US Treasury rates, March 2010
Zero rates at all 10 fitted maturities on each of 23 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 | 0.791% | 1.003% | +21.2 bp | 0.784%Mar 2, 2010 | 1.087%Mar 25, 2010 |
| 10Y | 3.938% | 4.115% | +17.7 bp | 3.917%Mar 4, 2010 | 4.177%Mar 25, 2010 |
| 30Y | 4.738% | 4.903% | +16.4 bp | 4.738%Mar 1, 2010 | 4.953%Mar 25, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Mar 1, 2010 | 0.338% | 0.791% | 1.315% | 2.326% | 3.134% | 3.938% | 4.555% | 4.741% | 4.766% | 4.738% |
| Mar 2, 2010 | 0.336% | 0.784% | 1.304% | 2.315% | 3.130% | 3.945% | 4.567% | 4.751% | 4.778% | 4.757% |
| Mar 3, 2010 | 0.360% | 0.805% | 1.319% | 2.322% | 3.135% | 3.955% | 4.583% | 4.770% | 4.799% | 4.779% |
| Mar 4, 2010 | 0.379% | 0.841% | 1.351% | 2.327% | 3.117% | 3.917% | 4.539% | 4.729% | 4.764% | 4.751% |
| Mar 5, 2010 | 0.414% | 0.894% | 1.413% | 2.397% | 3.193% | 4.004% | 4.639% | 4.830% | 4.856% | 4.830% |
| Mar 8, 2010 | 0.395% | 0.884% | 1.411% | 2.408% | 3.213% | 4.033% | 4.671% | 4.863% | 4.892% | 4.872% |
| Mar 9, 2010 | 0.410% | 0.876% | 1.395% | 2.391% | 3.199% | 4.021% | 4.669% | 4.871% | 4.909% | 4.893% |
| Mar 10, 2010 | 0.421% | 0.907% | 1.437% | 2.433% | 3.228% | 4.032% | 4.674% | 4.880% | 4.915% | 4.887% |
| Mar 11, 2010 | 0.450% | 0.953% | 1.485% | 2.468% | 3.246% | 4.029% | 4.650% | 4.849% | 4.886% | 4.865% |
| Mar 12, 2010 | 0.447% | 0.955% | 1.485% | 2.459% | 3.228% | 4.000% | 4.604% | 4.794% | 4.833% | 4.821% |
| Mar 15, 2010 | 0.453% | 0.951% | 1.482% | 2.462% | 3.232% | 4.001% | 4.608% | 4.805% | 4.844% | 4.826% |
| Mar 16, 2010 | 0.434% | 0.925% | 1.449% | 2.418% | 3.182% | 3.948% | 4.557% | 4.759% | 4.804% | 4.792% |
| Mar 17, 2010 | 0.424% | 0.923% | 1.453% | 2.421% | 3.173% | 3.923% | 4.524% | 4.729% | 4.776% | 4.764% |
| Mar 18, 2010 | 0.447% | 0.973% | 1.510% | 2.471% | 3.213% | 3.952% | 4.541% | 4.744% | 4.795% | 4.790% |
| Mar 19, 2010 | 0.463% | 1.002% | 1.548% | 2.511% | 3.243% | 3.960% | 4.525% | 4.720% | 4.773% | 4.775% |
| Mar 22, 2010 | 0.466% | 0.991% | 1.522% | 2.470% | 3.201% | 3.935% | 4.529% | 4.734% | 4.781% | 4.769% |
| Mar 23, 2010 | 0.460% | 0.993% | 1.526% | 2.475% | 3.209% | 3.947% | 4.548% | 4.756% | 4.806% | 4.797% |
| Mar 24, 2010 | 0.503% | 1.085% | 1.659% | 2.640% | 3.372% | 4.097% | 4.692% | 4.897% | 4.932% | 4.897% |
| Mar 25, 2010 | 0.490% | 1.087% | 1.677% | 2.688% | 3.440% | 4.177% | 4.768% | 4.963% | 4.991% | 4.953% |
| Mar 26, 2010 | 0.467% | 1.036% | 1.617% | 2.632% | 3.392% | 4.138% | 4.737% | 4.935% | 4.964% | 4.927% |
| Mar 29, 2010 | 0.478% | 1.035% | 1.621% | 2.646% | 3.408% | 4.149% | 4.740% | 4.940% | 4.978% | 4.952% |
| Mar 30, 2010 | 0.482% | 1.044% | 1.627% | 2.649% | 3.410% | 4.147% | 4.727% | 4.922% | 4.962% | 4.944% |
| Mar 31, 2010 | 0.442% | 1.003% | 1.580% | 2.602% | 3.371% | 4.115% | 4.691% | 4.878% | 4.916% | 4.903% |