US Treasury rates, December 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 | 0.546% | 0.615% | +6.8 bp | 0.438%Dec 6, 2010 | 0.755%Dec 28, 2010 |
| 10Y | 3.206% | 3.557% | +35.1 bp | 3.192%Dec 6, 2010 | 3.803%Dec 15, 2010 |
| 30Y | 4.583% | 4.617% | +3.4 bp | 4.583%Dec 1, 2010 | 4.941%Dec 8, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dec 1, 2010 | 0.310% | 0.546% | 0.884% | 1.650% | 2.368% | 3.206% | 4.016% | 4.377% | 4.526% | 4.583% |
| Dec 2, 2010 | 0.312% | 0.560% | 0.911% | 1.694% | 2.414% | 3.242% | 4.037% | 4.397% | 4.552% | 4.615% |
| Dec 3, 2010 | 0.277% | 0.503% | 0.852% | 1.662% | 2.414% | 3.275% | 4.083% | 4.442% | 4.604% | 4.683% |
| Dec 6, 2010 | 0.261% | 0.438% | 0.761% | 1.557% | 2.317% | 3.192% | 4.013% | 4.375% | 4.542% | 4.628% |
| Dec 7, 2010 | 0.325% | 0.543% | 0.894% | 1.787% | 2.580% | 3.399% | 4.132% | 4.509% | 4.737% | 4.888% |
| Dec 8, 2010 | 0.358% | 0.622% | 1.001% | 1.911% | 2.698% | 3.499% | 4.210% | 4.575% | 4.795% | 4.941% |
| Dec 9, 2010 | 0.344% | 0.631% | 1.033% | 1.938% | 2.706% | 3.486% | 4.175% | 4.529% | 4.741% | 4.883% |
| Dec 10, 2010 | 0.321% | 0.655% | 1.094% | 2.007% | 2.781% | 3.592% | 4.282% | 4.561% | 4.677% | 4.730% |
| Dec 13, 2010 | 0.310% | 0.617% | 1.038% | 1.942% | 2.725% | 3.557% | 4.258% | 4.530% | 4.639% | 4.689% |
| Dec 14, 2010 | 0.318% | 0.670% | 1.136% | 2.107% | 2.923% | 3.764% | 4.441% | 4.688% | 4.781% | 4.820% |
| Dec 15, 2010 | 0.313% | 0.683% | 1.158% | 2.137% | 2.958% | 3.803% | 4.488% | 4.744% | 4.845% | 4.893% |
| Dec 16, 2010 | 0.305% | 0.657% | 1.118% | 2.077% | 2.886% | 3.725% | 4.420% | 4.695% | 4.816% | 4.880% |
| Dec 17, 2010 | 0.294% | 0.618% | 1.054% | 1.978% | 2.769% | 3.601% | 4.292% | 4.556% | 4.661% | 4.708% |
| Dec 20, 2010 | 0.310% | 0.626% | 1.064% | 1.992% | 2.784% | 3.619% | 4.323% | 4.596% | 4.695% | 4.727% |
| Dec 21, 2010 | 0.316% | 0.644% | 1.082% | 1.998% | 2.777% | 3.602% | 4.313% | 4.595% | 4.695% | 4.722% |
| Dec 22, 2010 | 0.319% | 0.660% | 1.107% | 2.027% | 2.800% | 3.618% | 4.334% | 4.620% | 4.713% | 4.717% |
| Dec 23, 2010 | 0.326% | 0.699% | 1.163% | 2.094% | 2.864% | 3.669% | 4.367% | 4.644% | 4.734% | 4.739% |
| Dec 27, 2010 | 0.336% | 0.711% | 1.167% | 2.074% | 2.822% | 3.606% | 4.290% | 4.571% | 4.672% | 4.693% |
| Dec 28, 2010 | 0.355% | 0.755% | 1.236% | 2.180% | 2.951% | 3.751% | 4.439% | 4.708% | 4.788% | 4.783% |
| Dec 29, 2010 | 0.309% | 0.637% | 1.091% | 2.027% | 2.801% | 3.604% | 4.292% | 4.567% | 4.666% | 4.691% |
| Dec 30, 2010 | 0.285% | 0.652% | 1.119% | 2.060% | 2.833% | 3.633% | 4.315% | 4.584% | 4.683% | 4.711% |
| Dec 31, 2010 | 0.285% | 0.615% | 1.069% | 2.002% | 2.770% | 3.557% | 4.219% | 4.482% | 4.582% | 4.617% |