April 2021

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

0.00%0.50%1.00%1.50%2.00%2.50%Apr 1, 2021Apr 30, 2021Apr 1, 20212Y zero rate0.177%10Y zero rate1.774%30Y zero rate2.468%Apr 2, 20212Y zero rate0.205%10Y zero rate1.815%30Y zero rate2.483%Apr 5, 20212Y zero rate0.186%10Y zero rate1.808%30Y zero rate2.497%Apr 6, 20212Y zero rate0.170%10Y zero rate1.749%30Y zero rate2.461%Apr 7, 20212Y zero rate0.165%10Y zero rate1.763%30Y zero rate2.497%Apr 8, 20212Y zero rate0.157%10Y zero rate1.723%30Y zero rate2.456%Apr 9, 20212Y zero rate0.172%10Y zero rate1.747%30Y zero rate2.464%Apr 12, 20212Y zero rate0.185%10Y zero rate1.761%30Y zero rate2.471%Apr 13, 20212Y zero rate0.169%10Y zero rate1.716%30Y zero rate2.442%Apr 14, 20212Y zero rate0.175%10Y zero rate1.730%30Y zero rate2.453%Apr 15, 20212Y zero rate0.164%10Y zero rate1.643%30Y zero rate2.353%Apr 16, 20212Y zero rate0.176%10Y zero rate1.675%30Y zero rate2.385%Apr 19, 20212Y zero rate0.172%10Y zero rate1.699%30Y zero rate2.421%Apr 20, 20212Y zero rate0.163%10Y zero rate1.666%30Y zero rate2.398%Apr 21, 20212Y zero rate0.160%10Y zero rate1.658%30Y zero rate2.388%Apr 22, 20212Y zero rate0.160%10Y zero rate1.650%30Y zero rate2.366%Apr 23, 20212Y zero rate0.172%10Y zero rate1.666%30Y zero rate2.374%Apr 26, 20212Y zero rate0.182%10Y zero rate1.666%30Y zero rate2.364%Apr 27, 20212Y zero rate0.181%10Y zero rate1.713%30Y zero rate2.411%Apr 28, 20212Y zero rate0.174%10Y zero rate1.712%30Y zero rate2.423%Apr 29, 20212Y zero rate0.171%10Y zero rate1.725%30Y zero rate2.439%Apr 30, 20212Y zero rate0.168%10Y zero rate1.721%30Y zero rate2.433%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across April 2021.
TenorFirstLastChangeLowHigh
2Y0.177%0.168%-0.9 bp0.157%Apr 8, 20210.205%Apr 2, 2021
10Y1.774%1.721%-5.3 bp1.643%Apr 15, 20211.815%Apr 2, 2021
30Y2.468%2.433%-3.5 bp2.353%Apr 15, 20212.497%Apr 7, 2021

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 April 2021.
Date2 year10 year30 year
Apr 1, 20210.177%1.774%2.468%
Apr 2, 20210.205%1.815%2.483%
Apr 5, 20210.186%1.808%2.497%
Apr 6, 20210.170%1.749%2.461%
Apr 7, 20210.165%1.763%2.497%
Apr 8, 20210.157%1.723%2.456%
Apr 9, 20210.172%1.747%2.464%
Apr 12, 20210.185%1.761%2.471%
Apr 13, 20210.169%1.716%2.442%
Apr 14, 20210.175%1.730%2.453%
Apr 15, 20210.164%1.643%2.353%
Apr 16, 20210.176%1.675%2.385%
Apr 19, 20210.172%1.699%2.421%
Apr 20, 20210.163%1.666%2.398%
Apr 21, 20210.160%1.658%2.388%
Apr 22, 20210.160%1.650%2.366%
Apr 23, 20210.172%1.666%2.374%
Apr 26, 20210.182%1.666%2.364%
Apr 27, 20210.181%1.713%2.411%
Apr 28, 20210.174%1.712%2.423%
Apr 29, 20210.171%1.725%2.439%
Apr 30, 20210.168%1.721%2.433%

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.