US Treasury rates, July 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 | 0.636% | 0.511% | -12.4 bp | 0.511%Jul 30, 2010 | 0.688%Jul 13, 2010 |
| 10Y | 3.229% | 3.166% | -6.3 bp | 3.141%Jul 21, 2010 | 3.406%Jul 13, 2010 |
| 30Y | 4.065% | 4.217% | +15.3 bp | 4.065%Jul 1, 2010 | 4.336%Jul 27, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2010 | 0.336% | 0.636% | 1.029% | 1.842% | 2.522% | 3.229% | 3.808% | 4.012% | 4.066% | 4.065% |
| Jul 2, 2010 | 0.342% | 0.645% | 1.045% | 1.871% | 2.562% | 3.279% | 3.869% | 4.079% | 4.136% | 4.134% |
| Jul 6, 2010 | 0.326% | 0.618% | 1.001% | 1.810% | 2.501% | 3.225% | 3.811% | 4.013% | 4.073% | 4.087% |
| Jul 7, 2010 | 0.339% | 0.634% | 1.022% | 1.841% | 2.544% | 3.282% | 3.880% | 4.087% | 4.151% | 4.168% |
| Jul 8, 2010 | 0.329% | 0.632% | 1.029% | 1.861% | 2.571% | 3.314% | 3.914% | 4.121% | 4.187% | 4.207% |
| Jul 9, 2010 | 0.343% | 0.650% | 1.054% | 1.898% | 2.613% | 3.354% | 3.951% | 4.161% | 4.232% | 4.255% |
| Jul 12, 2010 | 0.349% | 0.666% | 1.066% | 1.897% | 2.604% | 3.348% | 3.959% | 4.178% | 4.250% | 4.273% |
| Jul 13, 2010 | 0.354% | 0.688% | 1.103% | 1.951% | 2.664% | 3.406% | 4.012% | 4.230% | 4.303% | 4.326% |
| Jul 14, 2010 | 0.318% | 0.629% | 1.033% | 1.874% | 2.589% | 3.334% | 3.938% | 4.154% | 4.230% | 4.258% |
| Jul 15, 2010 | 0.326% | 0.603% | 0.985% | 1.806% | 2.513% | 3.256% | 3.862% | 4.082% | 4.161% | 4.193% |
| Jul 16, 2010 | 0.314% | 0.581% | 0.949% | 1.748% | 2.451% | 3.208% | 3.842% | 4.069% | 4.145% | 4.168% |
| Jul 19, 2010 | 0.316% | 0.591% | 0.964% | 1.771% | 2.480% | 3.241% | 3.880% | 4.113% | 4.192% | 4.218% |
| Jul 20, 2010 | 0.297% | 0.581% | 0.956% | 1.759% | 2.466% | 3.230% | 3.877% | 4.112% | 4.188% | 4.208% |
| Jul 21, 2010 | 0.301% | 0.553% | 0.912% | 1.700% | 2.395% | 3.141% | 3.767% | 3.998% | 4.080% | 4.111% |
| Jul 22, 2010 | 0.297% | 0.562% | 0.932% | 1.737% | 2.447% | 3.208% | 3.845% | 4.075% | 4.152% | 4.176% |
| Jul 23, 2010 | 0.299% | 0.584% | 0.968% | 1.793% | 2.509% | 3.270% | 3.902% | 4.134% | 4.216% | 4.247% |
| Jul 26, 2010 | 0.317% | 0.600% | 0.984% | 1.806% | 2.519% | 3.279% | 3.914% | 4.151% | 4.239% | 4.274% |
| Jul 27, 2010 | 0.333% | 0.647% | 1.041% | 1.862% | 2.570% | 3.328% | 3.972% | 4.215% | 4.303% | 4.336% |
| Jul 28, 2010 | 0.317% | 0.591% | 0.965% | 1.778% | 2.497% | 3.277% | 3.947% | 4.203% | 4.297% | 4.334% |
| Jul 29, 2010 | 0.304% | 0.566% | 0.932% | 1.742% | 2.470% | 3.270% | 3.962% | 4.218% | 4.303% | 4.327% |
| Jul 30, 2010 | 0.294% | 0.511% | 0.855% | 1.649% | 2.373% | 3.166% | 3.843% | 4.095% | 4.184% | 4.217% |