US Treasury rates, February 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 | 0.846% | 0.800% | -4.6 bp | 0.750%Feb 5, 2010 | 0.948%Feb 19, 2010 |
| 10Y | 3.990% | 3.936% | -5.4 bp | 3.898%Feb 5, 2010 | 4.131%Feb 22, 2010 |
| 30Y | 4.722% | 4.724% | +0.3 bp | 4.694%Feb 8, 2010 | 4.927%Feb 18, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 1, 2010 | 0.351% | 0.846% | 1.396% | 2.419% | 3.214% | 3.990% | 4.573% | 4.742% | 4.758% | 4.722% |
| Feb 2, 2010 | 0.351% | 0.843% | 1.389% | 2.406% | 3.198% | 3.975% | 4.565% | 4.737% | 4.752% | 4.712% |
| Feb 3, 2010 | 0.362% | 0.865% | 1.418% | 2.446% | 3.247% | 4.035% | 4.640% | 4.817% | 4.829% | 4.782% |
| Feb 4, 2010 | 0.315% | 0.784% | 1.321% | 2.340% | 3.141% | 3.928% | 4.522% | 4.701% | 4.732% | 4.713% |
| Feb 5, 2010 | 0.309% | 0.750% | 1.270% | 2.283% | 3.096% | 3.898% | 4.499% | 4.676% | 4.711% | 4.703% |
| Feb 8, 2010 | 0.327% | 0.774% | 1.297% | 2.310% | 3.122% | 3.923% | 4.521% | 4.691% | 4.714% | 4.694% |
| Feb 9, 2010 | 0.355% | 0.829% | 1.358% | 2.365% | 3.172% | 3.977% | 4.586% | 4.758% | 4.774% | 4.743% |
| Feb 10, 2010 | 0.399% | 0.892% | 1.426% | 2.431% | 3.234% | 4.040% | 4.656% | 4.833% | 4.850% | 4.818% |
| Feb 11, 2010 | 0.404% | 0.881% | 1.415% | 2.433% | 3.247% | 4.060% | 4.684% | 4.871% | 4.897% | 4.872% |
| Feb 12, 2010 | 0.369% | 0.841% | 1.375% | 2.393% | 3.206% | 4.023% | 4.662% | 4.858% | 4.883% | 4.847% |
| Feb 16, 2010 | 0.343% | 0.812% | 1.347% | 2.365% | 3.177% | 3.993% | 4.636% | 4.840% | 4.868% | 4.831% |
| Feb 17, 2010 | 0.357% | 0.867% | 1.418% | 2.445% | 3.256% | 4.071% | 4.712% | 4.911% | 4.937% | 4.900% |
| Feb 18, 2010 | 0.378% | 0.896% | 1.460% | 2.505% | 3.320% | 4.128% | 4.760% | 4.954% | 4.973% | 4.927% |
| Feb 19, 2010 | 0.418% | 0.948% | 1.508% | 2.532% | 3.327% | 4.115% | 4.723% | 4.908% | 4.930% | 4.895% |
| Feb 22, 2010 | 0.375% | 0.908% | 1.478% | 2.522% | 3.332% | 4.131% | 4.750% | 4.936% | 4.952% | 4.904% |
| Feb 23, 2010 | 0.373% | 0.865% | 1.408% | 2.424% | 3.223% | 4.018% | 4.635% | 4.825% | 4.849% | 4.813% |
| Feb 24, 2010 | 0.360% | 0.858% | 1.409% | 2.434% | 3.233% | 4.023% | 4.640% | 4.831% | 4.849% | 4.802% |
| Feb 25, 2010 | 0.336% | 0.815% | 1.356% | 2.374% | 3.174% | 3.969% | 4.591% | 4.783% | 4.801% | 4.751% |
| Feb 26, 2010 | 0.350% | 0.800% | 1.329% | 2.344% | 3.145% | 3.936% | 4.546% | 4.734% | 4.758% | 4.724% |