US Treasury rates, April 2010
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 | 1.042% | 0.955% | -8.7 bp | 0.955%Apr 30, 2010 | 1.166%Apr 5, 2010 |
| 10Y | 4.148% | 3.933% | -21.5 bp | 3.933%Apr 30, 2010 | 4.271%Apr 5, 2010 |
| 30Y | 4.916% | 4.716% | -20.0 bp | 4.716%Apr 30, 2010 | 5.017%Apr 6, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Apr 1, 2010 | 0.512% | 1.042% | 1.616% | 2.643% | 3.411% | 4.148% | 4.714% | 4.897% | 4.933% | 4.916% |
| Apr 2, 2010 | 0.528% | 1.109% | 1.696% | 2.721% | 3.487% | 4.226% | 4.793% | 4.973% | 5.004% | 4.984% |
| Apr 5, 2010 | 0.543% | 1.166% | 1.768% | 2.790% | 3.544% | 4.271% | 4.835% | 5.014% | 5.042% | 5.014% |
| Apr 6, 2010 | 0.527% | 1.135% | 1.730% | 2.749% | 3.506% | 4.244% | 4.826% | 5.016% | 5.046% | 5.017% |
| Apr 7, 2010 | 0.486% | 1.058% | 1.643% | 2.659% | 3.413% | 4.143% | 4.720% | 4.912% | 4.947% | 4.923% |
| Apr 8, 2010 | 0.486% | 1.070% | 1.661% | 2.688% | 3.447% | 4.178% | 4.744% | 4.924% | 4.953% | 4.927% |
| Apr 9, 2010 | 0.484% | 1.068% | 1.660% | 2.683% | 3.436% | 4.161% | 4.725% | 4.907% | 4.936% | 4.909% |
| Apr 12, 2010 | 0.484% | 1.047% | 1.625% | 2.636% | 3.388% | 4.114% | 4.679% | 4.862% | 4.895% | 4.872% |
| Apr 13, 2010 | 0.494% | 1.053% | 1.623% | 2.617% | 3.358% | 4.081% | 4.655% | 4.844% | 4.873% | 4.843% |
| Apr 14, 2010 | 0.482% | 1.056% | 1.637% | 2.647% | 3.398% | 4.132% | 4.713% | 4.902% | 4.927% | 4.891% |
| Apr 15, 2010 | 0.475% | 1.025% | 1.598% | 2.610% | 3.371% | 4.113% | 4.700% | 4.892% | 4.924% | 4.894% |
| Apr 16, 2010 | 0.466% | 0.975% | 1.529% | 2.533% | 3.299% | 4.049% | 4.642% | 4.840% | 4.880% | 4.861% |
| Apr 19, 2010 | 0.462% | 1.000% | 1.571% | 2.582% | 3.342% | 4.086% | 4.679% | 4.878% | 4.914% | 4.887% |
| Apr 20, 2010 | 0.470% | 1.026% | 1.597% | 2.598% | 3.345% | 4.073% | 4.649% | 4.841% | 4.876% | 4.851% |
| Apr 21, 2010 | 0.474% | 1.013% | 1.572% | 2.556% | 3.292% | 4.010% | 4.582% | 4.775% | 4.813% | 4.791% |
| Apr 22, 2010 | 0.496% | 1.050% | 1.619% | 2.609% | 3.343% | 4.051% | 4.608% | 4.797% | 4.840% | 4.829% |
| Apr 23, 2010 | 0.515% | 1.087% | 1.663% | 2.653% | 3.381% | 4.082% | 4.633% | 4.818% | 4.858% | 4.844% |
| Apr 26, 2010 | 0.519% | 1.075% | 1.646% | 2.635% | 3.367% | 4.075% | 4.633% | 4.820% | 4.858% | 4.840% |
| Apr 27, 2010 | 0.472% | 0.982% | 1.524% | 2.494% | 3.230% | 3.952% | 4.527% | 4.722% | 4.764% | 4.746% |
| Apr 28, 2010 | 0.481% | 1.019% | 1.585% | 2.581% | 3.322% | 4.036% | 4.597% | 4.787% | 4.830% | 4.818% |
| Apr 29, 2010 | 0.475% | 0.992% | 1.545% | 2.534% | 3.277% | 3.995% | 4.553% | 4.741% | 4.788% | 4.783% |
| Apr 30, 2010 | 0.462% | 0.955% | 1.493% | 2.473% | 3.217% | 3.933% | 4.482% | 4.665% | 4.713% | 4.716% |