US Treasury rates, November 2010
Zero rates at all 10 fitted maturities on each of 20 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 | 0.304% | 0.459% | +15.5 bp | 0.275%Nov 4, 2010 | 0.536%Nov 15, 2010 |
| 10Y | 2.863% | 3.032% | +16.9 bp | 2.683%Nov 4, 2010 | 3.147%Nov 24, 2010 |
| 30Y | 4.532% | 4.481% | -5.1 bp | 4.427%Nov 4, 2010 | 4.778%Nov 15, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 1, 2010 | 0.238% | 0.304% | 0.513% | 1.234% | 1.996% | 2.863% | 3.679% | 4.105% | 4.361% | 4.532% |
| Nov 2, 2010 | 0.251% | 0.311% | 0.515% | 1.220% | 1.963% | 2.807% | 3.601% | 4.015% | 4.265% | 4.431% |
| Nov 3, 2010 | 0.216% | 0.287% | 0.514% | 1.187% | 1.916% | 2.847% | 3.806% | 4.234% | 4.396% | 4.445% |
| Nov 4, 2010 | 0.203% | 0.275% | 0.481% | 1.095% | 1.776% | 2.683% | 3.679% | 4.162% | 4.362% | 4.427% |
| Nov 5, 2010 | 0.226% | 0.323% | 0.538% | 1.148% | 1.822% | 2.727% | 3.747% | 4.256% | 4.466% | 4.528% |
| Nov 8, 2010 | 0.250% | 0.362% | 0.579% | 1.177% | 1.836% | 2.730% | 3.752% | 4.265% | 4.467% | 4.511% |
| Nov 9, 2010 | 0.273% | 0.431% | 0.678% | 1.304% | 1.968% | 2.855% | 3.872% | 4.395% | 4.616% | 4.680% |
| Nov 10, 2010 | 0.258% | 0.406% | 0.642% | 1.250% | 1.909% | 2.810% | 3.867% | 4.415% | 4.633% | 4.669% |
| Nov 12, 2010 | 0.304% | 0.488% | 0.748% | 1.381% | 2.040% | 2.918% | 3.923% | 4.432% | 4.628% | 4.658% |
| Nov 15, 2010 | 0.300% | 0.536% | 0.839% | 1.529% | 2.217% | 3.100% | 4.073% | 4.552% | 4.739% | 4.778% |
| Nov 16, 2010 | 0.289% | 0.517% | 0.817% | 1.504% | 2.180% | 3.028% | 3.937% | 4.387% | 4.587% | 4.665% |
| Nov 17, 2010 | 0.283% | 0.498% | 0.802% | 1.513% | 2.215% | 3.089% | 4.006% | 4.446% | 4.634% | 4.706% |
| Nov 18, 2010 | 0.274% | 0.496% | 0.809% | 1.535% | 2.245% | 3.116% | 4.011% | 4.429% | 4.602% | 4.665% |
| Nov 19, 2010 | 0.285% | 0.515% | 0.830% | 1.551% | 2.245% | 3.087% | 3.952% | 4.366% | 4.554% | 4.637% |
| Nov 22, 2010 | 0.267% | 0.460% | 0.754% | 1.458% | 2.155% | 3.011% | 3.894% | 4.317% | 4.509% | 4.595% |
| Nov 23, 2010 | 0.255% | 0.435% | 0.722% | 1.424% | 2.121% | 2.980% | 3.865% | 4.291% | 4.487% | 4.578% |
| Nov 24, 2010 | 0.300% | 0.531% | 0.851% | 1.585% | 2.292% | 3.147% | 4.014% | 4.421% | 4.601% | 4.679% |
| Nov 26, 2010 | 0.295% | 0.509% | 0.820% | 1.546% | 2.246% | 3.088% | 3.933% | 4.329% | 4.507% | 4.589% |
| Nov 29, 2010 | 0.305% | 0.505% | 0.809% | 1.527% | 2.222% | 3.056% | 3.888% | 4.274% | 4.446% | 4.525% |
| Nov 30, 2010 | 0.278% | 0.459% | 0.758% | 1.485% | 2.191% | 3.032% | 3.857% | 4.233% | 4.402% | 4.481% |