US Treasury rates, December 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 | 0.657% | 1.142% | +48.5 bp | 0.657%Dec 1, 2009 | 1.142%Dec 31, 2009 |
| 10Y | 3.632% | 4.171% | +54.0 bp | 3.632%Dec 1, 2009 | 4.180%Dec 28, 2009 |
| 30Y | 4.482% | 4.727% | +24.5 bp | 4.453%Dec 2, 2009 | 4.824%Dec 28, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dec 1, 2009 | 0.285% | 0.657% | 1.121% | 2.060% | 2.838% | 3.632% | 4.253% | 4.449% | 4.490% | 4.482% |
| Dec 2, 2009 | 0.308% | 0.708% | 1.180% | 2.114% | 2.883% | 3.664% | 4.266% | 4.443% | 4.471% | 4.453% |
| Dec 3, 2009 | 0.316% | 0.732% | 1.216% | 2.166% | 2.947% | 3.746% | 4.366% | 4.543% | 4.557% | 4.520% |
| Dec 4, 2009 | 0.380% | 0.835% | 1.332% | 2.279% | 3.048% | 3.835% | 4.451% | 4.623% | 4.624% | 4.568% |
| Dec 7, 2009 | 0.332% | 0.769% | 1.263% | 2.219% | 3.000% | 3.800% | 4.434% | 4.621% | 4.630% | 4.578% |
| Dec 8, 2009 | 0.305% | 0.718% | 1.198% | 2.148% | 2.940% | 3.762% | 4.418% | 4.611% | 4.625% | 4.580% |
| Dec 9, 2009 | 0.320% | 0.737% | 1.222% | 2.179% | 2.972% | 3.793% | 4.448% | 4.641% | 4.651% | 4.599% |
| Dec 10, 2009 | 0.323% | 0.760% | 1.254% | 2.220% | 3.022% | 3.855% | 4.515% | 4.709% | 4.728% | 4.692% |
| Dec 11, 2009 | 0.355% | 0.808% | 1.311% | 2.285% | 3.087% | 3.912% | 4.550% | 4.719% | 4.717% | 4.664% |
| Dec 14, 2009 | 0.392% | 0.853% | 1.357% | 2.322% | 3.108% | 3.912% | 4.536% | 4.706% | 4.708% | 4.659% |
| Dec 15, 2009 | 0.409% | 0.878% | 1.392% | 2.368% | 3.154% | 3.948% | 4.559% | 4.735% | 4.751% | 4.718% |
| Dec 16, 2009 | 0.389% | 0.855% | 1.376% | 2.367% | 3.157% | 3.950% | 4.560% | 4.738% | 4.752% | 4.710% |
| Dec 17, 2009 | 0.327% | 0.769% | 1.276% | 2.256% | 3.045% | 3.839% | 4.446% | 4.622% | 4.638% | 4.604% |
| Dec 18, 2009 | 0.357% | 0.815% | 1.330% | 2.315% | 3.104% | 3.896% | 4.503% | 4.672% | 4.676% | 4.626% |
| Dec 21, 2009 | 0.409% | 0.897% | 1.433% | 2.442% | 3.243% | 4.035% | 4.620% | 4.768% | 4.762% | 4.712% |
| Dec 22, 2009 | 0.428% | 0.940% | 1.486% | 2.503% | 3.306% | 4.100% | 4.684% | 4.823% | 4.804% | 4.740% |
| Dec 23, 2009 | 0.437% | 0.964% | 1.517% | 2.529% | 3.321% | 4.107% | 4.699% | 4.848% | 4.825% | 4.745% |
| Dec 24, 2009 | 0.472% | 1.016% | 1.574% | 2.586% | 3.376% | 4.162% | 4.758% | 4.911% | 4.891% | 4.815% |
| Dec 28, 2009 | 0.513% | 1.079% | 1.639% | 2.633% | 3.406% | 4.180% | 4.770% | 4.920% | 4.899% | 4.824% |
| Dec 29, 2009 | 0.517% | 1.081% | 1.638% | 2.623% | 3.385% | 4.146% | 4.729% | 4.874% | 4.843% | 4.749% |
| Dec 30, 2009 | 0.502% | 1.077% | 1.637% | 2.619% | 3.374% | 4.126% | 4.699% | 4.839% | 4.808% | 4.722% |
| Dec 31, 2009 | 0.539% | 1.142% | 1.710% | 2.687% | 3.431% | 4.171% | 4.735% | 4.868% | 4.826% | 4.727% |