US Treasury rates, April 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 | 0.798% | 0.591% | -20.7 bp | 0.591%Apr 29, 2011 | 0.845%Apr 6, 2011 |
| 10Y | 3.690% | 3.559% | -13.1 bp | 3.559%Apr 29, 2011 | 3.836%Apr 11, 2011 |
| 30Y | 4.795% | 4.739% | -5.6 bp | 4.715%Apr 26, 2011 | 4.942%Apr 11, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Apr 1, 2011 | 0.322% | 0.798% | 1.322% | 2.257% | 2.968% | 3.690% | 4.334% | 4.621% | 4.745% | 4.795% |
| Apr 4, 2011 | 0.300% | 0.760% | 1.275% | 2.213% | 2.937% | 3.680% | 4.345% | 4.638% | 4.758% | 4.799% |
| Apr 5, 2011 | 0.343% | 0.824% | 1.350% | 2.290% | 3.005% | 3.732% | 4.377% | 4.656% | 4.764% | 4.796% |
| Apr 6, 2011 | 0.350% | 0.845% | 1.382% | 2.336% | 3.061% | 3.798% | 4.454% | 4.739% | 4.851% | 4.884% |
| Apr 7, 2011 | 0.314% | 0.799% | 1.338% | 2.312% | 3.059% | 3.822% | 4.500% | 4.793% | 4.907% | 4.939% |
| Apr 8, 2011 | 0.321% | 0.818% | 1.360% | 2.333% | 3.077% | 3.835% | 4.507% | 4.794% | 4.905% | 4.934% |
| Apr 11, 2011 | 0.325% | 0.826% | 1.365% | 2.330% | 3.072% | 3.836% | 4.520% | 4.814% | 4.921% | 4.942% |
| Apr 12, 2011 | 0.295% | 0.755% | 1.275% | 2.236% | 2.987% | 3.762% | 4.452% | 4.746% | 4.856% | 4.881% |
| Apr 13, 2011 | 0.272% | 0.731% | 1.250% | 2.208% | 2.958% | 3.731% | 4.422% | 4.717% | 4.829% | 4.857% |
| Apr 14, 2011 | 0.297% | 0.765% | 1.284% | 2.237% | 2.981% | 3.747% | 4.423% | 4.705% | 4.804% | 4.821% |
| Apr 15, 2011 | 0.284% | 0.704% | 1.204% | 2.155% | 2.907% | 3.675% | 4.343% | 4.624% | 4.734% | 4.768% |
| Apr 18, 2011 | 0.268% | 0.667% | 1.154% | 2.102% | 2.863% | 3.643% | 4.316% | 4.599% | 4.718% | 4.768% |
| Apr 19, 2011 | 0.260% | 0.664% | 1.151% | 2.096% | 2.854% | 3.630% | 4.297% | 4.576% | 4.692% | 4.739% |
| Apr 20, 2011 | 0.271% | 0.695% | 1.198% | 2.156% | 2.912% | 3.681% | 4.340% | 4.616% | 4.728% | 4.771% |
| Apr 21, 2011 | 0.287% | 0.687% | 1.186% | 2.143% | 2.898% | 3.665% | 4.331% | 4.615% | 4.732% | 4.776% |
| Apr 25, 2011 | 0.263% | 0.667% | 1.159% | 2.106% | 2.858% | 3.628% | 4.302% | 4.598% | 4.729% | 4.788% |
| Apr 26, 2011 | 0.243% | 0.638% | 1.118% | 2.054% | 2.807% | 3.579% | 4.246% | 4.530% | 4.656% | 4.715% |
| Apr 27, 2011 | 0.248% | 0.637% | 1.117% | 2.065% | 2.836% | 3.629% | 4.309% | 4.594% | 4.719% | 4.777% |
| Apr 28, 2011 | 0.240% | 0.604% | 1.066% | 2.004% | 2.781% | 3.587% | 4.269% | 4.554% | 4.687% | 4.758% |
| Apr 29, 2011 | 0.231% | 0.591% | 1.047% | 1.975% | 2.751% | 3.559% | 4.247% | 4.535% | 4.668% | 4.739% |