this is a presentation for clients regarding the term structure of interest rates.??The shape of the term structure of interest rates is often used to predict future macroeconomic conditions as wells as the course of future short-term interest rates.??this spreadsheet that contains mid-year, Constant-Maturity and Zero-Coupon yields from 2006 - 2022.

Given info:

A B D E LL F G H | J DATE 1-mo 3-mo 1-yr 2-yr 5-yr 7-yr 10-yr 20-yr 30-yr 2006 5.02 5.10 5.11 4.97 4.91 4.93 4.99 5.17 5.07 2007 5.13 4.96 4.85 4.56 4.60 4.67 4.78 5.00 4.92 2008 1.55 1.68 2.27 2.52 3.25 3.56 3.99 4.63 4.59 2009 0.14 0.18 0.48 1.13 2.53 3.14 3.52 4.29 4.31 2010 0.14 0.15 0.29 0.55 1.60 2.30 2.94 3.74 3.98 2011 0.16 0.10 0.20 0.36 1.35 2.09 2.82 3.77 4.12 2012 0.07 0.11 0.16 0.23 0.60 0.98 1.51 2.21 2.56 2013 0.03 0.04 0.11 0.31 1.38 2.00 2.60 3.34 3.64 2014 0.01 0.03 0.12 0.53 1.76 2.24 2.58 3.07 3.32 2015 0.04 0.08 0.33 0.67 1.54 1.93 2.20 2.61 2.92 2016 0.19 0.28 0.50 0.67 1.03 1.29 1.46 1.78 2.18 2017 1.00 1.07 1.23 1.34 1.84 2.11 2.30 2.66 2.89 2018 1.94 2.03 2.44 2.67 2.85 2.92 2.96 3.03 3.08 2019 2.01 2.08 2.00 1.89 1.84 1.92 2.02 2.31 2.53 2020 0.09 0.09 0.11 0.11 0.21 0.39 0.55 0.98 1.20 2021 0.05 0.06 0.07 0.19 0.69 1.00 1.24 1.81 1.89 2022 2.20 2.42 2.93 2.85 2.69 2.69 2.68 3.23 3.02 Yield Curve Zero-Coupon Yields +