US Treasury rates, November 2008
Zero rates at all 10 fitted maturities on each of 18 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 | 1.345% | 0.808% | -53.7 bp | 0.808%Nov 28, 2008 | 1.345%Nov 3, 2008 |
| 10Y | 4.742% | 3.569% | -117.3 bp | 3.569%Nov 28, 2008 | 4.742%Nov 3, 2008 |
| 30Y | 3.530% | 3.148% | -38.2 bp | 3.148%Nov 28, 2008 | 3.857%Nov 18, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 3, 2008 | 1.194% | 1.345% | 1.711% | 2.754% | 3.737% | 4.742% | 5.303% | 5.018% | 4.341% | 3.530% |
| Nov 4, 2008 | 1.162% | 1.271% | 1.596% | 2.590% | 3.556% | 4.563% | 5.147% | 4.884% | 4.221% | 3.415% |
| Nov 5, 2008 | 1.138% | 1.255% | 1.579% | 2.546% | 3.480% | 4.454% | 5.028% | 4.788% | 4.164% | 3.400% |
| Nov 6, 2008 | 1.065% | 1.198% | 1.540% | 2.532% | 3.477% | 4.460% | 5.048% | 4.823% | 4.213% | 3.462% |
| Nov 7, 2008 | 1.084% | 1.263% | 1.628% | 2.631% | 3.567% | 4.531% | 5.097% | 4.867% | 4.264% | 3.526% |
| Nov 10, 2008 | 0.963% | 1.182% | 1.602% | 2.634% | 3.569% | 4.499% | 4.949% | 4.694% | 4.241% | 3.797% |
| Nov 12, 2008 | 0.940% | 1.107% | 1.464% | 2.459% | 3.398% | 4.372% | 4.962% | 4.754% | 4.167% | 3.439% |
| Nov 13, 2008 | 1.009% | 1.166% | 1.514% | 2.512% | 3.469% | 4.476% | 5.109% | 4.923% | 4.341% | 3.606% |
| Nov 14, 2008 | 0.962% | 1.096% | 1.460% | 2.439% | 3.372% | 4.340% | 4.872% | 4.674% | 4.254% | 3.826% |
| Nov 17, 2008 | 0.953% | 1.094% | 1.450% | 2.399% | 3.309% | 4.269% | 4.829% | 4.666% | 4.268% | 3.854% |
| Nov 18, 2008 | 0.869% | 1.020% | 1.369% | 2.286% | 3.167% | 4.111% | 4.699% | 4.587% | 4.236% | 3.857% |
| Nov 19, 2008 | 0.795% | 0.940% | 1.277% | 2.169% | 3.031% | 3.960% | 4.541% | 4.426% | 4.069% | 3.681% |
| Nov 20, 2008 | 0.702% | 0.838% | 1.158% | 2.003% | 2.816% | 3.685% | 4.213% | 4.089% | 3.745% | 3.378% |
| Nov 21, 2008 | 0.755% | 0.925% | 1.262% | 2.112% | 2.916% | 3.767% | 4.279% | 4.146% | 3.795% | 3.421% |
| Nov 24, 2008 | 0.904% | 1.121% | 1.446% | 2.288% | 3.076% | 3.903% | 4.425% | 4.277% | 3.805% | 3.208% |
| Nov 25, 2008 | 0.766% | 0.943% | 1.272% | 2.093% | 2.869% | 3.696% | 4.199% | 4.068% | 3.716% | 3.336% |
| Nov 26, 2008 | 0.735% | 0.909% | 1.228% | 2.024% | 2.781% | 3.596% | 4.106% | 3.986% | 3.637% | 3.253% |
| Nov 28, 2008 | 0.673% | 0.808% | 1.118% | 1.936% | 2.725% | 3.569% | 4.073% | 3.924% | 3.549% | 3.148% |