Monthly And Quarterly Benchmark Information
The following statistics are provided for informational purposes because they represent the most utilized and practical benchmarks for short and intermediate term institutional portfolios. The Treasury market is used by all governmental entities and the comparable time periods can be matched to the entity's weighted average maturity.
2021 Monthly
3 Month T-Bill
6 Month T-Bill
12 Month T-Bill
2 Year T-Bill
3 Year T-Bill
January 0.0800 0.0900 0.1000 0.1300 0.2000
February 0.0400 0.0600 0.0700 0.1200 0.2100
March 0.0300 0.0500 0.0800 0.1500 0.3200
April 0.0200 0.0400 0.0600 0.1600 0.3500
May 0.0200 0.0400 0.0500 0.1600 0.3200
June 0.0400 0.0500 0.0700 0.2000 0.3900
July 0.0500 0.0500 0.0800 0.2200 0.4000
August 0.0500 0.0600 0.0700 0.2200 0.4200
September 0.0400 0.0500 0.0800 0.2400 0.4700
2021 Quarterly
3 Month T-Bill
6 Month T-Bill
12 Month T-Bill
2 Year T-Bill
3 Year T-Bill
Jan-Mar 0.0500 0.0700 0.0800 0.1300 0.2500
Apr-Jun 0.0300 0.0400 0.0600 0.1700 0.3500
Jul-Sep 0.0500 0.0500 0.0800 0.2300 0.4300