US Treasury rates, September 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 | 0.483% | 0.400% | -8.3 bp | 0.400%Sep 30, 2010 | 0.565%Sep 10, 2010 |
| 10Y | 2.771% | 2.719% | -5.2 bp | 2.674%Sep 28, 2010 | 3.005%Sep 10, 2010 |
| 30Y | 3.995% | 4.084% | +8.9 bp | 3.978%Sep 27, 2010 | 4.316%Sep 16, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2010 | 0.312% | 0.483% | 0.758% | 1.466% | 2.104% | 2.771% | 3.372% | 3.683% | 3.870% | 3.995% |
| Sep 2, 2010 | 0.307% | 0.482% | 0.764% | 1.490% | 2.142% | 2.822% | 3.433% | 3.749% | 3.939% | 4.066% |
| Sep 3, 2010 | 0.318% | 0.509% | 0.811% | 1.565% | 2.228% | 2.910% | 3.517% | 3.830% | 4.018% | 4.143% |
| Sep 7, 2010 | 0.307% | 0.473% | 0.751% | 1.473% | 2.120% | 2.792% | 3.395% | 3.706% | 3.893% | 4.017% |
| Sep 8, 2010 | 0.317% | 0.504% | 0.795% | 1.526% | 2.175% | 2.847% | 3.450% | 3.761% | 3.948% | 4.072% |
| Sep 9, 2010 | 0.328% | 0.558% | 0.876% | 1.631% | 2.287% | 2.963% | 3.568% | 3.880% | 4.068% | 4.193% |
| Sep 10, 2010 | 0.339% | 0.565% | 0.893% | 1.663% | 2.327% | 3.005% | 3.610% | 3.921% | 4.108% | 4.233% |
| Sep 13, 2010 | 0.318% | 0.516% | 0.818% | 1.573% | 2.242% | 2.934% | 3.554% | 3.874% | 4.066% | 4.194% |
| Sep 14, 2010 | 0.318% | 0.481% | 0.762% | 1.504% | 2.176% | 2.877% | 3.508% | 3.834% | 4.031% | 4.161% |
| Sep 15, 2010 | 0.310% | 0.477% | 0.767% | 1.533% | 2.223% | 2.941% | 3.585% | 3.917% | 4.117% | 4.250% |
| Sep 16, 2010 | 0.310% | 0.475% | 0.771% | 1.556% | 2.260% | 2.989% | 3.642% | 3.979% | 4.181% | 4.316% |
| Sep 17, 2010 | 0.309% | 0.463% | 0.753% | 1.533% | 2.238% | 2.971% | 3.628% | 3.966% | 4.170% | 4.306% |
| Sep 20, 2010 | 0.300% | 0.453% | 0.734% | 1.498% | 2.197% | 2.930% | 3.592% | 3.935% | 4.141% | 4.278% |
| Sep 21, 2010 | 0.284% | 0.418% | 0.677% | 1.399% | 2.087% | 2.828% | 3.504% | 3.852% | 4.062% | 4.202% |
| Sep 22, 2010 | 0.278% | 0.420% | 0.679% | 1.379% | 2.046% | 2.772% | 3.441% | 3.789% | 3.998% | 4.137% |
| Sep 23, 2010 | 0.273% | 0.419% | 0.681% | 1.385% | 2.053% | 2.775% | 3.437% | 3.780% | 3.987% | 4.124% |
| Sep 24, 2010 | 0.272% | 0.436% | 0.723% | 1.420% | 2.084% | 2.849% | 3.559% | 3.866% | 4.003% | 4.072% |
| Sep 27, 2010 | 0.263% | 0.414% | 0.683% | 1.348% | 1.992% | 2.744% | 3.458% | 3.771% | 3.910% | 3.978% |
| Sep 28, 2010 | 0.274% | 0.401% | 0.633% | 1.295% | 1.948% | 2.674% | 3.352% | 3.705% | 3.918% | 4.060% |
| Sep 29, 2010 | 0.255% | 0.413% | 0.677% | 1.329% | 1.969% | 2.725% | 3.428% | 3.717% | 3.871% | 4.035% |
| Sep 30, 2010 | 0.280% | 0.400% | 0.641% | 1.326% | 1.991% | 2.719% | 3.388% | 3.736% | 3.945% | 4.084% |