US Treasury rates, September 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 | 0.906% | 0.923% | +1.6 bp | 0.874%Sep 2, 2009 | 1.023%Sep 18, 2009 |
| 10Y | 3.819% | 3.690% | -13.0 bp | 3.687%Sep 28, 2009 | 3.906%Sep 9, 2009 |
| 30Y | 4.272% | 4.067% | -20.5 bp | 4.052%Sep 29, 2009 | 4.411%Sep 9, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2009 | 0.419% | 0.906% | 1.426% | 2.378% | 3.112% | 3.819% | 4.311% | 4.401% | 4.355% | 4.272% |
| Sep 2, 2009 | 0.413% | 0.874% | 1.377% | 2.310% | 3.033% | 3.726% | 4.202% | 4.288% | 4.245% | 4.169% |
| Sep 3, 2009 | 0.432% | 0.895% | 1.403% | 2.344% | 3.069% | 3.762% | 4.247% | 4.345% | 4.310% | 4.236% |
| Sep 4, 2009 | 0.442% | 0.934% | 1.462% | 2.427% | 3.170% | 3.883% | 4.382% | 4.479% | 4.435% | 4.352% |
| Sep 8, 2009 | 0.434% | 0.936% | 1.468% | 2.437% | 3.180% | 3.898% | 4.416% | 4.526% | 4.482% | 4.388% |
| Sep 9, 2009 | 0.429% | 0.935% | 1.470% | 2.441% | 3.185% | 3.906% | 4.435% | 4.553% | 4.510% | 4.411% |
| Sep 10, 2009 | 0.413% | 0.893% | 1.407% | 2.342% | 3.058% | 3.754% | 4.271% | 4.393% | 4.356% | 4.259% |
| Sep 11, 2009 | 0.416% | 0.894% | 1.411% | 2.343% | 3.050% | 3.734% | 4.249% | 4.378% | 4.344% | 4.245% |
| Sep 14, 2009 | 0.412% | 0.927% | 1.463% | 2.414% | 3.126% | 3.808% | 4.309% | 4.428% | 4.393% | 4.301% |
| Sep 15, 2009 | 0.435% | 0.952% | 1.497% | 2.459% | 3.175% | 3.860% | 4.369% | 4.491% | 4.449% | 4.342% |
| Sep 16, 2009 | 0.451% | 1.000% | 1.553% | 2.504% | 3.202% | 3.869% | 4.371% | 4.490% | 4.439% | 4.316% |
| Sep 17, 2009 | 0.431% | 0.966% | 1.508% | 2.448% | 3.139% | 3.798% | 4.284% | 4.399% | 4.356% | 4.252% |
| Sep 18, 2009 | 0.468% | 1.023% | 1.581% | 2.533% | 3.224% | 3.875% | 4.351% | 4.457% | 4.405% | 4.291% |
| Sep 21, 2009 | 0.453% | 1.011% | 1.565% | 2.515% | 3.213% | 3.874% | 4.353% | 4.452% | 4.396% | 4.281% |
| Sep 22, 2009 | 0.452% | 0.985% | 1.534% | 2.487% | 3.188% | 3.855% | 4.344% | 4.442% | 4.367% | 4.222% |
| Sep 23, 2009 | 0.420% | 0.944% | 1.492% | 2.451% | 3.160% | 3.837% | 4.341% | 4.451% | 4.385% | 4.246% |
| Sep 24, 2009 | 0.409% | 0.914% | 1.452% | 2.403% | 3.111% | 3.792% | 4.303% | 4.417% | 4.352% | 4.213% |
| Sep 25, 2009 | 0.455% | 0.956% | 1.476% | 2.389% | 3.070% | 3.729% | 4.225% | 4.334% | 4.269% | 4.129% |
| Sep 28, 2009 | 0.439% | 0.944% | 1.460% | 2.363% | 3.037% | 3.687% | 4.170% | 4.271% | 4.202% | 4.062% |
| Sep 29, 2009 | 0.448% | 0.957% | 1.473% | 2.372% | 3.041% | 3.688% | 4.171% | 4.270% | 4.197% | 4.052% |
| Sep 30, 2009 | 0.420% | 0.923% | 1.438% | 2.347% | 3.030% | 3.690% | 4.175% | 4.272% | 4.202% | 4.067% |