US Treasury rates, February 2009
Zero rates at all 10 fitted maturities on each of 19 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 | 0.772% | 0.971% | +19.9 bp | 0.772%Feb 2, 2009 | 1.055%Feb 26, 2009 |
| 10Y | 3.403% | 3.653% | +25.1 bp | 3.249%Feb 17, 2009 | 3.658%Feb 6, 2009 |
| 30Y | 3.262% | 3.559% | +29.7 bp | 3.246%Feb 11, 2009 | 3.566%Feb 19, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 2, 2009 | 0.491% | 0.772% | 1.124% | 1.891% | 2.601% | 3.403% | 4.007% | 3.987% | 3.672% | 3.262% |
| Feb 3, 2009 | 0.550% | 0.856% | 1.226% | 2.015% | 2.733% | 3.533% | 4.133% | 4.125% | 3.837% | 3.462% |
| Feb 4, 2009 | 0.574% | 0.878% | 1.255% | 2.061% | 2.784% | 3.569% | 4.126% | 4.100% | 3.832% | 3.503% |
| Feb 5, 2009 | 0.575% | 0.875% | 1.250% | 2.053% | 2.776% | 3.563% | 4.120% | 4.090% | 3.813% | 3.473% |
| Feb 6, 2009 | 0.594% | 0.913% | 1.301% | 2.125% | 2.862% | 3.658% | 4.212% | 4.167% | 3.871% | 3.512% |
| Feb 9, 2009 | 0.635% | 0.953% | 1.340% | 2.155% | 2.879% | 3.656% | 4.187% | 4.137% | 3.848% | 3.503% |
| Feb 10, 2009 | 0.557% | 0.811% | 1.161% | 1.950% | 2.680% | 3.482% | 4.045% | 4.001% | 3.703% | 3.345% |
| Feb 11, 2009 | 0.576% | 0.829% | 1.163% | 1.910% | 2.607% | 3.388% | 3.964% | 3.934% | 3.630% | 3.246% |
| Feb 12, 2009 | 0.572% | 0.805% | 1.128% | 1.866% | 2.565% | 3.360% | 3.965% | 3.962% | 3.680% | 3.313% |
| Feb 13, 2009 | 0.647% | 0.912% | 1.253% | 2.008% | 2.716% | 3.527% | 4.165% | 4.183% | 3.902% | 3.518% |
| Feb 17, 2009 | 0.554% | 0.781% | 1.085% | 1.783% | 2.455% | 3.249% | 3.910% | 3.969% | 3.720% | 3.355% |
| Feb 18, 2009 | 0.658% | 0.906% | 1.222% | 1.923% | 2.585% | 3.354% | 3.981% | 4.027% | 3.780% | 3.426% |
| Feb 19, 2009 | 0.678% | 0.949% | 1.283% | 2.015% | 2.700% | 3.493% | 4.141% | 4.189% | 3.934% | 3.566% |
| Feb 20, 2009 | 0.646% | 0.890% | 1.211% | 1.935% | 2.621% | 3.414% | 4.048% | 4.078% | 3.811% | 3.441% |
| Feb 23, 2009 | 0.637% | 0.908% | 1.242% | 1.967% | 2.640% | 3.407% | 4.013% | 4.032% | 3.765% | 3.399% |
| Feb 24, 2009 | 0.691% | 0.955% | 1.286% | 2.009% | 2.676% | 3.426% | 3.995% | 3.991% | 3.720% | 3.363% |
| Feb 25, 2009 | 0.736% | 1.049% | 1.409% | 2.154% | 2.821% | 3.559% | 4.112% | 4.096% | 3.813% | 3.441% |
| Feb 26, 2009 | 0.730% | 1.055% | 1.424% | 2.180% | 2.853% | 3.599% | 4.161% | 4.154% | 3.877% | 3.509% |
| Feb 27, 2009 | 0.681% | 0.971% | 1.336% | 2.127% | 2.850% | 3.653% | 4.244% | 4.224% | 3.932% | 3.559% |