Treasury Bills
| DATE | T-Bill 1-year Agggregate |
T-Bill 5-year Aggregate |
T-Bill 5-year Annualized |
T-Bill 10-year Aggregate |
T-Bill 10-year Annualized |
T-Bill 20-year Aggregate |
T-Bill 20-year Annualized |
T-Bill 30-year Aggregate |
T-Bill 30-year Annualized |
T-Bill 50-year Aggregate |
T-Bill 50-year Annualized |
|
| 12/31/53 | 1.96 |
|||||||||||
| 12/31/54 | 0.95 |
|||||||||||
| 12/31/55 | 1.76 |
|||||||||||
| 12/31/56 | 2.69 |
|||||||||||
| 12/31/57 | 3.31 |
11.12 |
2.13 |
|||||||||
| 12/31/58 | 1.85 |
11.01 |
2.11 |
|||||||||
| 12/31/59 | 3.47 |
13.77 |
2.61 |
|||||||||
| 12/31/60 | 2.99 |
15.15 |
2.86 |
|||||||||
| 12/31/61 | 2.40 |
14.82 |
2.80 |
|||||||||
| 12/31/62 | 2.82 |
14.27 |
2.70 |
26.98 |
2.42 |
|||||||
| 12/31/63 | 3.20 |
15.78 |
2.97 |
28.53 |
2.54 |
|||||||
| 12/31/64 | 3.61 |
15.94 |
3.00 |
31.91 |
2.81 |
|||||||
| 12/31/65 | 4.02 |
17.11 |
3.21 |
34.84 |
3.03 |
|||||||
| 12/31/66 | 4.99 |
20.07 |
3.73 |
37.87 |
3.26 |
|||||||
| 12/31/67 | 4.42 |
21.94 |
4.05 |
39.34 |
3.37 |
|||||||
| 12/31/68 | 5.48 |
24.63 |
4.50 |
44.30 |
3.74 |
|||||||
| 12/31/69 | 6.89 |
28.58 |
5.16 |
49.08 |
4.07 |
|||||||
| 12/31/70 | 6.63 |
31.81 |
5.68 |
54.36 |
4.44 |
|||||||
| 12/31/71 | 4.43 |
31.09 |
5.56 |
57.40 |
4.64 |
|||||||
| 12/31/72 | 4.14 |
30.75 |
5.51 |
59.44 |
4.78 |
102.45 |
3.59 |
|||||
| 12/31/73 | 7.26 |
32.96 |
5.86 |
65.70 |
5.18 |
112.97 |
3.85 |
|||||
| 12/31/74 | 8.16 |
34.53 |
6.11 |
72.98 |
5.63 |
128.18 |
4.21 |
|||||
| 12/31/75 | 5.98 |
33.71 |
5.98 |
76.23 |
5.83 |
137.64 |
4.42 |
|||||
| 12/31/76 | 5.11 |
34.59 |
6.12 |
76.44 |
5.84 |
143.24 |
4.54 |
|||||
| 12/31/77 | 5.39 |
36.20 |
6.37 |
78.09 |
5.94 |
148.15 |
4.65 |
|||||
| 12/31/78 | 7.47 |
36.47 |
6.42 |
81.44 |
6.14 |
161.82 |
4.93 |
|||||
| 12/31/79 | 10.52 |
39.44 |
6.88 |
87.59 |
6.49 |
179.66 |
5.28 |
|||||
| 12/31/80 | 12.25 |
47.69 |
8.11 |
97.47 |
7.04 |
204.81 |
5.73 |
|||||
| 12/31/81 | 15.02 |
61.61 |
10.08 |
117.51 |
8.08 |
242.37 |
6.35 |
|||||
| 12/31/82 | 11.26 |
70.61 |
11.28 |
132.38 |
8.80 |
270.51 |
6.77 |
370.46 |
5.30 |
|||
| 12/31/83 | 8.97 |
73.00 |
11.59 |
136.09 |
8.97 |
291.20 |
7.06 |
402.81 |
5.53 |
|||
| 12/31/84 | 10.01 |
72.20 |
11.48 |
140.11 |
9.15 |
315.34 |
7.38 |
447.89 |
5.83 |
|||
| 12/31/85 | 7.75 |
65.30 |
10.57 |
144.13 |
9.34 |
330.24 |
7.57 |
480.15 |
6.04 |
|||
| 12/31/86 | 6.14 |
52.53 |
8.81 |
146.51 |
9.44 |
334.93 |
7.63 |
499.62 |
6.15 |
|||
| 12/31/87 | 5.98 |
45.30 |
7.76 |
147.89 |
9.50 |
341.46 |
7.71 |
515.13 |
6.24 |
|||
| 12/31/88 | 6.88 |
42.51 |
7.34 |
146.54 |
9.44 |
347.33 |
7.78 |
545.48 |
6.41 |
|||
| 12/31/89 | 8.42 |
40.46 |
7.03 |
141.87 |
9.23 |
353.73 |
7.85 |
576.40 |
6.58 |
|||
| 12/31/90 | 7.77 |
40.49 |
7.04 |
132.23 |
8.79 |
358.58 |
7.91 |
607.84 |
6.74 |
|||
| 12/31/91 | 5.55 |
39.70 |
6.92 |
113.10 |
7.86 |
363.50 |
7.97 |
629.57 |
6.85 |
|||
| 12/31/92 | 3.51 |
36.45 |
6.41 |
98.25 |
7.08 |
360.69 |
7.94 |
634.52 |
6.87 |
|||
| 12/31/93 | 3.06 |
31.57 |
5.64 |
87.50 |
6.49 |
342.68 |
7.72 |
633.52 |
6.87 |
|||
| 12/31/94 | 4.36 |
26.64 |
4.84 |
77.88 |
5.93 |
327.10 |
7.53 |
638.79 |
6.89 |
|||
| 12/31/95 | 5.65 |
24.15 |
4.42 |
74.41 |
5.72 |
325.79 |
7.51 |
650.38 |
6.95 |
|||
| 12/31/96 | 5.15 |
23.68 |
4.34 |
72.78 |
5.62 |
325.93 |
7.51 |
651.49 |
6.95 |
|||
| 12/31/97 | 5.18 |
25.67 |
4.68 |
71.47 |
5.54 |
325.07 |
7.50 |
656.98 |
6.98 |
|||
| 12/31/98 | 4.92 |
27.94 |
5.05 |
68.34 |
5.35 |
315.02 |
7.38 |
653.02 |
6.96 |
|||
| 12/31/99 | 4.76 |
28.44 |
5.13 |
62.65 |
4.98 |
293.40 |
7.09 |
637.98 |
6.89 |
|||
| 12/31/00 | 6.00 |
28.86 |
5.20 |
59.98 |
4.81 |
271.51 |
6.78 |
633.63 |
6.87 |
|||
| 12/31/01 | 3.48 |
26.81 |
4.87 |
56.84 |
4.60 |
234.22 |
6.22 |
626.96 |
6.84 |
|||
| 12/31/02 | 1.69 |
22.60 |
4.16 |
54.08 |
4.42 |
205.46 |
5.74 |
609.83 |
6.75 |
1337.05 |
5.47 |
|
| Average | 5.51 |
33.04 |
5.76 |
82.50 |
6.01 |
264.35 |
6.52 |
576.31 |
6.55 |
1337.05 |
5.47 |
|
Source: Ned Davis Research