Treasury Bond Yield History

Discussion in 'Economics' started by protodigm, Nov 12, 2009.


    Is there a place where I can get the historical prices of the 10 year and 30 year long term treasury bond back up to before the Great Depression?

    I want to look at historically how the yield spread between T-Bill, 2 year, 10 year and 30 years have been.

    Does anyone happen to know the highest the spread between T-Bill and 30 year treasuries ever was?

  2. sjfan


    highest since 1990 was 106 in 2000
  3. 1) The largest negative carry had to be in 1981/1982 with T-Bills yielding ~17% and the bond yielding ~15%.
    2) The largest positive carry? Is it now? Maybe the year 2004? I don't know for sure. Go to some of the treasury-related websites and construct a chart from the available data. :cool: