US Treasury rates, April 2009
Zero rates at all 10 fitted maturities on each of 21 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 | 0.784% | 0.914% | +13.0 bp | 0.784%Apr 1, 2009 | 0.952%Apr 9, 2009 |
| 10Y | 3.072% | 3.606% | +53.4 bp | 3.072%Apr 1, 2009 | 3.606%Apr 30, 2009 |
| 30Y | 3.482% | 3.991% | +51.0 bp | 3.482%Apr 1, 2009 | 3.991%Apr 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Apr 1, 2009 | 0.547% | 0.784% | 1.080% | 1.732% | 2.347% | 3.072% | 3.707% | 3.835% | 3.707% | 3.482% |
| Apr 2, 2009 | 0.597% | 0.856% | 1.165% | 1.828% | 2.445% | 3.167% | 3.798% | 3.917% | 3.775% | 3.530% |
| Apr 3, 2009 | 0.637% | 0.949% | 1.289% | 1.975% | 2.594% | 3.311% | 3.941% | 4.060% | 3.903% | 3.631% |
| Apr 6, 2009 | 0.624% | 0.949% | 1.300% | 2.004% | 2.637% | 3.370% | 4.011% | 4.123% | 3.945% | 3.643% |
| Apr 7, 2009 | 0.600% | 0.917% | 1.267% | 1.978% | 2.620% | 3.357% | 3.988% | 4.091% | 3.918% | 3.635% |
| Apr 8, 2009 | 0.584% | 0.904% | 1.249% | 1.941% | 2.564% | 3.288% | 3.925% | 4.038% | 3.863% | 3.560% |
| Apr 9, 2009 | 0.646% | 0.952% | 1.294% | 1.998% | 2.641% | 3.395% | 4.056% | 4.165% | 3.969% | 3.641% |
| Apr 13, 2009 | 0.555% | 0.858% | 1.199% | 1.905% | 2.553% | 3.314% | 3.984% | 4.097% | 3.904% | 3.579% |
| Apr 14, 2009 | 0.517% | 0.807% | 1.137% | 1.825% | 2.467% | 3.232% | 3.925% | 4.058% | 3.869% | 3.533% |
| Apr 15, 2009 | 0.515% | 0.809% | 1.138% | 1.821% | 2.458% | 3.226% | 3.939% | 4.089% | 3.902% | 3.550% |
| Apr 16, 2009 | 0.537% | 0.859% | 1.204% | 1.899% | 2.536% | 3.297% | 4.005% | 4.154% | 3.959% | 3.589% |
| Apr 17, 2009 | 0.577% | 0.938% | 1.306% | 2.021% | 2.659% | 3.414% | 4.114% | 4.256% | 4.041% | 3.636% |
| Apr 20, 2009 | 0.528% | 0.868% | 1.223% | 1.923% | 2.556% | 3.309% | 4.008% | 4.148% | 3.937% | 3.542% |
| Apr 21, 2009 | 0.551% | 0.904% | 1.268% | 1.980% | 2.619% | 3.373% | 4.067% | 4.200% | 3.983% | 3.582% |
| Apr 22, 2009 | 0.557% | 0.932% | 1.309% | 2.031% | 2.670% | 3.422% | 4.125% | 4.276% | 4.073% | 3.675% |
| Apr 23, 2009 | 0.525% | 0.903% | 1.283% | 2.007% | 2.646% | 3.396% | 4.094% | 4.247% | 4.052% | 3.668% |
| Apr 24, 2009 | 0.543% | 0.940% | 1.332% | 2.072% | 2.718% | 3.471% | 4.172% | 4.331% | 4.147% | 3.777% |
| Apr 27, 2009 | 0.490% | 0.863% | 1.243% | 1.976% | 2.628% | 3.395% | 4.109% | 4.270% | 4.088% | 3.726% |
| Apr 28, 2009 | 0.531% | 0.925% | 1.318% | 2.066% | 2.724% | 3.494% | 4.217% | 4.394% | 4.230% | 3.882% |
| Apr 29, 2009 | 0.507% | 0.926% | 1.341% | 2.121% | 2.793% | 3.565% | 4.262% | 4.416% | 4.251% | 3.929% |
| Apr 30, 2009 | 0.505% | 0.914% | 1.330% | 2.124% | 2.815% | 3.606% | 4.306% | 4.453% | 4.292% | 3.991% |