US Treasury rates, June 2011
Zero rates at all 10 fitted maturities on each of 22 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 | 0.426% | 0.484% | +5.8 bp | 0.333%Jun 24, 2011 | 0.484%Jun 30, 2011 |
| 10Y | 3.165% | 3.423% | +25.8 bp | 3.076%Jun 24, 2011 | 3.423%Jun 30, 2011 |
| 30Y | 4.484% | 4.727% | +24.3 bp | 4.484%Jun 1, 2011 | 4.835%Jun 27, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jun 1, 2011 | 0.188% | 0.426% | 0.783% | 1.594% | 2.335% | 3.165% | 3.923% | 4.252% | 4.404% | 4.484% |
| Jun 2, 2011 | 0.233% | 0.456% | 0.798% | 1.651% | 2.418% | 3.227% | 3.964% | 4.346% | 4.576% | 4.729% |
| Jun 3, 2011 | 0.192% | 0.432% | 0.787% | 1.597% | 2.345% | 3.197% | 3.992% | 4.344% | 4.506% | 4.590% |
| Jun 6, 2011 | 0.192% | 0.427% | 0.780% | 1.592% | 2.346% | 3.208% | 4.016% | 4.376% | 4.542% | 4.629% |
| Jun 7, 2011 | 0.181% | 0.412% | 0.767% | 1.589% | 2.353% | 3.224% | 4.034% | 4.391% | 4.555% | 4.640% |
| Jun 8, 2011 | 0.183% | 0.384% | 0.719% | 1.524% | 2.288% | 3.168% | 3.984% | 4.332% | 4.480% | 4.549% |
| Jun 9, 2011 | 0.198% | 0.429% | 0.781% | 1.596% | 2.355% | 3.220% | 4.017% | 4.356% | 4.501% | 4.570% |
| Jun 10, 2011 | 0.221% | 0.413% | 0.735% | 1.584% | 2.358% | 3.173% | 3.910% | 4.292% | 4.522% | 4.676% |
| Jun 13, 2011 | 0.218% | 0.410% | 0.737% | 1.597% | 2.377% | 3.193% | 3.929% | 4.310% | 4.539% | 4.692% |
| Jun 14, 2011 | 0.204% | 0.468% | 0.846% | 1.693% | 2.462% | 3.325% | 4.106% | 4.433% | 4.572% | 4.637% |
| Jun 15, 2011 | 0.187% | 0.395% | 0.736% | 1.546% | 2.311% | 3.188% | 3.996% | 4.333% | 4.471% | 4.531% |
| Jun 16, 2011 | 0.188% | 0.396% | 0.729% | 1.518% | 2.265% | 3.131% | 3.941% | 4.291% | 4.441% | 4.510% |
| Jun 17, 2011 | 0.187% | 0.395% | 0.732% | 1.530% | 2.283% | 3.151% | 3.961% | 4.314% | 4.471% | 4.548% |
| Jun 20, 2011 | 0.215% | 0.395% | 0.708% | 1.553% | 2.332% | 3.156% | 3.907% | 4.296% | 4.530% | 4.687% |
| Jun 21, 2011 | 0.177% | 0.403% | 0.751% | 1.564% | 2.328% | 3.204% | 4.012% | 4.350% | 4.488% | 4.548% |
| Jun 22, 2011 | 0.215% | 0.401% | 0.721% | 1.584% | 2.373% | 3.201% | 3.950% | 4.337% | 4.570% | 4.725% |
| Jun 23, 2011 | 0.192% | 0.359% | 0.662% | 1.491% | 2.275% | 3.118% | 3.884% | 4.279% | 4.517% | 4.676% |
| Jun 24, 2011 | 0.191% | 0.333% | 0.612% | 1.420% | 2.211% | 3.076% | 3.872% | 4.284% | 4.532% | 4.697% |
| Jun 27, 2011 | 0.222% | 0.396% | 0.685% | 1.487% | 2.275% | 3.153% | 3.975% | 4.404% | 4.662% | 4.835% |
| Jun 28, 2011 | 0.224% | 0.476% | 0.825% | 1.623% | 2.380% | 3.274% | 4.133% | 4.496% | 4.630% | 4.670% |
| Jun 29, 2011 | 0.204% | 0.481% | 0.859% | 1.702% | 2.483% | 3.378% | 4.198% | 4.527% | 4.670% | 4.776% |
| Jun 30, 2011 | 0.206% | 0.484% | 0.879% | 1.756% | 2.547% | 3.423% | 4.206% | 4.528% | 4.664% | 4.727% |