US Treasury rates, October 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 | 0.855% | 0.893% | +3.8 bp | 0.840%Oct 7, 2009 | 1.061%Oct 26, 2009 |
| 10Y | 3.591% | 3.764% | +17.3 bp | 3.552%Oct 7, 2009 | 3.940%Oct 26, 2009 |
| 30Y | 4.005% | 4.294% | +28.9 bp | 4.005%Oct 1, 2009 | 4.424%Oct 26, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 1, 2009 | 0.384% | 0.855% | 1.351% | 2.242% | 2.922% | 3.591% | 4.099% | 4.212% | 4.146% | 4.005% |
| Oct 2, 2009 | 0.383% | 0.863% | 1.367% | 2.263% | 2.943% | 3.614% | 4.130% | 4.249% | 4.189% | 4.059% |
| Oct 5, 2009 | 0.384% | 0.864% | 1.367% | 2.260% | 2.935% | 3.602% | 4.125% | 4.255% | 4.199% | 4.060% |
| Oct 6, 2009 | 0.400% | 0.893% | 1.399% | 2.289% | 2.965% | 3.637% | 4.167% | 4.302% | 4.255% | 4.132% |
| Oct 7, 2009 | 0.360% | 0.840% | 1.330% | 2.200% | 2.873% | 3.552% | 4.092% | 4.230% | 4.182% | 4.057% |
| Oct 8, 2009 | 0.380% | 0.874% | 1.376% | 2.263% | 2.943% | 3.628% | 4.181% | 4.328% | 4.282% | 4.152% |
| Oct 9, 2009 | 0.444% | 0.968% | 1.495% | 2.404% | 3.089% | 3.777% | 4.337% | 4.487% | 4.436% | 4.295% |
| Oct 13, 2009 | 0.387% | 0.885% | 1.406% | 2.324% | 3.017% | 3.709% | 4.273% | 4.430% | 4.381% | 4.231% |
| Oct 14, 2009 | 0.415% | 0.932% | 1.469% | 2.408% | 3.115% | 3.822% | 4.400% | 4.559% | 4.505% | 4.346% |
| Oct 15, 2009 | 0.421% | 0.962% | 1.508% | 2.448% | 3.153% | 3.861% | 4.436% | 4.587% | 4.529% | 4.376% |
| Oct 16, 2009 | 0.424% | 0.965% | 1.496% | 2.405% | 3.093% | 3.790% | 4.366% | 4.521% | 4.464% | 4.309% |
| Oct 19, 2009 | 0.444% | 0.966% | 1.493% | 2.398% | 3.079% | 3.768% | 4.333% | 4.482% | 4.421% | 4.262% |
| Oct 20, 2009 | 0.420% | 0.927% | 1.440% | 2.337% | 3.021% | 3.713% | 4.276% | 4.426% | 4.371% | 4.224% |
| Oct 21, 2009 | 0.445% | 0.981% | 1.512% | 2.418% | 3.096% | 3.778% | 4.334% | 4.481% | 4.427% | 4.282% |
| Oct 22, 2009 | 0.437% | 0.971% | 1.508% | 2.431% | 3.117% | 3.799% | 4.355% | 4.507% | 4.454% | 4.301% |
| Oct 23, 2009 | 0.462% | 1.034% | 1.583% | 2.503% | 3.184% | 3.863% | 4.408% | 4.548% | 4.494% | 4.356% |
| Oct 26, 2009 | 0.479% | 1.061% | 1.629% | 2.574% | 3.261% | 3.940% | 4.491% | 4.640% | 4.583% | 4.424% |
| Oct 27, 2009 | 0.426% | 0.975% | 1.521% | 2.451% | 3.146% | 3.842% | 4.405% | 4.552% | 4.498% | 4.353% |
| Oct 28, 2009 | 0.393% | 0.925% | 1.471% | 2.408% | 3.102% | 3.790% | 4.353% | 4.513% | 4.469% | 4.325% |
| Oct 29, 2009 | 0.424% | 0.979% | 1.536% | 2.486% | 3.189% | 3.885% | 4.453% | 4.613% | 4.567% | 4.420% |
| Oct 30, 2009 | 0.386% | 0.893% | 1.426% | 2.362% | 3.065% | 3.764% | 4.330% | 4.486% | 4.439% | 4.294% |