June 2017

The zero curve on each of 22 trading days this month.

1.00%1.50%2.00%2.50%3.00%3.50%Jun 1, 2017Jun 30, 2017Jun 1, 20172Y zero rate1.306%10Y zero rate2.282%30Y zero rate3.084%Jun 2, 20172Y zero rate1.298%10Y zero rate2.212%30Y zero rate3.013%Jun 5, 20172Y zero rate1.316%10Y zero rate2.240%30Y zero rate3.049%Jun 6, 20172Y zero rate1.298%10Y zero rate2.201%30Y zero rate3.018%Jun 7, 20172Y zero rate1.328%10Y zero rate2.231%30Y zero rate3.055%Jun 8, 20172Y zero rate1.333%10Y zero rate2.246%30Y zero rate3.070%Jun 9, 20172Y zero rate1.358%10Y zero rate2.259%30Y zero rate3.078%Jun 12, 20172Y zero rate1.369%10Y zero rate2.260%30Y zero rate3.075%Jun 13, 20172Y zero rate1.381%10Y zero rate2.260%30Y zero rate3.073%Jun 14, 20172Y zero rate1.365%10Y zero rate2.194%30Y zero rate2.989%Jun 15, 20172Y zero rate1.373%10Y zero rate2.207%30Y zero rate2.984%Jun 16, 20172Y zero rate1.348%10Y zero rate2.200%30Y zero rate2.981%Jun 19, 20172Y zero rate1.393%10Y zero rate2.233%30Y zero rate2.982%Jun 20, 20172Y zero rate1.378%10Y zero rate2.198%30Y zero rate2.925%Jun 21, 20172Y zero rate1.380%10Y zero rate2.202%30Y zero rate2.912%Jun 22, 20172Y zero rate1.361%10Y zero rate2.190%30Y zero rate2.905%Jun 23, 20172Y zero rate1.362%10Y zero rate2.191%30Y zero rate2.898%Jun 26, 20172Y zero rate1.360%10Y zero rate2.183%30Y zero rate2.877%Jun 27, 20172Y zero rate1.386%10Y zero rate2.252%30Y zero rate2.925%Jun 28, 20172Y zero rate1.366%10Y zero rate2.274%30Y zero rate2.951%Jun 29, 20172Y zero rate1.392%10Y zero rate2.326%30Y zero rate2.998%Jun 30, 20172Y zero rate1.404%10Y zero rate2.362%30Y zero rate3.027%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across June 2017.
TenorFirstLastChangeLowHigh
2Y1.306%1.404%+9.8 bp1.298%Jun 6, 20171.404%Jun 30, 2017
10Y2.282%2.362%+8.0 bp2.183%Jun 26, 20172.362%Jun 30, 2017
30Y3.084%3.027%-5.7 bp2.877%Jun 26, 20173.084%Jun 1, 2017

Rates are percent; the change column is basis points. A rise in yield is a fall in price, so the colours here describe the rate rather than a bondholder's return.

Every trading day

Zero rate at 2, 10 and 30 years for every fitted trading day in June 2017.
Date2 year10 year30 year
Jun 1, 20171.306%2.282%3.084%
Jun 2, 20171.298%2.212%3.013%
Jun 5, 20171.316%2.240%3.049%
Jun 6, 20171.298%2.201%3.018%
Jun 7, 20171.328%2.231%3.055%
Jun 8, 20171.333%2.246%3.070%
Jun 9, 20171.358%2.259%3.078%
Jun 12, 20171.369%2.260%3.075%
Jun 13, 20171.381%2.260%3.073%
Jun 14, 20171.365%2.194%2.989%
Jun 15, 20171.373%2.207%2.984%
Jun 16, 20171.348%2.200%2.981%
Jun 19, 20171.393%2.233%2.982%
Jun 20, 20171.378%2.198%2.925%
Jun 21, 20171.380%2.202%2.912%
Jun 22, 20171.361%2.190%2.905%
Jun 23, 20171.362%2.191%2.898%
Jun 26, 20171.360%2.183%2.877%
Jun 27, 20171.386%2.252%2.925%
Jun 28, 20171.366%2.274%2.951%
Jun 29, 20171.392%2.326%2.998%
Jun 30, 20171.404%2.362%3.027%

Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.

A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.

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Safe Rate™, Safe Rate Indices™ and the Safe Rate US Treasury Index™ are trademarks of Safe Rate, claimed through use in commerce and not registered. Third-party marks are the property of their owners, which are not affiliated with and do not endorse this data.

Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.