US Treasury rates, June 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 | 0.804% | 0.621% | -18.3 bp | 0.607%Jun 29, 2010 | 0.841%Jun 2, 2010 |
| 10Y | 3.589% | 3.244% | -34.5 bp | 3.244%Jun 30, 2010 | 3.685%Jun 3, 2010 |
| 30Y | 4.386% | 4.101% | -28.5 bp | 4.101%Jun 30, 2010 | 4.490%Jun 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jun 1, 2010 | 0.414% | 0.804% | 1.262% | 2.154% | 2.872% | 3.589% | 4.149% | 4.334% | 4.383% | 4.386% |
| Jun 2, 2010 | 0.430% | 0.841% | 1.309% | 2.210% | 2.931% | 3.650% | 4.203% | 4.381% | 4.428% | 4.432% |
| Jun 3, 2010 | 0.422% | 0.840% | 1.319% | 2.235% | 2.964% | 3.685% | 4.239% | 4.421% | 4.476% | 4.490% |
| Jun 4, 2010 | 0.365% | 0.736% | 1.178% | 2.053% | 2.771% | 3.498% | 4.064% | 4.251% | 4.307% | 4.321% |
| Jun 7, 2010 | 0.387% | 0.742% | 1.168% | 2.023% | 2.733% | 3.463% | 4.042% | 4.235% | 4.291% | 4.303% |
| Jun 8, 2010 | 0.387% | 0.759% | 1.191% | 2.043% | 2.746% | 3.469% | 4.042% | 4.230% | 4.279% | 4.285% |
| Jun 9, 2010 | 0.387% | 0.756% | 1.190% | 2.050% | 2.759% | 3.483% | 4.056% | 4.247% | 4.302% | 4.313% |
| Jun 10, 2010 | 0.397% | 0.813% | 1.279% | 2.174% | 2.894% | 3.619% | 4.183% | 4.368% | 4.419% | 4.428% |
| Jun 11, 2010 | 0.372% | 0.758% | 1.207% | 2.085% | 2.798% | 3.518% | 4.081% | 4.268% | 4.324% | 4.338% |
| Jun 14, 2010 | 0.381% | 0.774% | 1.232% | 2.123% | 2.843% | 3.566% | 4.130% | 4.320% | 4.378% | 4.392% |
| Jun 15, 2010 | 0.392% | 0.797% | 1.261% | 2.159% | 2.883% | 3.612% | 4.179% | 4.364% | 4.413% | 4.418% |
| Jun 16, 2010 | 0.366% | 0.762% | 1.223% | 2.115% | 2.834% | 3.555% | 4.119% | 4.307% | 4.360% | 4.368% |
| Jun 17, 2010 | 0.347% | 0.730% | 1.181% | 2.061% | 2.773% | 3.490% | 4.055% | 4.250% | 4.312% | 4.329% |
| Jun 18, 2010 | 0.356% | 0.747% | 1.206% | 2.094% | 2.808% | 3.522% | 4.083% | 4.274% | 4.330% | 4.339% |
| Jun 21, 2010 | 0.349% | 0.746% | 1.209% | 2.106% | 2.826% | 3.545% | 4.108% | 4.296% | 4.349% | 4.356% |
| Jun 22, 2010 | 0.343% | 0.713% | 1.158% | 2.034% | 2.743% | 3.459% | 4.027% | 4.224% | 4.284% | 4.294% |
| Jun 23, 2010 | 0.329% | 0.675% | 1.109% | 1.978% | 2.686% | 3.404% | 3.979% | 4.181% | 4.241% | 4.249% |
| Jun 24, 2010 | 0.328% | 0.675% | 1.108% | 1.979% | 2.696% | 3.426% | 4.014% | 4.221% | 4.284% | 4.295% |
| Jun 25, 2010 | 0.332% | 0.661% | 1.084% | 1.952% | 2.674% | 3.410% | 3.992% | 4.192% | 4.257% | 4.277% |
| Jun 28, 2010 | 0.321% | 0.634% | 1.038% | 1.877% | 2.588% | 3.327% | 3.926% | 4.136% | 4.205% | 4.226% |
| Jun 29, 2010 | 0.312% | 0.607% | 1.001% | 1.825% | 2.526% | 3.258% | 3.859% | 4.072% | 4.136% | 4.147% |
| Jun 30, 2010 | 0.330% | 0.621% | 1.011% | 1.828% | 2.520% | 3.244% | 3.840% | 4.049% | 4.104% | 4.101% |