US Treasury rates, September 2008
Zero rates at all 10 fitted maturities on each of 21 trading days this month. Zero rates, not par yields: these discount a single cashflow, and the par yield for the same day is on that day's own page.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 2.246% | 2.003% | -24.3 bp | 1.685%Sep 17, 2008 | 2.265%Sep 8, 2008 |
| 10Y | 4.005% | 4.198% | +19.3 bp | 3.660%Sep 17, 2008 | 4.198%Sep 30, 2008 |
| 30Y | 4.290% | 4.134% | -15.6 bp | 3.974%Sep 18, 2008 | 4.337%Sep 22, 2008 |
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
| Date | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 15Y | 20Y | 25Y | 30Y |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 2, 2008 | 2.032% | 2.246% | 2.486% | 2.986% | 3.450% | 4.005% | 4.517% | 4.631% | 4.515% | 4.290% |
| Sep 3, 2008 | 2.033% | 2.230% | 2.458% | 2.944% | 3.404% | 3.964% | 4.491% | 4.611% | 4.486% | 4.243% |
| Sep 4, 2008 | 1.991% | 2.171% | 2.389% | 2.869% | 3.334% | 3.904% | 4.442% | 4.564% | 4.439% | 4.195% |
| Sep 5, 2008 | 2.035% | 2.215% | 2.433% | 2.908% | 3.365% | 3.922% | 4.442% | 4.555% | 4.430% | 4.194% |
| Sep 8, 2008 | 2.066% | 2.265% | 2.487% | 2.951% | 3.387% | 3.916% | 4.418% | 4.536% | 4.421% | 4.188% |
| Sep 9, 2008 | 2.017% | 2.208% | 2.429% | 2.900% | 3.343% | 3.875% | 4.363% | 4.467% | 4.352% | 4.137% |
| Sep 10, 2008 | 2.002% | 2.201% | 2.430% | 2.917% | 3.371% | 3.910% | 4.396% | 4.495% | 4.377% | 4.166% |
| Sep 11, 2008 | 1.972% | 2.163% | 2.392% | 2.882% | 3.343% | 3.887% | 4.370% | 4.465% | 4.351% | 4.151% |
| Sep 12, 2008 | 2.010% | 2.230% | 2.478% | 2.990% | 3.458% | 4.004% | 4.485% | 4.579% | 4.467% | 4.269% |
| Sep 15, 2008 | 1.586% | 1.783% | 2.041% | 2.616% | 3.153% | 3.769% | 4.282% | 4.375% | 4.275% | 4.110% |
| Sep 16, 2008 | 1.660% | 1.891% | 2.149% | 2.682% | 3.171% | 3.745% | 4.259% | 4.363% | 4.242% | 4.023% |
| Sep 17, 2008 | 1.326% | 1.685% | 2.017% | 2.602% | 3.090% | 3.660% | 4.237% | 4.437% | 4.344% | 4.026% |
| Sep 18, 2008 | 1.480% | 1.843% | 2.150% | 2.720% | 3.214% | 3.791% | 4.350% | 4.502% | 4.349% | 3.974% |
| Sep 19, 2008 | 1.901% | 2.181% | 2.469% | 3.022% | 3.506% | 4.063% | 4.556% | 4.653% | 4.527% | 4.297% |
| Sep 22, 2008 | 1.894% | 2.171% | 2.465% | 3.046% | 3.557% | 4.135% | 4.624% | 4.699% | 4.561% | 4.337% |
| Sep 23, 2008 | 1.816% | 2.172% | 2.499% | 3.073% | 3.549% | 4.098% | 4.635% | 4.792% | 4.654% | 4.292% |
| Sep 24, 2008 | 1.661% | 2.038% | 2.384% | 2.991% | 3.492% | 4.068% | 4.629% | 4.789% | 4.642% | 4.263% |
| Sep 25, 2008 | 1.832% | 2.195% | 2.529% | 3.111% | 3.590% | 4.135% | 4.652% | 4.774% | 4.596% | 4.189% |
| Sep 26, 2008 | 1.815% | 2.120% | 2.436% | 3.046% | 3.573% | 4.159% | 4.630% | 4.665% | 4.477% | 4.201% |
| Sep 29, 2008 | 1.629% | 1.839% | 2.135% | 2.794% | 3.385% | 4.011% | 4.447% | 4.453% | 4.298% | 4.106% |
| Sep 30, 2008 | 1.712% | 2.003% | 2.330% | 2.991% | 3.570% | 4.198% | 4.654% | 4.640% | 4.418% | 4.134% |