US Treasury rates, March 2009
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 | 0.869% | 0.779% | -9.0 bp | 0.779%Mar 31, 2009 | 1.044%Mar 17, 2009 |
| 10Y | 3.537% | 3.125% | -41.1 bp | 3.057%Mar 18, 2009 | 3.642%Mar 4, 2009 |
| 30Y | 3.479% | 3.535% | +5.6 bp | 3.356%Mar 6, 2009 | 3.745%Mar 17, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Mar 2, 2009 | 0.609% | 0.869% | 1.213% | 1.987% | 2.713% | 3.537% | 4.165% | 4.161% | 3.866% | 3.479% |
| Mar 3, 2009 | 0.634% | 0.893% | 1.239% | 2.014% | 2.740% | 3.559% | 4.180% | 4.180% | 3.897% | 3.528% |
| Mar 4, 2009 | 0.671% | 0.969% | 1.335% | 2.122% | 2.841% | 3.642% | 4.237% | 4.216% | 3.912% | 3.521% |
| Mar 5, 2009 | 0.618% | 0.887% | 1.229% | 1.977% | 2.667% | 3.439% | 4.014% | 4.000% | 3.719% | 3.358% |
| Mar 6, 2009 | 0.637% | 0.914% | 1.259% | 2.001% | 2.678% | 3.432% | 3.990% | 3.976% | 3.704% | 3.356% |
| Mar 9, 2009 | 0.669% | 0.969% | 1.320% | 2.059% | 2.730% | 3.486% | 4.071% | 4.078% | 3.806% | 3.439% |
| Mar 10, 2009 | 0.695% | 1.027% | 1.399% | 2.158% | 2.834% | 3.587% | 4.169% | 4.181% | 3.919% | 3.562% |
| Mar 11, 2009 | 0.696% | 1.024% | 1.387% | 2.121% | 2.776% | 3.513% | 4.101% | 4.135% | 3.891% | 3.544% |
| Mar 12, 2009 | 0.686% | 1.008% | 1.361% | 2.074% | 2.711% | 3.432% | 4.021% | 4.075% | 3.857% | 3.534% |
| Mar 13, 2009 | 0.652% | 0.957% | 1.304% | 2.024% | 2.679% | 3.427% | 4.045% | 4.112% | 3.900% | 3.582% |
| Mar 16, 2009 | 0.663% | 0.984% | 1.344% | 2.082% | 2.749% | 3.510% | 4.141% | 4.214% | 4.002% | 3.681% |
| Mar 17, 2009 | 0.694% | 1.044% | 1.419% | 2.162% | 2.822% | 3.571% | 4.198% | 4.277% | 4.069% | 3.745% |
| Mar 18, 2009 | 0.538% | 0.780% | 1.066% | 1.690% | 2.297% | 3.057% | 3.809% | 4.014% | 3.873% | 3.553% |
| Mar 19, 2009 | 0.579% | 0.839% | 1.135% | 1.759% | 2.347% | 3.066% | 3.764% | 3.971% | 3.887% | 3.663% |
| Mar 20, 2009 | 0.597% | 0.857% | 1.152% | 1.776% | 2.368% | 3.096% | 3.812% | 4.019% | 3.916% | 3.655% |
| Mar 23, 2009 | 0.608% | 0.879% | 1.179% | 1.799% | 2.383% | 3.107% | 3.836% | 4.063% | 3.968% | 3.701% |
| Mar 24, 2009 | 0.598% | 0.873% | 1.177% | 1.805% | 2.393% | 3.110% | 3.804% | 3.989% | 3.856% | 3.562% |
| Mar 25, 2009 | 0.626% | 0.944% | 1.275% | 1.929% | 2.520% | 3.226% | 3.903% | 4.092% | 3.984% | 3.724% |
| Mar 26, 2009 | 0.583% | 0.885% | 1.211% | 1.868% | 2.468% | 3.179% | 3.843% | 4.014% | 3.902% | 3.657% |
| Mar 27, 2009 | 0.582% | 0.883% | 1.211% | 1.876% | 2.480% | 3.189% | 3.830% | 3.974% | 3.845% | 3.596% |
| Mar 30, 2009 | 0.551% | 0.824% | 1.138% | 1.801% | 2.416% | 3.144% | 3.801% | 3.950% | 3.825% | 3.584% |
| Mar 31, 2009 | 0.530% | 0.779% | 1.085% | 1.752% | 2.382% | 3.125% | 3.781% | 3.914% | 3.777% | 3.535% |