US Treasury rates, January 2010
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 | 1.086% | 0.817% | -26.9 bp | 0.817%Jan 29, 2010 | 1.086%Jan 4, 2010 |
| 10Y | 4.174% | 3.940% | -23.4 bp | 3.922%Jan 22, 2010 | 4.176%Jan 6, 2010 |
| 30Y | 4.739% | 4.664% | -7.5 bp | 4.664%Jan 29, 2010 | 4.876%Jan 11, 2010 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jan 4, 2010 | 0.496% | 1.086% | 1.660% | 2.657% | 3.417% | 4.174% | 4.760% | 4.904% | 4.857% | 4.739% |
| Jan 5, 2010 | 0.442% | 1.011% | 1.575% | 2.570% | 3.336% | 4.101% | 4.699% | 4.851% | 4.809% | 4.693% |
| Jan 6, 2010 | 0.443% | 1.016% | 1.597% | 2.622% | 3.402% | 4.176% | 4.790% | 4.960% | 4.926% | 4.802% |
| Jan 7, 2010 | 0.452% | 1.035% | 1.619% | 2.639% | 3.408% | 4.168% | 4.774% | 4.948% | 4.923% | 4.808% |
| Jan 8, 2010 | 0.394% | 0.980% | 1.569% | 2.600% | 3.381% | 4.152% | 4.764% | 4.944% | 4.928% | 4.826% |
| Jan 11, 2010 | 0.397% | 0.965% | 1.555% | 2.601% | 3.393% | 4.174% | 4.795% | 4.983% | 4.973% | 4.876% |
| Jan 12, 2010 | 0.385% | 0.920% | 1.489% | 2.511% | 3.288% | 4.050% | 4.653% | 4.840% | 4.846% | 4.775% |
| Jan 13, 2010 | 0.406% | 0.972% | 1.549% | 2.574% | 3.355% | 4.126% | 4.736% | 4.925% | 4.933% | 4.867% |
| Jan 14, 2010 | 0.388% | 0.929% | 1.501% | 2.528% | 3.308% | 4.069% | 4.661% | 4.839% | 4.843% | 4.777% |
| Jan 15, 2010 | 0.371% | 0.886% | 1.448% | 2.472% | 3.255% | 4.020% | 4.614% | 4.792% | 4.797% | 4.731% |
| Jan 19, 2010 | 0.376% | 0.913% | 1.483% | 2.509% | 3.288% | 4.047% | 4.631% | 4.806% | 4.814% | 4.757% |
| Jan 20, 2010 | 0.363% | 0.899% | 1.461% | 2.470% | 3.239% | 3.988% | 4.563% | 4.736% | 4.748% | 4.698% |
| Jan 21, 2010 | 0.340% | 0.847% | 1.399% | 2.407% | 3.179% | 3.931% | 4.510% | 4.688% | 4.707% | 4.666% |
| Jan 22, 2010 | 0.325% | 0.826% | 1.382% | 2.401% | 3.176% | 3.922% | 4.496% | 4.680% | 4.712% | 4.686% |
| Jan 25, 2010 | 0.338% | 0.838% | 1.397% | 2.424% | 3.208% | 3.965% | 4.546% | 4.730% | 4.759% | 4.729% |
| Jan 26, 2010 | 0.343% | 0.846% | 1.399% | 2.416% | 3.197% | 3.957% | 4.549% | 4.741% | 4.775% | 4.749% |
| Jan 27, 2010 | 0.368% | 0.886% | 1.442% | 2.451% | 3.220% | 3.969% | 4.547% | 4.731% | 4.758% | 4.727% |
| Jan 28, 2010 | 0.352% | 0.857% | 1.415% | 2.442% | 3.228% | 3.991% | 4.575% | 4.755% | 4.777% | 4.740% |
| Jan 29, 2010 | 0.329% | 0.817% | 1.367% | 2.389% | 3.176% | 3.940% | 4.517% | 4.689% | 4.704% | 4.664% |