Brief Case

IRS Yield Curves

Monthly average spot rates of the Treasury High Quality Market (HQM) corporate bond yield curve, maturities 0.5 to 100 years, as published by the IRS under IRC 430(h)(2). For the full yield curve election (IRC 430(h)(2)(D)(ii)), the curve listed under a month is used for valuation dates in the following month. Segment rates are on IRS Segment Rates; covered compensation tables are on IRS Covered Compensation.

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Click a month to open the IRS notice that published its curve. The clipboard button on a month copies that curve (maturity and spot rate); Copy table copies every month shown. You can also drag or Shift+click cells, then Ctrl+C. All paste straight into Excel.

For bulk export: maturities down, months across, like the IRS workbook but limited to the months you choose (up to 120). Click a month to open its IRS notice.

Recomputes segment rates from the stored curves and compares them with the published IRS rates, as a check that the stored curves are complete and correct. The 24-month average segment rates for an applicable month average the spot segment rates of the 24 months before it.

Source: IRS Monthly yield curve tables (Recent Corporate Bond Yield Curve Spot Rates workbook). Curves are saved on this site and checked against irs.gov daily.