Curva de Rendimiento – 2011 12 26

Instrumento 3 Mo 6 Mo 9 Mo 1 Yr 2 Yr 3 Yr 5 Yr 10 Yr 20 Yr 30 Yr+
CDs

0.45

0.5

0.6

0.65

1.2

1.55

2.1

3.15

Bonds                    
U.S. Treasuries

0.06

0.12

0.24

0.36

0.49

1

2.02

2.7

3.05

U.S. Treasury Zeros

0.15

0.32

0.5

1.04

2.27

3.11

3.25

Government Agencies

0

0.15

0.51

0.98

1.11

1.98

3.38

3.87

3.74

Corporates (AAA)

0.69

3.9

Corporates (AA)

0.27

0.75

1.07

1.77

1.6

2.95

4.34

5.36

4.16

Corporates (A)

0.64

1.06

2.76

3

3.51

3.65

4.45

5.47

6.64