US Treasury rates, August 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 | 0.528% | 0.455% | -7.3 bp | 0.454%Aug 24, 2010 | 0.543%Aug 27, 2010 |
| 10Y | 3.226% | 2.648% | -57.7 bp | 2.648%Aug 31, 2010 | 3.226%Aug 2, 2010 |
| 30Y | 4.320% | 3.852% | -46.8 bp | 3.852%Aug 31, 2010 | 4.442%Aug 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 2, 2010 | 0.302% | 0.528% | 0.880% | 1.688% | 2.421% | 3.226% | 3.918% | 4.182% | 4.280% | 4.320% |
| Aug 3, 2010 | 0.292% | 0.491% | 0.821% | 1.604% | 2.335% | 3.156% | 3.880% | 4.160% | 4.262% | 4.300% |
| Aug 4, 2010 | 0.306% | 0.534% | 0.880% | 1.670% | 2.394% | 3.200% | 3.909% | 4.186% | 4.291% | 4.332% |
| Aug 5, 2010 | 0.291% | 0.500% | 0.836% | 1.624% | 2.348% | 3.155% | 3.868% | 4.157% | 4.277% | 4.333% |
| Aug 6, 2010 | 0.304% | 0.473% | 0.772% | 1.570% | 2.294% | 3.051% | 3.735% | 4.088% | 4.300% | 4.442% |
| Aug 9, 2010 | 0.291% | 0.505% | 0.828% | 1.576% | 2.273% | 3.069% | 3.803% | 4.114% | 4.247% | 4.309% |
| Aug 10, 2010 | 0.278% | 0.479% | 0.784% | 1.505% | 2.196% | 3.006% | 3.760% | 4.075% | 4.233% | 4.381% |
| Aug 11, 2010 | 0.276% | 0.476% | 0.774% | 1.472% | 2.140% | 2.926% | 3.666% | 3.984% | 4.152% | 4.310% |
| Aug 12, 2010 | 0.295% | 0.513% | 0.817% | 1.510% | 2.168% | 2.941% | 3.675% | 3.994% | 4.162% | 4.318% |
| Aug 13, 2010 | 0.289% | 0.510% | 0.811% | 1.492% | 2.133% | 2.885% | 3.600% | 3.915% | 4.078% | 4.220% |
| Aug 16, 2010 | 0.273% | 0.472% | 0.760% | 1.420% | 2.039% | 2.762% | 3.459% | 3.778% | 3.927% | 4.004% |
| Aug 17, 2010 | 0.284% | 0.488% | 0.786% | 1.469% | 2.104% | 2.834% | 3.521% | 3.826% | 3.965% | 4.036% |
| Aug 18, 2010 | 0.313% | 0.487% | 0.770% | 1.488% | 2.137% | 2.823% | 3.447% | 3.770% | 3.965% | 4.095% |
| Aug 19, 2010 | 0.304% | 0.470% | 0.742% | 1.446% | 2.087% | 2.764% | 3.380% | 3.699% | 3.892% | 4.020% |
| Aug 20, 2010 | 0.299% | 0.482% | 0.776% | 1.503% | 2.143% | 2.805% | 3.397% | 3.703% | 3.887% | 4.009% |
| Aug 23, 2010 | 0.296% | 0.471% | 0.752% | 1.470% | 2.112% | 2.780% | 3.382% | 3.693% | 3.879% | 4.004% |
| Aug 24, 2010 | 0.301% | 0.454% | 0.711% | 1.394% | 2.021% | 2.683% | 3.285% | 3.597% | 3.785% | 3.910% |
| Aug 25, 2010 | 0.316% | 0.492% | 0.761% | 1.449% | 2.072% | 2.725% | 3.318% | 3.625% | 3.809% | 3.932% |
| Aug 26, 2010 | 0.314% | 0.492% | 0.753% | 1.422% | 2.031% | 2.674% | 3.260% | 3.564% | 3.747% | 3.869% |
| Aug 27, 2010 | 0.316% | 0.543% | 0.854% | 1.541% | 2.159% | 2.850% | 3.477% | 3.746% | 3.867% | 3.929% |
| Aug 30, 2010 | 0.311% | 0.477% | 0.745% | 1.437% | 2.063% | 2.719% | 3.313% | 3.620% | 3.805% | 3.928% |
| Aug 31, 2010 | 0.303% | 0.455% | 0.708% | 1.381% | 1.997% | 2.648% | 3.239% | 3.545% | 3.730% | 3.852% |