US Treasury rates, March 2011
Zero rates at all 10 fitted maturities on each of 23 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 | 0.644% | 0.790% | +14.7 bp | 0.553%Mar 16, 2011 | 0.811%Mar 29, 2011 |
| 10Y | 3.631% | 3.710% | +7.9 bp | 3.438%Mar 16, 2011 | 3.813%Mar 3, 2011 |
| 30Y | 4.931% | 4.838% | -9.2 bp | 4.785%Mar 23, 2011 | 5.079%Mar 7, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Mar 1, 2011 | 0.276% | 0.644% | 1.137% | 2.126% | 2.890% | 3.631% | 4.273% | 4.601% | 4.799% | 4.931% |
| Mar 2, 2011 | 0.295% | 0.672% | 1.175% | 2.174% | 2.942% | 3.687% | 4.336% | 4.669% | 4.868% | 5.002% |
| Mar 3, 2011 | 0.318% | 0.786% | 1.322% | 2.306% | 3.058% | 3.813% | 4.471% | 4.769% | 4.914% | 4.991% |
| Mar 4, 2011 | 0.292% | 0.678% | 1.188% | 2.193% | 2.965% | 3.719% | 4.378% | 4.717% | 4.921% | 5.057% |
| Mar 7, 2011 | 0.301% | 0.697% | 1.211% | 2.214% | 2.984% | 3.736% | 4.397% | 4.738% | 4.942% | 5.079% |
| Mar 8, 2011 | 0.292% | 0.728% | 1.248% | 2.233% | 3.008% | 3.797% | 4.489% | 4.802% | 4.953% | 5.032% |
| Mar 9, 2011 | 0.283% | 0.695% | 1.197% | 2.163% | 2.931% | 3.719% | 4.421% | 4.742% | 4.897% | 4.978% |
| Mar 10, 2011 | 0.262% | 0.631% | 1.102% | 2.062% | 2.832% | 3.602% | 4.283% | 4.634% | 4.845% | 4.986% |
| Mar 11, 2011 | 0.269% | 0.631% | 1.104% | 2.077% | 2.858% | 3.636% | 4.322% | 4.674% | 4.886% | 5.027% |
| Mar 14, 2011 | 0.268% | 0.593% | 1.048% | 2.013% | 2.800% | 3.590% | 4.289% | 4.649% | 4.866% | 5.010% |
| Mar 15, 2011 | 0.276% | 0.614% | 1.064% | 2.007% | 2.776% | 3.551% | 4.237% | 4.590% | 4.802% | 4.944% |
| Mar 16, 2011 | 0.264% | 0.553% | 0.968% | 1.883% | 2.652% | 3.438% | 4.138% | 4.499% | 4.716% | 4.860% |
| Mar 17, 2011 | 0.257% | 0.593% | 1.023% | 1.909% | 2.667% | 3.485% | 4.226% | 4.557% | 4.710% | 4.785% |
| Mar 18, 2011 | 0.268% | 0.611% | 1.057% | 1.963% | 2.719% | 3.522% | 4.246% | 4.571% | 4.718% | 4.786% |
| Mar 21, 2011 | 0.301% | 0.652% | 1.114% | 2.054% | 2.802% | 3.552% | 4.221% | 4.567% | 4.775% | 4.914% |
| Mar 22, 2011 | 0.289% | 0.667% | 1.134% | 2.071% | 2.815% | 3.557% | 4.213% | 4.551% | 4.754% | 4.889% |
| Mar 23, 2011 | 0.281% | 0.675% | 1.150% | 2.073% | 2.818% | 3.589% | 4.269% | 4.572% | 4.714% | 4.785% |
| Mar 24, 2011 | 0.293% | 0.711% | 1.205% | 2.147% | 2.894% | 3.658% | 4.325% | 4.618% | 4.752% | 4.815% |
| Mar 25, 2011 | 0.335% | 0.776% | 1.277% | 2.210% | 2.941% | 3.691% | 4.355% | 4.648% | 4.777% | 4.833% |
| Mar 28, 2011 | 0.343% | 0.796% | 1.305% | 2.239% | 2.961% | 3.697% | 4.350% | 4.642% | 4.773% | 4.830% |
| Mar 29, 2011 | 0.344% | 0.811% | 1.325% | 2.262% | 2.985% | 3.725% | 4.382% | 4.676% | 4.807% | 4.864% |
| Mar 30, 2011 | 0.325% | 0.786% | 1.293% | 2.223% | 2.948% | 3.693% | 4.359% | 4.658% | 4.793% | 4.854% |
| Mar 31, 2011 | 0.331% | 0.790% | 1.305% | 2.247% | 2.973% | 3.710% | 4.358% | 4.647% | 4.778% | 4.838% |