US Treasury rates, January 2011
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 | 0.616% | 0.567% | -4.9 bp | 0.538%Jan 28, 2011 | 0.717%Jan 5, 2011 |
| 10Y | 3.606% | 3.658% | +5.3 bp | 3.571%Jan 10, 2011 | 3.746%Jan 5, 2011 |
| 30Y | 4.679% | 4.946% | +26.7 bp | 4.679%Jan 3, 2011 | 5.033%Jan 28, 2011 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jan 3, 2011 | 0.285% | 0.616% | 1.074% | 2.021% | 2.803% | 3.606% | 4.275% | 4.538% | 4.641% | 4.679% |
| Jan 4, 2011 | 0.289% | 0.623% | 1.077% | 2.014% | 2.794% | 3.604% | 4.301% | 4.586% | 4.699% | 4.742% |
| Jan 5, 2011 | 0.334% | 0.717% | 1.197% | 2.153% | 2.935% | 3.746% | 4.446% | 4.726% | 4.817% | 4.821% |
| Jan 6, 2011 | 0.326% | 0.688% | 1.153% | 2.091% | 2.868% | 3.686% | 4.404% | 4.700% | 4.809% | 4.838% |
| Jan 7, 2011 | 0.296% | 0.605% | 1.043% | 1.970% | 2.759% | 3.600% | 4.344% | 4.652% | 4.765% | 4.795% |
| Jan 10, 2011 | 0.281% | 0.585% | 1.017% | 1.936% | 2.724% | 3.571% | 4.323% | 4.637% | 4.757% | 4.793% |
| Jan 11, 2011 | 0.292% | 0.604% | 1.046% | 1.983% | 2.779% | 3.622% | 4.357% | 4.657% | 4.770% | 4.805% |
| Jan 12, 2011 | 0.291% | 0.610% | 1.051% | 1.984% | 2.779% | 3.628% | 4.377% | 4.688% | 4.808% | 4.847% |
| Jan 13, 2011 | 0.282% | 0.592% | 1.016% | 1.925% | 2.718% | 3.578% | 4.341% | 4.659% | 4.788% | 4.841% |
| Jan 14, 2011 | 0.296% | 0.599% | 1.026% | 1.943% | 2.741% | 3.604% | 4.370% | 4.692% | 4.823% | 4.875% |
| Jan 18, 2011 | 0.302% | 0.595% | 1.031% | 1.969% | 2.775% | 3.639% | 4.411% | 4.735% | 4.856% | 4.889% |
| Jan 19, 2011 | 0.280% | 0.583% | 1.016% | 1.952% | 2.758% | 3.619% | 4.369% | 4.682% | 4.815% | 4.875% |
| Jan 20, 2011 | 0.300% | 0.645% | 1.107% | 2.064% | 2.871% | 3.724% | 4.469% | 4.772% | 4.883% | 4.910% |
| Jan 21, 2011 | 0.294% | 0.636% | 1.092% | 2.038% | 2.840% | 3.692% | 4.440% | 4.748% | 4.861% | 4.888% |
| Jan 24, 2011 | 0.303% | 0.639% | 1.090% | 2.029% | 2.825% | 3.673% | 4.418% | 4.725% | 4.839% | 4.868% |
| Jan 25, 2011 | 0.293% | 0.593% | 1.028% | 1.957% | 2.747% | 3.584% | 4.321% | 4.633% | 4.762% | 4.813% |
| Jan 26, 2011 | 0.291% | 0.623% | 1.074% | 2.024% | 2.833% | 3.692% | 4.443% | 4.754% | 4.881% | 4.932% |
| Jan 27, 2011 | 0.260% | 0.585% | 1.031% | 1.982% | 2.797% | 3.663% | 4.409% | 4.719% | 4.856% | 4.924% |
| Jan 28, 2011 | 0.272% | 0.538% | 0.962% | 1.933% | 2.750% | 3.572% | 4.293% | 4.663% | 4.885% | 5.033% |
| Jan 31, 2011 | 0.272% | 0.567% | 1.004% | 1.956% | 2.779% | 3.658% | 4.424% | 4.744% | 4.882% | 4.946% |