US Treasury rates, October 2008
Zero rates at all 10 fitted maturities on each of 22 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 | 1.848% | 1.475% | -37.3 bp | 1.419%Oct 6, 2008 | 1.848%Oct 1, 2008 |
| 10Y | 4.125% | 4.754% | +62.9 bp | 3.883%Oct 6, 2008 | 4.754%Oct 31, 2008 |
| 30Y | 4.061% | 3.577% | -48.4 bp | 3.450%Oct 27, 2008 | 4.061%Oct 1, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 1, 2008 | 1.572% | 1.848% | 2.183% | 2.879% | 3.487% | 4.125% | 4.552% | 4.517% | 4.307% | 4.061% |
| Oct 2, 2008 | 1.383% | 1.641% | 1.977% | 2.705% | 3.355% | 4.044% | 4.510% | 4.481% | 4.267% | 4.016% |
| Oct 3, 2008 | 1.292% | 1.597% | 1.952% | 2.682% | 3.326% | 4.021% | 4.511% | 4.480% | 4.227% | 3.913% |
| Oct 6, 2008 | 1.138% | 1.419% | 1.766% | 2.504% | 3.166% | 3.883% | 4.383% | 4.346% | 4.087% | 3.772% |
| Oct 7, 2008 | 1.182% | 1.437% | 1.770% | 2.503% | 3.174% | 3.912% | 4.433% | 4.393% | 4.114% | 3.775% |
| Oct 8, 2008 | 1.360% | 1.645% | 1.981% | 2.755% | 3.452% | 4.176% | 4.640% | 4.528% | 4.137% | 3.638% |
| Oct 9, 2008 | 1.383% | 1.667% | 2.022% | 2.847% | 3.582% | 4.333% | 4.785% | 4.631% | 4.191% | 3.646% |
| Oct 10, 2008 | 1.282% | 1.608% | 1.982% | 2.837% | 3.598% | 4.372% | 4.826% | 4.645% | 4.169% | 3.587% |
| Oct 14, 2008 | 1.429% | 1.808% | 2.201% | 3.068% | 3.829% | 4.590% | 5.004% | 4.782% | 4.271% | 3.663% |
| Oct 15, 2008 | 1.262% | 1.613% | 2.036% | 2.984% | 3.803% | 4.611% | 5.043% | 4.804% | 4.265% | 3.628% |
| Oct 16, 2008 | 1.297% | 1.577% | 1.970% | 2.915% | 3.755% | 4.596% | 5.062% | 4.832% | 4.286% | 3.632% |
| Oct 17, 2008 | 1.308% | 1.562% | 1.949% | 2.904% | 3.763% | 4.632% | 5.129% | 4.911% | 4.363% | 3.700% |
| Oct 20, 2008 | 1.487% | 1.626% | 1.957% | 2.861% | 3.698% | 4.553% | 5.054% | 4.852% | 4.322% | 3.673% |
| Oct 21, 2008 | 1.432% | 1.489% | 1.788% | 2.667% | 3.532% | 4.440% | 4.931% | 4.715% | 4.280% | 3.836% |
| Oct 22, 2008 | 1.429% | 1.442% | 1.724% | 2.604% | 3.443% | 4.314% | 4.848% | 4.674% | 4.163% | 3.525% |
| Oct 23, 2008 | 1.405% | 1.454% | 1.750% | 2.618% | 3.459% | 4.318% | 4.739% | 4.499% | 4.071% | 3.650% |
| Oct 24, 2008 | 1.424% | 1.504% | 1.817% | 2.703% | 3.556% | 4.431% | 4.864% | 4.614% | 4.163% | 3.718% |
| Oct 27, 2008 | 1.448% | 1.537% | 1.842% | 2.739% | 3.581% | 4.439% | 4.922% | 4.689% | 4.127% | 3.450% |
| Oct 28, 2008 | 1.371% | 1.530% | 1.898% | 2.842% | 3.711% | 4.572% | 4.958% | 4.673% | 4.205% | 3.752% |
| Oct 29, 2008 | 1.313% | 1.491% | 1.861% | 2.840% | 3.729% | 4.619% | 5.108% | 4.854% | 4.265% | 3.562% |
| Oct 30, 2008 | 1.299% | 1.513% | 1.892% | 2.885% | 3.793% | 4.705% | 5.197% | 4.920% | 4.296% | 3.557% |
| Oct 31, 2008 | 1.291% | 1.475% | 1.841% | 2.850% | 3.793% | 4.754% | 5.286% | 5.007% | 4.356% | 3.577% |