US Treasury rates, August 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 | 1.175% | 0.962% | -21.3 bp | 0.962%Aug 31, 2009 | 1.311%Aug 7, 2009 |
| 10Y | 4.080% | 3.835% | -24.6 bp | 3.835%Aug 31, 2009 | 4.308%Aug 7, 2009 |
| 30Y | 4.427% | 4.211% | -21.6 bp | 4.211%Aug 31, 2009 | 4.615%Aug 7, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 3, 2009 | 0.577% | 1.175% | 1.742% | 2.699% | 3.403% | 4.080% | 4.576% | 4.666% | 4.581% | 4.427% |
| Aug 4, 2009 | 0.587% | 1.189% | 1.759% | 2.721% | 3.429% | 4.112% | 4.617% | 4.711% | 4.621% | 4.456% |
| Aug 5, 2009 | 0.610% | 1.220% | 1.803% | 2.784% | 3.508% | 4.209% | 4.726% | 4.822% | 4.737% | 4.583% |
| Aug 6, 2009 | 0.602% | 1.215% | 1.794% | 2.776% | 3.506% | 4.205% | 4.697% | 4.773% | 4.686% | 4.550% |
| Aug 7, 2009 | 0.655% | 1.311% | 1.903% | 2.885% | 3.610% | 4.308% | 4.792% | 4.851% | 4.753% | 4.615% |
| Aug 10, 2009 | 0.613% | 1.234% | 1.811% | 2.788% | 3.516% | 4.212% | 4.684% | 4.743% | 4.658% | 4.538% |
| Aug 11, 2009 | 0.590% | 1.196% | 1.774% | 2.740% | 3.442% | 4.108% | 4.585% | 4.666% | 4.586% | 4.450% |
| Aug 12, 2009 | 0.581% | 1.180% | 1.764% | 2.750% | 3.472% | 4.165% | 4.677% | 4.773% | 4.691% | 4.542% |
| Aug 13, 2009 | 0.534% | 1.101% | 1.662% | 2.627% | 3.343% | 4.035% | 4.548% | 4.651% | 4.578% | 4.440% |
| Aug 14, 2009 | 0.522% | 1.062% | 1.603% | 2.563% | 3.296% | 4.006% | 4.510% | 4.604% | 4.552% | 4.460% |
| Aug 17, 2009 | 0.507% | 1.017% | 1.539% | 2.482% | 3.212% | 3.920% | 4.419% | 4.516% | 4.478% | 4.406% |
| Aug 18, 2009 | 0.509% | 1.038% | 1.573% | 2.523% | 3.248% | 3.948% | 4.449% | 4.551% | 4.508% | 4.424% |
| Aug 19, 2009 | 0.488% | 1.004% | 1.531% | 2.474% | 3.194% | 3.894% | 4.397% | 4.494% | 4.439% | 4.337% |
| Aug 20, 2009 | 0.487% | 1.012% | 1.537% | 2.466% | 3.176% | 3.865% | 4.355% | 4.445% | 4.386% | 4.284% |
| Aug 21, 2009 | 0.536% | 1.116% | 1.677% | 2.628% | 3.327% | 3.998% | 4.491% | 4.588% | 4.519% | 4.390% |
| Aug 24, 2009 | 0.482% | 1.033% | 1.589% | 2.550% | 3.252% | 3.913% | 4.386% | 4.483% | 4.426% | 4.312% |
| Aug 25, 2009 | 0.487% | 1.040% | 1.581% | 2.519% | 3.218% | 3.881% | 4.341% | 4.420% | 4.363% | 4.268% |
| Aug 26, 2009 | 0.503% | 1.041% | 1.581% | 2.519% | 3.212% | 3.864% | 4.315% | 4.393% | 4.335% | 4.235% |
| Aug 27, 2009 | 0.493% | 1.035% | 1.583% | 2.535% | 3.235% | 3.894% | 4.360% | 4.445% | 4.376% | 4.252% |
| Aug 28, 2009 | 0.477% | 1.012% | 1.555% | 2.507% | 3.214% | 3.885% | 4.356% | 4.435% | 4.355% | 4.219% |
| Aug 31, 2009 | 0.461% | 0.962% | 1.490% | 2.436% | 3.151% | 3.835% | 4.321% | 4.409% | 4.338% | 4.211% |