People always ask me how scared everyone out there is and this seems to be the best way to track how scared people are:
Treasury Yield Curve
November 2008
Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
---|---|---|---|---|---|---|---|---|---|---|---|
11/03/08 | 0.20 | 0.49 | 1.07 | 1.31 | 1.45 | 1.69 | 2.71 | 3.21 | 3.96 | 4.73 | 4.33 |
11/04/08 | 0.29 | 0.48 | 1.03 | 1.28 | 1.39 | 1.59 | 2.56 | 3.06 | 3.81 | 4.58 | 4.20 |
11/05/08 | 0.16 | 0.40 | 0.90 | 1.22 | 1.36 | 1.64 | 2.50 | 2.99 | 3.73 | 4.49 | 4.13 |
11/06/08 | 0.13 | 0.32 | 0.83 | 1.17 | 1.28 | 1.63 | 2.46 | 3.01 | 3.75 | 4.52 | 4.19 |
11/07/08 | 0.13 | 0.31 | 0.83 | 1.20 | 1.33 | 1.71 | 2.56 | 3.11 | 3.83 | 4.57 | 4.25 |
11/10/08 | 0.11 | 0.29 | 0.91 | 1.16 | 1.27 | 1.78 | 2.51 | 3.06 | 3.82 | 4.50 | 4.21 |
11/12/08 | 0.10 | 0.18 | 0.75 | 1.03 | 1.19 | 1.60 | 2.37 | 3.00 | 3.75 | 4.44 | 4.17 |
11/13/08 | 0.08 | 0.22 | 0.93 | 1.16 | 1.24 | 1.62 | 2.43 | 3.07 | 3.84 | 4.57 | 4.34 |
11/14/08 | 0.06 | 0.15 | 0.90 | 1.14 | 1.22 | 1.53 | 2.33 | 2.94 | 3.72 | 4.43 | 4.22 |
11/17/08 | 0.06 | 0.12 | 0.81 | 1.08 | 1.22 | 1.53 | 2.32 | 2.92 | 3.68 | 4.42 | 4.20 |
11/18/08 | 0.10 | 0.12 | 0.76 | 1.05 | 1.15 | 1.44 | 2.22 | 2.79 | 3.53 | 4.32 | 4.14 |
11/19/08 | 0.09 | 0.07 | 0.66 | 0.97 | 1.09 | 1.36 | 2.08 | 2.64 | 3.38 | 4.17 | 3.96 |
11/20/08 | 0.05 | 0.03 | 0.52 | 0.87 | 1.00 | 1.20 | 1.94 | 2.43 | 3.10 | 3.87 | 3.64 |
11/21/08 | 0.03 | 0.02 | 0.45 | 0.83 | 1.09 | 1.35 | 2.02 | 2.53 | 3.20 | 3.93 | 3.70 |
11/24/08 | 0.01 | 0.13 | 0.54 | 0.95 | 1.31 | 1.53 | 2.24 | 2.71 | 3.35 | 4.01 | 3.78 |
11/25/08 | 0.04 | 0.10 | 0.53 | 0.95 | 1.15 | 1.41 | 2.06 | 2.49 | 3.11 | 3.85 | 3.63 |
11/26/08 | 0.02 | 0.05 | 0.48 | 0.93 | 1.09 | 1.38 | 2.01 | 2.43 | 2.99 | 3.77 | 3.54 |
Interesting that for a one month period people are willing to take .02% annualized yield for the government just to hold their money. Even for the three month at .05% yield seems to be low...I wonder how far out you have to go to even keep up with inflation...
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