US Treasury rates, August 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 | 0.350% | 0.192% | -15.8 bp | 0.174%Aug 9, 2011 | 0.350%Aug 1, 2011 |
| 10Y | 2.956% | 2.387% | -56.9 bp | 2.194%Aug 19, 2011 | 2.956%Aug 1, 2011 |
| 30Y | 4.596% | 3.937% | -65.8 bp | 3.711%Aug 19, 2011 | 4.596%Aug 1, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 1, 2011 | 0.264% | 0.350% | 0.579% | 1.325% | 2.094% | 2.956% | 3.759% | 4.177% | 4.428% | 4.596% |
| Aug 2, 2011 | 0.231% | 0.307% | 0.523% | 1.241% | 1.988% | 2.829% | 3.615% | 4.024% | 4.270% | 4.435% |
| Aug 3, 2011 | 0.215% | 0.328% | 0.552% | 1.254% | 1.981% | 2.804% | 3.577% | 3.980% | 4.223% | 4.385% |
| Aug 4, 2011 | 0.128% | 0.249% | 0.489% | 1.126% | 1.790% | 2.626% | 3.474% | 3.838% | 3.958% | 3.973% |
| Aug 5, 2011 | 0.160% | 0.284% | 0.523% | 1.235% | 1.954% | 2.758% | 3.510% | 3.902% | 4.138% | 4.295% |
| Aug 8, 2011 | 0.172% | 0.271% | 0.475% | 1.115% | 1.790% | 2.573% | 3.324% | 3.720% | 3.959% | 4.119% |
| Aug 9, 2011 | 0.105% | 0.174% | 0.367% | 0.934% | 1.551% | 2.355% | 3.220% | 3.641% | 3.828% | 3.908% |
| Aug 10, 2011 | 0.108% | 0.186% | 0.384% | 0.947% | 1.549% | 2.321% | 3.153% | 3.581% | 3.800% | 3.920% |
| Aug 11, 2011 | 0.104% | 0.198% | 0.421% | 1.044% | 1.700% | 2.526% | 3.376% | 3.796% | 4.054% | 4.299% |
| Aug 12, 2011 | 0.111% | 0.191% | 0.397% | 0.981% | 1.604% | 2.405% | 3.274% | 3.730% | 3.971% | 4.108% |
| Aug 15, 2011 | 0.115% | 0.209% | 0.422% | 1.014% | 1.643% | 2.454% | 3.331% | 3.784% | 4.013% | 4.136% |
| Aug 16, 2011 | 0.106% | 0.192% | 0.395% | 0.967% | 1.585% | 2.393% | 3.277% | 3.723% | 3.932% | 4.029% |
| Aug 17, 2011 | 0.100% | 0.191% | 0.387% | 0.934% | 1.528% | 2.311% | 3.179% | 3.619% | 3.819% | 3.903% |
| Aug 18, 2011 | 0.101% | 0.195% | 0.386% | 0.907% | 1.471% | 2.218% | 3.054% | 3.484% | 3.683% | 3.769% |
| Aug 19, 2011 | 0.099% | 0.204% | 0.399% | 0.918% | 1.470% | 2.194% | 2.999% | 3.415% | 3.616% | 3.711% |
| Aug 22, 2011 | 0.097% | 0.213% | 0.417% | 0.949% | 1.505% | 2.227% | 3.023% | 3.437% | 3.642% | 3.746% |
| Aug 23, 2011 | 0.110% | 0.222% | 0.427% | 0.968% | 1.538% | 2.278% | 3.091% | 3.508% | 3.708% | 3.803% |
| Aug 24, 2011 | 0.112% | 0.240% | 0.469% | 1.059% | 1.668% | 2.443% | 3.271% | 3.684% | 3.879% | 3.974% |
| Aug 25, 2011 | 0.082% | 0.201% | 0.420% | 0.996% | 1.598% | 2.374% | 3.215% | 3.641% | 3.844% | 3.941% |
| Aug 26, 2011 | 0.090% | 0.185% | 0.390% | 0.955% | 1.557% | 2.337% | 3.177% | 3.592% | 3.781% | 3.864% |
| Aug 29, 2011 | 0.092% | 0.197% | 0.417% | 1.011% | 1.635% | 2.432% | 3.276% | 3.687% | 3.875% | 3.961% |
| Aug 30, 2011 | 0.091% | 0.187% | 0.391% | 0.953% | 1.552% | 2.326% | 3.162% | 3.576% | 3.767% | 3.854% |
| Aug 31, 2011 | 0.107% | 0.192% | 0.397% | 0.974% | 1.591% | 2.387% | 3.238% | 3.656% | 3.848% | 3.937% |