US Treasury rates, February 2011
Zero rates at all 10 fitted maturities on each of 19 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 | 0.617% | 0.668% | +5.1 bp | 0.617%Feb 1, 2011 | 0.868%Feb 14, 2011 |
| 10Y | 3.718% | 3.636% | -8.2 bp | 3.636%Feb 28, 2011 | 3.974%Feb 8, 2011 |
| 30Y | 4.973% | 4.931% | -4.1 bp | 4.931%Feb 28, 2011 | 5.163%Feb 18, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 1, 2011 | 0.290% | 0.617% | 1.070% | 2.029% | 2.848% | 3.718% | 4.471% | 4.783% | 4.914% | 4.973% |
| Feb 2, 2011 | 0.319% | 0.679% | 1.146% | 2.102% | 2.903% | 3.749% | 4.491% | 4.801% | 4.925% | 4.971% |
| Feb 3, 2011 | 0.332% | 0.723% | 1.210% | 2.179% | 2.976% | 3.808% | 4.532% | 4.831% | 4.947% | 4.986% |
| Feb 4, 2011 | 0.339% | 0.772% | 1.287% | 2.282% | 3.081% | 3.905% | 4.619% | 4.911% | 5.019% | 5.046% |
| Feb 7, 2011 | 0.352% | 0.785% | 1.304% | 2.299% | 3.091% | 3.903% | 4.602% | 4.885% | 4.983% | 5.002% |
| Feb 8, 2011 | 0.381% | 0.865% | 1.405% | 2.402% | 3.180% | 3.974% | 4.660% | 4.937% | 5.032% | 5.049% |
| Feb 9, 2011 | 0.360% | 0.814% | 1.343% | 2.336% | 3.111% | 3.901% | 4.585% | 4.871% | 4.980% | 5.012% |
| Feb 10, 2011 | 0.357% | 0.855% | 1.406% | 2.401% | 3.164% | 3.942% | 4.632% | 4.929% | 5.045% | 5.078% |
| Feb 11, 2011 | 0.368% | 0.864% | 1.405% | 2.375% | 3.118% | 3.879% | 4.563% | 4.868% | 4.997% | 5.045% |
| Feb 14, 2011 | 0.366% | 0.868% | 1.409% | 2.372% | 3.104% | 3.853% | 4.525% | 4.826% | 4.955% | 5.004% |
| Feb 15, 2011 | 0.361% | 0.844% | 1.382% | 2.351% | 3.090% | 3.839% | 4.507% | 4.808% | 4.942% | 5.000% |
| Feb 16, 2011 | 0.363% | 0.856% | 1.399% | 2.367% | 3.102% | 3.847% | 4.514% | 4.819% | 4.959% | 5.024% |
| Feb 17, 2011 | 0.330% | 0.794% | 1.328% | 2.306% | 3.054% | 3.811% | 4.487% | 4.801% | 4.954% | 5.033% |
| Feb 18, 2011 | 0.325% | 0.779% | 1.313% | 2.314% | 3.074% | 3.820% | 4.480% | 4.821% | 5.027% | 5.163% |
| Feb 22, 2011 | 0.317% | 0.703% | 1.199% | 2.170% | 2.929% | 3.687% | 4.367% | 4.720% | 4.933% | 5.075% |
| Feb 23, 2011 | 0.316% | 0.727% | 1.237% | 2.217% | 2.969% | 3.710% | 4.365% | 4.703% | 4.907% | 5.043% |
| Feb 24, 2011 | 0.311% | 0.717% | 1.226% | 2.202% | 2.947% | 3.676% | 4.318% | 4.650% | 4.849% | 4.982% |
| Feb 25, 2011 | 0.304% | 0.700% | 1.201% | 2.170% | 2.914% | 3.644% | 4.289% | 4.621% | 4.821% | 4.954% |
| Feb 28, 2011 | 0.288% | 0.668% | 1.165% | 2.147% | 2.902% | 3.636% | 4.275% | 4.603% | 4.800% | 4.931% |