US Treasury rates, November 2009
Zero rates at all 10 fitted maturities on each of 19 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 | 0.912% | 0.648% | -26.4 bp | 0.648%Nov 30, 2009 | 0.923%Nov 3, 2009 |
| 10Y | 3.789% | 3.558% | -23.1 bp | 3.558%Nov 30, 2009 | 3.924%Nov 5, 2009 |
| 30Y | 4.328% | 4.420% | +9.1 bp | 4.328%Nov 2, 2009 | 4.502%Nov 12, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 2, 2009 | 0.403% | 0.912% | 1.442% | 2.377% | 3.083% | 3.789% | 4.364% | 4.524% | 4.476% | 4.328% |
| Nov 3, 2009 | 0.397% | 0.923% | 1.462% | 2.410% | 3.132% | 3.856% | 4.439% | 4.596% | 4.550% | 4.418% |
| Nov 4, 2009 | 0.383% | 0.911% | 1.464% | 2.443% | 3.186% | 3.924% | 4.515% | 4.677% | 4.630% | 4.485% |
| Nov 5, 2009 | 0.366% | 0.885% | 1.428% | 2.407% | 3.164% | 3.924% | 4.526% | 4.679% | 4.626% | 4.488% |
| Nov 6, 2009 | 0.359% | 0.853% | 1.386% | 2.362% | 3.125% | 3.899% | 4.521% | 4.682% | 4.624% | 4.470% |
| Nov 9, 2009 | 0.369% | 0.858% | 1.386% | 2.353% | 3.109% | 3.881% | 4.509% | 4.680% | 4.630% | 4.482% |
| Nov 10, 2009 | 0.359% | 0.843% | 1.379% | 2.357% | 3.114% | 3.882% | 4.519% | 4.703% | 4.655% | 4.493% |
| Nov 12, 2009 | 0.339% | 0.826% | 1.352% | 2.319% | 3.078% | 3.856% | 4.496% | 4.678% | 4.639% | 4.502% |
| Nov 13, 2009 | 0.355% | 0.818% | 1.342% | 2.312% | 3.066% | 3.825% | 4.442% | 4.623% | 4.591% | 4.460% |
| Nov 16, 2009 | 0.325% | 0.774% | 1.278% | 2.221% | 2.962% | 3.712% | 4.319% | 4.501% | 4.484% | 4.377% |
| Nov 17, 2009 | 0.318% | 0.772% | 1.276% | 2.218% | 2.960% | 3.708% | 4.309% | 4.488% | 4.477% | 4.384% |
| Nov 18, 2009 | 0.308% | 0.763% | 1.277% | 2.238% | 2.991% | 3.746% | 4.352% | 4.533% | 4.521% | 4.425% |
| Nov 19, 2009 | 0.292% | 0.736% | 1.245% | 2.209% | 2.972% | 3.734% | 4.332% | 4.507% | 4.506% | 4.435% |
| Nov 20, 2009 | 0.293% | 0.749% | 1.261% | 2.225% | 2.987% | 3.746% | 4.337% | 4.510% | 4.514% | 4.453% |
| Nov 23, 2009 | 0.315% | 0.765% | 1.271% | 2.229% | 2.988% | 3.746% | 4.335% | 4.506% | 4.508% | 4.448% |
| Nov 24, 2009 | 0.284% | 0.710% | 1.203% | 2.155% | 2.918% | 3.686% | 4.286% | 4.463% | 4.473% | 4.421% |
| Nov 25, 2009 | 0.284% | 0.721% | 1.204% | 2.124% | 2.869% | 3.631% | 4.239% | 4.428% | 4.452% | 4.417% |
| Nov 27, 2009 | 0.268% | 0.667% | 1.135% | 2.052% | 2.800% | 3.565% | 4.178% | 4.384% | 4.432% | 4.426% |
| Nov 30, 2009 | 0.277% | 0.648% | 1.107% | 2.027% | 2.785% | 3.558% | 4.174% | 4.379% | 4.427% | 4.420% |