US Treasury rates, July 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 | 0.516% | 0.343% | -17.3 bp | 0.343%Jul 29, 2011 | 0.516%Jul 1, 2011 |
| 10Y | 3.461% | 3.009% | -45.1 bp | 3.009%Jul 29, 2011 | 3.461%Jul 1, 2011 |
| 30Y | 4.737% | 4.644% | -9.3 bp | 4.596%Jul 11, 2011 | 4.852%Jul 25, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2011 | 0.221% | 0.516% | 0.921% | 1.805% | 2.593% | 3.461% | 4.230% | 4.545% | 4.676% | 4.737% |
| Jul 5, 2011 | 0.193% | 0.457% | 0.841% | 1.711% | 2.507% | 3.403% | 4.212% | 4.543% | 4.677% | 4.735% |
| Jul 6, 2011 | 0.181% | 0.437% | 0.811% | 1.668% | 2.462% | 3.364% | 4.183% | 4.513% | 4.638% | 4.685% |
| Jul 7, 2011 | 0.201% | 0.493% | 0.888% | 1.752% | 2.534% | 3.410% | 4.202% | 4.526% | 4.655% | 4.709% |
| Jul 8, 2011 | 0.179% | 0.404% | 0.756% | 1.586% | 2.369% | 3.269% | 4.094% | 4.429% | 4.555% | 4.602% |
| Jul 11, 2011 | 0.162% | 0.363% | 0.692% | 1.493% | 2.269% | 3.174% | 4.000% | 4.321% | 4.464% | 4.596% |
| Jul 12, 2011 | 0.194% | 0.367% | 0.664% | 1.484% | 2.271% | 3.125% | 3.906% | 4.310% | 4.553% | 4.715% |
| Jul 13, 2011 | 0.194% | 0.360% | 0.655% | 1.471% | 2.256% | 3.107% | 3.887% | 4.290% | 4.532% | 4.694% |
| Jul 14, 2011 | 0.170% | 0.389% | 0.723% | 1.520% | 2.290% | 3.199% | 4.045% | 4.378% | 4.519% | 4.638% |
| Jul 15, 2011 | 0.198% | 0.375% | 0.668% | 1.480% | 2.273% | 3.148% | 3.960% | 4.382% | 4.636% | 4.805% |
| Jul 18, 2011 | 0.169% | 0.364% | 0.681% | 1.459% | 2.228% | 3.162% | 4.078% | 4.466% | 4.605% | 4.641% |
| Jul 19, 2011 | 0.212% | 0.378% | 0.663% | 1.460% | 2.240% | 3.100% | 3.896% | 4.310% | 4.559% | 4.725% |
| Jul 20, 2011 | 0.230% | 0.391% | 0.683% | 1.500% | 2.292% | 3.159% | 3.957% | 4.371% | 4.620% | 4.786% |
| Jul 21, 2011 | 0.229% | 0.414% | 0.729% | 1.573% | 2.372% | 3.233% | 4.022% | 4.430% | 4.676% | 4.839% |
| Jul 22, 2011 | 0.229% | 0.404% | 0.711% | 1.541% | 2.331% | 3.186% | 3.968% | 4.373% | 4.616% | 4.779% |
| Jul 25, 2011 | 0.237% | 0.424% | 0.733% | 1.564% | 2.361% | 3.228% | 4.025% | 4.438% | 4.686% | 4.852% |
| Jul 26, 2011 | 0.247% | 0.405% | 0.696% | 1.515% | 2.311% | 3.182% | 3.984% | 4.400% | 4.651% | 4.817% |
| Jul 27, 2011 | 0.254% | 0.438% | 0.741% | 1.559% | 2.345% | 3.203% | 3.996% | 4.407% | 4.655% | 4.820% |
| Jul 28, 2011 | 0.258% | 0.418% | 0.710% | 1.527% | 2.317% | 3.177% | 3.969% | 4.379% | 4.625% | 4.790% |
| Jul 29, 2011 | 0.264% | 0.343% | 0.581% | 1.355% | 2.140% | 3.009% | 3.811% | 4.227% | 4.477% | 4.644% |