Monthly interest rates

30-year Constant Maturity Treasury Rate
The 30-year constant maturity Treasury rate can be found on the Federal Reserve’s statistical release (http://www.federalreserve.gov/releases/H15 [1]). This weekly release includes the monthly average for the most recent full month. Under “Treasury constant maturities,” the result will be displayed in the far right column.

IRS Monthly Updates
The IRS’s monthly updates for weighted average interest rates, yield curves, and segment rates can be accessed at http://www.irs.gov/retirement/article/0,,id=123231,00.html [2]. (You can also subscribe to IRS Guidewire for automatic email delivery of this information. Please visit https://service.govdelivery.com/service/multi_subscribe.html?code=USIRS [3] and submit your email address to register for this update. After registering your email address, go to the bottom of the page that lists the various IRS topics and check the Guidewire box under Tax Law. The update should arrive in your inbox during the first two to three weeks of each month.)

PBGC Monthly Updates
The PBGC’s monthly update of spot segment rates and other rates can be found at http://www.pbgc.gov/rates/interest.html [4](you can also sign up for automatic email delivery). Archives of prior updates can be found at http://pbgc.gov/practitioners/interest-rates/content/index.html [5].

IRS Federal Mid-term Rates
The Federal Mid-term Rates can be found at http://www.irs.gov/app/picklist/list/federalRates.html [6]. Choose the update that corresponds with the current month.

Composite Corporate Bond Rate
The composite corporate bond rate can be found at
http://www.irs.gov/retirement/article/0,,id=123229,00.html [7].

SOA Statistics for Employee Benefits Actuaries
Some of the information described above is also tabulated by the Society of Actuaries, at http://www.soa.org/professional-interests/pension/resources/pen-statistics-for-employee-benefits-actuaries.aspx [8], along with other rates (such as the Moody’s AA bond index). The Citigroup yield curve can also be found here, at http://www.soa.org/files/xls/pen-discount-curve.xls [9]. The SOA site also includes additional investment statistics (such as stock and bond returns, other interest rates, and CPI), at http://www.soa.org/professional-interests/pension/resources/pen-resources-pension.aspx [10], some of which are password protected for SOA Pension Section members.

Link Disclaimer
As a convenience, the American Academy of Actuaries provides links to other Internet sites, including sites owned and operated by organizations not affiliated with the Academy. Please be aware that, when following such a link, you are no longer on the Academy's website. Links to organizations not affiliated with the Academy do not constitute the Academy’s endorsement or approval of such organizations, their website content, or policies or opinions they may present.