US Treasury rates, May 2011
Zero rates at all 10 fitted maturities on each of 21 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 | 0.588% | 0.447% | -14.1 bp | 0.447%May 31, 2011 | 0.592%May 3, 2011 |
| 10Y | 3.548% | 3.267% | -28.1 bp | 3.263%May 26, 2011 | 3.548%May 2, 2011 |
| 30Y | 4.714% | 4.558% | -15.6 bp | 4.558%May 31, 2011 | 4.814%May 12, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| May 2, 2011 | 0.229% | 0.588% | 1.043% | 1.970% | 2.743% | 3.548% | 4.232% | 4.517% | 4.646% | 4.714% |
| May 3, 2011 | 0.220% | 0.592% | 1.047% | 1.960% | 2.720% | 3.517% | 4.201% | 4.489% | 4.621% | 4.690% |
| May 4, 2011 | 0.215% | 0.585% | 1.037% | 1.943% | 2.695% | 3.481% | 4.160% | 4.452% | 4.590% | 4.666% |
| May 5, 2011 | 0.205% | 0.561% | 0.997% | 1.879% | 2.619% | 3.400% | 4.082% | 4.376% | 4.515% | 4.590% |
| May 6, 2011 | 0.205% | 0.551% | 0.986% | 1.872% | 2.619% | 3.412% | 4.112% | 4.418% | 4.564% | 4.642% |
| May 9, 2011 | 0.200% | 0.535% | 0.962% | 1.843% | 2.592% | 3.393% | 4.107% | 4.424% | 4.576% | 4.659% |
| May 10, 2011 | 0.219% | 0.583% | 1.023% | 1.909% | 2.656% | 3.452% | 4.156% | 4.464% | 4.610% | 4.688% |
| May 11, 2011 | 0.203% | 0.547% | 0.979% | 1.867% | 2.618% | 3.417% | 4.120% | 4.430% | 4.582% | 4.669% |
| May 12, 2011 | 0.218% | 0.550% | 0.982% | 1.899% | 2.658% | 3.428% | 4.111% | 4.462% | 4.674% | 4.814% |
| May 13, 2011 | 0.222% | 0.543% | 0.965% | 1.868% | 2.620% | 3.385% | 4.066% | 4.417% | 4.628% | 4.768% |
| May 16, 2011 | 0.206% | 0.516% | 0.933% | 1.834% | 2.586% | 3.349% | 4.026% | 4.373% | 4.582% | 4.722% |
| May 17, 2011 | 0.209% | 0.511% | 0.920% | 1.810% | 2.556% | 3.313% | 3.983% | 4.327% | 4.533% | 4.671% |
| May 18, 2011 | 0.237% | 0.556% | 0.976% | 1.874% | 2.619% | 3.373% | 4.041% | 4.384% | 4.590% | 4.728% |
| May 19, 2011 | 0.213% | 0.529% | 0.950% | 1.856% | 2.609% | 3.373% | 4.050% | 4.398% | 4.607% | 4.746% |
| May 20, 2011 | 0.209% | 0.514% | 0.931% | 1.832% | 2.585% | 3.354% | 4.039% | 4.392% | 4.604% | 4.746% |
| May 23, 2011 | 0.230% | 0.521% | 0.923% | 1.808% | 2.556% | 3.323% | 4.009% | 4.362% | 4.574% | 4.715% |
| May 24, 2011 | 0.238% | 0.529% | 0.928% | 1.810% | 2.555% | 3.319% | 4.001% | 4.351% | 4.562% | 4.703% |
| May 25, 2011 | 0.208% | 0.521% | 0.929% | 1.790% | 2.537% | 3.348% | 4.072% | 4.390% | 4.544% | 4.630% |
| May 26, 2011 | 0.209% | 0.460% | 0.843% | 1.721% | 2.479% | 3.263% | 3.964% | 4.326% | 4.543% | 4.688% |
| May 27, 2011 | 0.188% | 0.465% | 0.853% | 1.703% | 2.460% | 3.291% | 4.035% | 4.356% | 4.506% | 4.587% |
| May 31, 2011 | 0.194% | 0.447% | 0.825% | 1.672% | 2.433% | 3.267% | 4.009% | 4.328% | 4.477% | 4.558% |