US Treasury rates, May 2010
Zero rates at all 10 fitted maturities on each of 21 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 | 0.992% | 0.799% | -19.3 bp | 0.755%May 20, 2010 | 0.992%May 3, 2010 |
| 10Y | 3.958% | 3.609% | -34.9 bp | 3.462%May 25, 2010 | 3.958%May 3, 2010 |
| 30Y | 4.721% | 4.415% | -30.6 bp | 4.251%May 21, 2010 | 4.721%May 3, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| May 3, 2010 | 0.481% | 0.992% | 1.536% | 2.514% | 3.252% | 3.958% | 4.488% | 4.662% | 4.712% | 4.721% |
| May 4, 2010 | 0.455% | 0.944% | 1.469% | 2.429% | 3.163% | 3.867% | 4.387% | 4.553% | 4.602% | 4.614% |
| May 5, 2010 | 0.428% | 0.885% | 1.396% | 2.359% | 3.111% | 3.839% | 4.370% | 4.525% | 4.559% | 4.558% |
| May 6, 2010 | 0.355% | 0.762% | 1.250% | 2.200% | 2.951% | 3.671% | 4.173% | 4.305% | 4.327% | 4.322% |
| May 7, 2010 | 0.418% | 0.833% | 1.313% | 2.243% | 2.986% | 3.716% | 4.251% | 4.404% | 4.434% | 4.431% |
| May 10, 2010 | 0.437% | 0.881% | 1.386% | 2.345% | 3.097% | 3.823% | 4.356% | 4.523% | 4.575% | 4.592% |
| May 11, 2010 | 0.419% | 0.861% | 1.366% | 2.330% | 3.087% | 3.823% | 4.365% | 4.539% | 4.594% | 4.614% |
| May 12, 2010 | 0.438% | 0.887% | 1.397% | 2.363% | 3.121% | 3.857% | 4.406% | 4.589% | 4.654% | 4.681% |
| May 13, 2010 | 0.426% | 0.867% | 1.375% | 2.342% | 3.098% | 3.829% | 4.374% | 4.559% | 4.628% | 4.660% |
| May 14, 2010 | 0.395% | 0.794% | 1.276% | 2.224% | 2.984% | 3.725% | 4.269% | 4.433% | 4.479% | 4.491% |
| May 17, 2010 | 0.402% | 0.814% | 1.303% | 2.259% | 3.021% | 3.763% | 4.307% | 4.471% | 4.516% | 4.527% |
| May 18, 2010 | 0.378% | 0.761% | 1.234% | 2.173% | 2.928% | 3.666% | 4.207% | 4.374% | 4.424% | 4.439% |
| May 19, 2010 | 0.397% | 0.792% | 1.265% | 2.189% | 2.927% | 3.649% | 4.188% | 4.360% | 4.411% | 4.426% |
| May 20, 2010 | 0.384% | 0.755% | 1.204% | 2.096% | 2.820% | 3.539% | 4.081% | 4.252% | 4.300% | 4.312% |
| May 21, 2010 | 0.399% | 0.769% | 1.208% | 2.077% | 2.784% | 3.492% | 4.030% | 4.198% | 4.243% | 4.251% |
| May 24, 2010 | 0.459% | 0.761% | 1.209% | 2.112% | 2.819% | 3.513% | 4.066% | 4.260% | 4.308% | 4.300% |
| May 25, 2010 | 0.419% | 0.805% | 1.239% | 2.077% | 2.761% | 3.462% | 4.019% | 4.204% | 4.254% | 4.259% |
| May 26, 2010 | 0.436% | 0.839% | 1.286% | 2.130% | 2.803% | 3.487% | 4.045% | 4.241% | 4.293% | 4.291% |
| May 27, 2010 | 0.449% | 0.891% | 1.366% | 2.246% | 2.939% | 3.633% | 4.187% | 4.379% | 4.433% | 4.439% |
| May 28, 2010 | 0.392% | 0.799% | 1.269% | 2.170% | 2.890% | 3.609% | 4.169% | 4.356% | 4.408% | 4.415% |
| May 31, 2010 | 0.392% | 0.799% | 1.269% | 2.170% | 2.890% | 3.609% | 4.169% | 4.356% | 4.408% | 4.415% |