US Treasury rates, July 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 | 1.022% | 1.098% | +7.6 bp | 0.892%Jul 10, 2009 | 1.178%Jul 30, 2009 |
| 10Y | 4.008% | 3.937% | -7.2 bp | 3.765%Jul 8, 2009 | 4.207%Jul 27, 2009 |
| 30Y | 4.355% | 4.320% | -3.5 bp | 4.226%Jul 8, 2009 | 4.664%Jul 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2009 | 0.519% | 1.022% | 1.574% | 2.566% | 3.308% | 4.008% | 4.502% | 4.586% | 4.502% | 4.355% |
| Jul 2, 2009 | 0.487% | 0.981% | 1.512% | 2.487% | 3.239% | 3.962% | 4.463% | 4.543% | 4.472% | 4.359% |
| Jul 6, 2009 | 0.477% | 0.942% | 1.469% | 2.463% | 3.235% | 3.973% | 4.478% | 4.563% | 4.501% | 4.399% |
| Jul 7, 2009 | 0.486% | 0.960% | 1.470% | 2.426% | 3.185% | 3.927% | 4.437% | 4.516% | 4.453% | 4.360% |
| Jul 8, 2009 | 0.457% | 0.896% | 1.372% | 2.279% | 3.018% | 3.765% | 4.307% | 4.401% | 4.334% | 4.226% |
| Jul 9, 2009 | 0.472% | 0.932% | 1.437% | 2.385% | 3.137% | 3.888% | 4.443% | 4.551% | 4.480% | 4.348% |
| Jul 10, 2009 | 0.460% | 0.892% | 1.366% | 2.273% | 3.015% | 3.774% | 4.337% | 4.439% | 4.365% | 4.239% |
| Jul 13, 2009 | 0.474% | 0.906% | 1.391% | 2.322% | 3.075% | 3.836% | 4.398% | 4.497% | 4.410% | 4.262% |
| Jul 14, 2009 | 0.499% | 0.962% | 1.470% | 2.429% | 3.197% | 3.969% | 4.542% | 4.647% | 4.560% | 4.409% |
| Jul 15, 2009 | 0.531% | 1.053% | 1.597% | 2.577% | 3.336% | 4.091% | 4.663% | 4.772% | 4.672% | 4.489% |
| Jul 16, 2009 | 0.504% | 1.013% | 1.543% | 2.514% | 3.283% | 4.057% | 4.634% | 4.734% | 4.632% | 4.459% |
| Jul 17, 2009 | 0.512% | 1.029% | 1.580% | 2.584% | 3.363% | 4.136% | 4.714% | 4.820% | 4.720% | 4.541% |
| Jul 20, 2009 | 0.504% | 1.003% | 1.535% | 2.519% | 3.295% | 4.072% | 4.652% | 4.760% | 4.668% | 4.504% |
| Jul 21, 2009 | 0.481% | 0.948% | 1.457% | 2.415% | 3.180% | 3.956% | 4.546% | 4.663% | 4.576% | 4.413% |
| Jul 22, 2009 | 0.491% | 0.981% | 1.504% | 2.478% | 3.253% | 4.035% | 4.624% | 4.737% | 4.648% | 4.487% |
| Jul 23, 2009 | 0.537% | 1.085% | 1.647% | 2.648% | 3.415% | 4.174% | 4.750% | 4.867% | 4.780% | 4.614% |
| Jul 24, 2009 | 0.520% | 1.064% | 1.623% | 2.623% | 3.392% | 4.154% | 4.728% | 4.841% | 4.752% | 4.585% |
| Jul 27, 2009 | 0.539% | 1.093% | 1.662% | 2.672% | 3.443% | 4.207% | 4.789% | 4.911% | 4.828% | 4.664% |
| Jul 28, 2009 | 0.554% | 1.129% | 1.691% | 2.673% | 3.423% | 4.169% | 4.735% | 4.844% | 4.752% | 4.581% |
| Jul 29, 2009 | 0.576% | 1.171% | 1.742% | 2.708% | 3.425% | 4.131% | 4.673% | 4.781% | 4.687% | 4.510% |
| Jul 30, 2009 | 0.584% | 1.178% | 1.745% | 2.699% | 3.404% | 4.096% | 4.621% | 4.719% | 4.620% | 4.439% |
| Jul 31, 2009 | 0.555% | 1.098% | 1.639% | 2.566% | 3.257% | 3.937% | 4.457% | 4.565% | 4.482% | 4.320% |