US Treasury rates, May 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 | 0.920% | 0.914% | -0.7 bp | 0.839%May 14, 2009 | 0.984%May 7, 2009 |
| 10Y | 3.658% | 3.979% | +32.1 bp | 3.574%May 14, 2009 | 4.201%May 27, 2009 |
| 30Y | 4.026% | 4.366% | +34.1 bp | 3.991%May 5, 2009 | 4.624%May 27, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| May 1, 2009 | 0.517% | 0.920% | 1.338% | 2.145% | 2.852% | 3.658% | 4.361% | 4.497% | 4.327% | 4.026% |
| May 4, 2009 | 0.540% | 0.937% | 1.346% | 2.136% | 2.829% | 3.621% | 4.317% | 4.457% | 4.293% | 3.996% |
| May 5, 2009 | 0.548% | 0.956% | 1.370% | 2.158% | 2.843% | 3.626% | 4.319% | 4.461% | 4.296% | 3.991% |
| May 6, 2009 | 0.550% | 0.951% | 1.362% | 2.153% | 2.843% | 3.632% | 4.328% | 4.474% | 4.320% | 4.033% |
| May 7, 2009 | 0.554% | 0.984% | 1.418% | 2.241% | 2.952% | 3.759% | 4.472% | 4.634% | 4.498% | 4.230% |
| May 8, 2009 | 0.561% | 0.983% | 1.413% | 2.235% | 2.949% | 3.759% | 4.471% | 4.629% | 4.490% | 4.224% |
| May 11, 2009 | 0.492% | 0.890% | 1.306% | 2.117% | 2.830% | 3.645% | 4.364% | 4.527% | 4.397% | 4.143% |
| May 12, 2009 | 0.514% | 0.886% | 1.291% | 2.100% | 2.819% | 3.641% | 4.351% | 4.498% | 4.361% | 4.113% |
| May 13, 2009 | 0.493% | 0.853% | 1.249% | 2.048% | 2.762% | 3.576% | 4.276% | 4.419% | 4.286% | 4.046% |
| May 14, 2009 | 0.484% | 0.839% | 1.235% | 2.041% | 2.760% | 3.574% | 4.262% | 4.391% | 4.251% | 4.013% |
| May 15, 2009 | 0.482% | 0.850% | 1.255% | 2.070% | 2.792% | 3.604% | 4.287% | 4.418% | 4.287% | 4.060% |
| May 18, 2009 | 0.518% | 0.906% | 1.325% | 2.152% | 2.876% | 3.687% | 4.370% | 4.508% | 4.386% | 4.169% |
| May 19, 2009 | 0.500% | 0.904% | 1.336% | 2.180% | 2.910% | 3.717% | 4.387% | 4.526% | 4.420% | 4.227% |
| May 20, 2009 | 0.452% | 0.843% | 1.269% | 2.113% | 2.845% | 3.649% | 4.307% | 4.440% | 4.341% | 4.165% |
| May 21, 2009 | 0.476% | 0.882% | 1.331% | 2.220% | 2.988% | 3.820% | 4.485% | 4.610% | 4.506% | 4.331% |
| May 22, 2009 | 0.502% | 0.916% | 1.377% | 2.294% | 3.081% | 3.923% | 4.576% | 4.688% | 4.581% | 4.411% |
| May 26, 2009 | 0.516% | 0.952% | 1.428% | 2.360% | 3.150% | 3.991% | 4.642% | 4.758% | 4.658% | 4.494% |
| May 27, 2009 | 0.516% | 0.975% | 1.489% | 2.497% | 3.338% | 4.201% | 4.819% | 4.898% | 4.783% | 4.624% |
| May 28, 2009 | 0.517% | 0.977% | 1.492% | 2.497% | 3.325% | 4.166% | 4.758% | 4.831% | 4.724% | 4.577% |
| May 29, 2009 | 0.486% | 0.914% | 1.398% | 2.353% | 3.153% | 3.979% | 4.575% | 4.650% | 4.532% | 4.366% |