US Treasury rates, January 2009
Zero rates at all 10 fitted maturities on each of 20 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 | 0.715% | 0.825% | +11.0 bp | 0.566%Jan 14, 2009 | 0.837%Jan 29, 2009 |
| 10Y | 3.048% | 3.537% | +48.9 bp | 2.803%Jan 15, 2009 | 3.537%Jan 30, 2009 |
| 30Y | 2.478% | 3.356% | +87.9 bp | 2.478%Jan 2, 2009 | 3.356%Jan 30, 2009 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jan 2, 2009 | 0.445% | 0.715% | 1.040% | 1.731% | 2.358% | 3.048% | 3.510% | 3.382% | 2.974% | 2.478% |
| Jan 5, 2009 | 0.377% | 0.636% | 0.964% | 1.682% | 2.349% | 3.099% | 3.640% | 3.562% | 3.184% | 2.706% |
| Jan 6, 2009 | 0.404% | 0.656% | 0.976% | 1.684% | 2.349% | 3.106% | 3.672% | 3.615% | 3.244% | 2.765% |
| Jan 7, 2009 | 0.401% | 0.662% | 0.983% | 1.685% | 2.343% | 3.100% | 3.680% | 3.634% | 3.262% | 2.767% |
| Jan 8, 2009 | 0.420% | 0.661% | 0.964% | 1.639% | 2.286% | 3.050% | 3.669% | 3.646% | 3.261% | 2.723% |
| Jan 9, 2009 | 0.376% | 0.597% | 0.889% | 1.564% | 2.225% | 3.016% | 3.668% | 3.656% | 3.268% | 2.720% |
| Jan 12, 2009 | 0.386% | 0.583% | 0.858% | 1.509% | 2.155% | 2.931% | 3.569% | 3.562% | 3.199% | 2.688% |
| Jan 13, 2009 | 0.402% | 0.594% | 0.863% | 1.503% | 2.140% | 2.914% | 3.565% | 3.573% | 3.216% | 2.703% |
| Jan 14, 2009 | 0.386% | 0.566% | 0.824% | 1.442% | 2.059% | 2.805% | 3.426% | 3.429% | 3.087% | 2.603% |
| Jan 15, 2009 | 0.404% | 0.579% | 0.834% | 1.449% | 2.062% | 2.803% | 3.415% | 3.409% | 3.063% | 2.578% |
| Jan 16, 2009 | 0.402% | 0.608% | 0.895% | 1.562% | 2.204% | 2.945% | 3.500% | 3.437% | 3.067% | 2.593% |
| Jan 20, 2009 | 0.397% | 0.605% | 0.897% | 1.581% | 2.244% | 3.014% | 3.598% | 3.537% | 3.150% | 2.648% |
| Jan 21, 2009 | 0.443% | 0.668% | 0.982% | 1.712% | 2.415% | 3.225% | 3.828% | 3.755% | 3.347% | 2.825% |
| Jan 22, 2009 | 0.412% | 0.647% | 0.975% | 1.734% | 2.464% | 3.306% | 3.935% | 3.869% | 3.458% | 2.931% |
| Jan 23, 2009 | 0.459% | 0.708% | 1.037% | 1.785% | 2.500% | 3.329% | 3.965% | 3.917% | 3.521% | 3.000% |
| Jan 26, 2009 | 0.469% | 0.731% | 1.070% | 1.832% | 2.556% | 3.389% | 4.028% | 3.983% | 3.590% | 3.074% |
| Jan 27, 2009 | 0.454% | 0.700% | 1.024% | 1.756% | 2.452% | 3.255% | 3.866% | 3.822% | 3.447% | 2.958% |
| Jan 28, 2009 | 0.455% | 0.743% | 1.095% | 1.857% | 2.566% | 3.378% | 4.010% | 3.991% | 3.642% | 3.172% |
| Jan 29, 2009 | 0.517% | 0.837% | 1.213% | 2.004% | 2.723% | 3.531% | 4.141% | 4.112% | 3.769% | 3.317% |
| Jan 30, 2009 | 0.528% | 0.825% | 1.193% | 1.988% | 2.718% | 3.537% | 4.145% | 4.113% | 3.782% | 3.356% |