3.10 |
|
58.0 |
3.10 |
|
58.5 |
3.10 |
|
59.0 |
3.10 |
|
59.5 |
3.10 |
|
60.0 |
3.10 |
|
60.5 |
3.11 |
|
61.0 |
3.11 |
|
61.5 |
3.11 |
|
62.0 |
3.11 |
|
62.5 |
3.11 |
|
63.0 |
3.11 |
|
63.5 |
3.11 |
|
64.0 |
3.11 |
|
64.5 |
3.11 |
|
65.0 |
3.11 |
|
65.5 |
3.11 |
|
66.0 |
3.12 |
|
66.5 |
3.12 |
|
67.0 |
3.12 |
|
67.5 |
3.12 |
|
68.0 |
3.12 |
|
68.5 |
3.12 |
|
69.0 |
3.12 |
|
69.5 |
3.12 |
|
70.0 |
3.12 |
|
70.5 |
3.12 |
|
71.0 |
3.12 |
|
71.5 |
3.12 |
|
72.0 |
3.12 |
|
72.5 |
3.13 |
|
73.0 |
3.13 |
|
73.5 |
3.13 |
|
74.0 |
3.13 |
|
74.5 |
3.13 |
|
75.0 |
3.13 |
|
75.5 |
3.13 |
|
76.0 |
3.13 |
|
76.5 |
3.13 |
|
77.0 |
3.13 |
|
77.5 |
3.13 |
|
78.0 |
3.13 |
|
78.5 |
3.13 |
|
79.0 |
3.13 |
|
79.5 |
3.13 |
|
80.0 |
3.13 |
|
80.5 |
3.14 |
|
81.0 |
3.14 |
|
81.5 |
3.14 |
|
82.0 |
3.14 |
|
82.5 |
3.14 |
|
83.0 |
3.14 |
|
83.5 |
3.14 |
|
84.0 |
3.14 |
|
84.5 |
3.14 |
|
85.0 |
3.14 |
|
85.5 |
3.14 |
|
86.0 |
3.14 |
|
86.5 |
3.14 |
|
87.0 |
3.14 |
|
87.5 |
3.14 |
|
88.0 |
3.14 |
|
88.5 |
3.14 |
|
89.0 |
3.14 |
|
89.5 |
3.14 |
|
90.0 |
3.14 |
|
90.5 |
3.14 |
|
91.0 |
3.15 |
|
91.5 |
3.15 |
|
92.0 |
3.15 |
|
92.5 |
3.15 |
|
93.0 |
3.15 |
|
93.5 |
3.15 |
|
94.0 |
3.15 |
|
94.5 |
3.15 |
|
95.0 |
3.15 |
|
95.5 |
3.15 |
|
96.0 |
3.15 |
|
96.5 |
3.15 |
|
97.0 |
3.15 |
|
97.5 |
3.15 |
|
98.0 |
3.15 |
|
98.5 |
3.15 |
|
99.0 |
3.15 |
|
99.5 |
3.15 |
|
100.0 |
3.15 |
|
Source: U.S. Department of the Treasury. |
|