US Treasury rates, June 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 | 0.978% | 1.081% | +10.3 bp | 0.916%Jun 3, 2009 | 1.415%Jun 8, 2009 |
| 10Y | 4.232% | 3.983% | -25.0 bp | 3.961%Jun 29, 2009 | 4.421%Jun 10, 2009 |
| 30Y | 4.548% | 4.310% | -23.8 bp | 4.293%Jun 26, 2009 | 4.641%Jun 10, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jun 1, 2009 | 0.497% | 0.978% | 1.516% | 2.552% | 3.393% | 4.232% | 4.815% | 4.872% | 4.735% | 4.548% |
| Jun 2, 2009 | 0.487% | 0.967% | 1.504% | 2.531% | 3.355% | 4.178% | 4.763% | 4.833% | 4.696% | 4.493% |
| Jun 3, 2009 | 0.456% | 0.916% | 1.438% | 2.446% | 3.265% | 4.088% | 4.682% | 4.763% | 4.640% | 4.452% |
| Jun 4, 2009 | 0.482% | 0.965% | 1.517% | 2.575% | 3.422% | 4.258% | 4.841% | 4.906% | 4.772% | 4.577% |
| Jun 5, 2009 | 0.727% | 1.314% | 1.870% | 2.842% | 3.597% | 4.354% | 4.892% | 4.940% | 4.791% | 4.586% |
| Jun 8, 2009 | 0.752% | 1.415% | 1.996% | 2.945% | 3.656% | 4.374% | 4.930% | 4.999% | 4.811% | 4.501% |
| Jun 9, 2009 | 0.679% | 1.304% | 1.882% | 2.865% | 3.615% | 4.357% | 4.885% | 4.941% | 4.809% | 4.623% |
| Jun 10, 2009 | 0.706% | 1.380% | 1.971% | 2.941% | 3.673% | 4.421% | 5.018% | 5.115% | 4.943% | 4.641% |
| Jun 11, 2009 | 0.677% | 1.340% | 1.923% | 2.877% | 3.596% | 4.333% | 4.925% | 5.033% | 4.882% | 4.605% |
| Jun 12, 2009 | 0.659% | 1.312% | 1.887% | 2.829% | 3.542% | 4.273% | 4.866% | 4.979% | 4.836% | 4.566% |
| Jun 15, 2009 | 0.621% | 1.262% | 1.827% | 2.759% | 3.470% | 4.206% | 4.814% | 4.937% | 4.793% | 4.513% |
| Jun 16, 2009 | 0.602% | 1.234% | 1.792% | 2.709% | 3.405% | 4.123% | 4.706% | 4.814% | 4.661% | 4.377% |
| Jun 17, 2009 | 0.584% | 1.169% | 1.742% | 2.716% | 3.439% | 4.146% | 4.680% | 4.776% | 4.670% | 4.481% |
| Jun 18, 2009 | 0.627% | 1.265% | 1.875% | 2.890% | 3.625% | 4.329% | 4.837% | 4.911% | 4.792% | 4.602% |
| Jun 19, 2009 | 0.607% | 1.235% | 1.841% | 2.847% | 3.573% | 4.266% | 4.760% | 4.817% | 4.679% | 4.467% |
| Jun 22, 2009 | 0.562% | 1.161% | 1.759% | 2.765% | 3.492% | 4.177% | 4.659% | 4.722% | 4.606% | 4.426% |
| Jun 23, 2009 | 0.551% | 1.139% | 1.733% | 2.731% | 3.443% | 4.104% | 4.560% | 4.616% | 4.511% | 4.352% |
| Jun 24, 2009 | 0.584% | 1.186% | 1.784% | 2.784% | 3.498% | 4.164% | 4.626% | 4.686% | 4.582% | 4.423% |
| Jun 25, 2009 | 0.530% | 1.082% | 1.643% | 2.611% | 3.324% | 4.006% | 4.505% | 4.590% | 4.488% | 4.308% |
| Jun 26, 2009 | 0.514% | 1.063% | 1.617% | 2.577% | 3.287% | 3.969% | 4.466% | 4.554% | 4.461% | 4.293% |
| Jun 29, 2009 | 0.541% | 1.068% | 1.619% | 2.577% | 3.282% | 3.961% | 4.470% | 4.571% | 4.480% | 4.303% |
| Jun 30, 2009 | 0.556% | 1.081% | 1.631% | 2.591% | 3.301% | 3.983% | 4.487% | 4.581% | 4.486% | 4.310% |