Question: Here is the US Treasury yield curve on the first trading day of each month since the start of 2020: Date 2-Jan-2020 1 Mo

Here is the US Treasury yield curve on the first trading day

Here is the US Treasury yield curve on the first trading day of each month since the start of 2020: Date 2-Jan-2020 1 Mo 2 Mo 3 Mo 6 Mo 1 Yr 2 Yr 3 Yr 5 Yr 7 Yr 10 Yr 20 Yr 30 Yr 1.53 1.55 1.54 1.57 1.56 1.58 1.59 1.67 1.79 1.88 2.19 2.33 3-Feb-2020 1.56 1.57 1.57 1.56 1.46 1.36 1.34 1.35 1.45 1.54 1.84 2.01 2-Mar-2020 1.41 1.27 1.13 0.95 0.89 0.84 0.85 0.88 1.01 1.10 1.46 1.66 1-Apr-2020 0.03 0.07 0.09 0.14 0.16 0.23 0.28 0.37 0.51 0.62 1.04 1.27 1-May-2020 0.10 0.11 0.12 0.12 0.17 0.20 0.25 0.36 0.53 0.64 1.04 1.27 1-Jun-2020 0.12 0.14 0.14 0.18 0.17 0.14 0.20 0.31 0.50 0.66 1.22 1.46 1-Jul-2020 0.12 0.12 0.14 0.17 0.16 0.17 0.19 0.31 0.52 0.69 1.20 1.43 3-Aug-2020 0.09 0.09 0.10 0.11 0.12 0.11 0.13 0.22 0.40 0.56 1.01 1.23 1-Sep-2020 0.09 0.11 0.12 0.13 0.12 0.13 0.14 0.26 0.46 0.68 1.20 1.43 1-Oct-2020 0.09 0.09 0.09 0.10 0.12 0.14 0.16 0.27 0.46 0.68 1.23 1.45 2-Nov-2020 0.09 0.09 0.09 0.11 0.13 0.16 0.20 0.38 0.63 0.87 1.41 1.63 1-Dec-2020 0.07 0.07 0.09 0.10 0.12 0.17 0.22 0.42 0.68 0.92 1.46 1.66 4-Jan-2021 0.09 0.09 0.09 0.09 0.10 0.11 0.16 0.36 0.64 0.93 1.46 1.66 1-Feb-2021 0.06 0.07 0.07 0.08 0.08 0.11 0.17 0.42 0.76 1.09 1.66 1.84 1-Mar-2021 0.03 0.03 0.05 0.07 0.08 0.13 0.27 0.71 1.12 1.45 2.11 2.23 1-Apr-2021 0.02 0.02 0.02 0.04 0.06 0.17 0.35 0.90 1.37 1.69 2.24 2.34 3-May-2021 0.02 0.02 0.04 0.04 0.06 0.16 0.33 0.84 1.29 1.63 2.18 2.30 1-Jun-2021 0.01 0.01 0.02 0.04 0.04 0.16 0.31 0.81 1.28 1.62 2.22 2.30 1-Jul-2021 0.05 0.05 0.05 0.05 0.09 0.25 0.47 0.89 1.24 1.48 2.01 2.07 2-Aug-2021 0.05 0.05 0.05 0.06 0.07 0.17 0.33 0.66 0.96 1.20 1.77 1.86 1-Sep-2021 0.04 0.06 0.05 0.06 0.07 0.20 0.42 0.78 1.08 1.31 1.84 1.92 1-Oct-2021 0.08 0.04 0.04 0.05 0.09 0.27 0.49 0.93 1.26 1.48 1.99 2.04 1-Nov-2021 0.05 0.09 0.05 0.06 0.15 0.50 0.79 1.20 1.46 1.58 2.01 1.98

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