US Treasury rates, September 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 | 0.175% | 0.285% | +11.0 bp | 0.160%Sep 19, 2011 | 0.293%Sep 29, 2011 |
| 10Y | 2.292% | 2.053% | -23.9 bp | 1.822%Sep 22, 2011 | 2.292%Sep 1, 2011 |
| 30Y | 3.844% | 3.069% | -77.5 bp | 2.977%Sep 22, 2011 | 3.844%Sep 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2011 | 0.096% | 0.175% | 0.368% | 0.919% | 1.515% | 2.292% | 3.137% | 3.559% | 3.755% | 3.844% |
| Sep 2, 2011 | 0.115% | 0.204% | 0.385% | 0.885% | 1.425% | 2.138% | 2.937% | 3.349% | 3.546% | 3.636% |
| Sep 6, 2011 | 0.114% | 0.198% | 0.379% | 0.877% | 1.409% | 2.102% | 2.866% | 3.266% | 3.471% | 3.579% |
| Sep 7, 2011 | 0.103% | 0.207% | 0.402% | 0.919% | 1.468% | 2.184% | 2.976% | 3.386% | 3.586% | 3.683% |
| Sep 8, 2011 | 0.109% | 0.193% | 0.375% | 0.879% | 1.422% | 2.135% | 2.928% | 3.340% | 3.543% | 3.644% |
| Sep 9, 2011 | 0.095% | 0.174% | 0.345% | 0.827% | 1.354% | 2.059% | 2.859% | 3.281% | 3.488% | 3.586% |
| Sep 12, 2011 | 0.117% | 0.212% | 0.392% | 0.873% | 1.388% | 2.069% | 2.838% | 3.248% | 3.454% | 3.557% |
| Sep 13, 2011 | 0.110% | 0.209% | 0.397% | 0.899% | 1.431% | 2.130% | 2.914% | 3.332% | 3.545% | 3.657% |
| Sep 14, 2011 | 0.091% | 0.206% | 0.408% | 0.926% | 1.464% | 2.156% | 2.917% | 3.321% | 3.531% | 3.647% |
| Sep 15, 2011 | 0.092% | 0.201% | 0.412% | 0.963% | 1.527% | 2.234% | 2.983% | 3.368% | 3.569% | 3.685% |
| Sep 16, 2011 | 0.095% | 0.195% | 0.402% | 0.952% | 1.521% | 2.231% | 2.964% | 3.329% | 3.537% | 3.708% |
| Sep 19, 2011 | 0.072% | 0.160% | 0.351% | 0.868% | 1.410% | 2.103% | 2.847% | 3.231% | 3.430% | 3.540% |
| Sep 20, 2011 | 0.083% | 0.169% | 0.356% | 0.863% | 1.399% | 2.086% | 2.829% | 3.213% | 3.409% | 3.516% |
| Sep 21, 2011 | 0.121% | 0.233% | 0.416% | 0.882% | 1.369% | 2.001% | 2.697% | 3.047% | 3.206% | 3.272% |
| Sep 22, 2011 | 0.105% | 0.215% | 0.381% | 0.796% | 1.236% | 1.822% | 2.489% | 2.824% | 2.954% | 2.977% |
| Sep 23, 2011 | 0.126% | 0.250% | 0.436% | 0.892% | 1.358% | 1.957% | 2.608% | 2.927% | 3.060% | 3.104% |
| Sep 26, 2011 | 0.140% | 0.267% | 0.460% | 0.934% | 1.417% | 2.035% | 2.703% | 3.031% | 3.173% | 3.226% |
| Sep 27, 2011 | 0.142% | 0.279% | 0.485% | 0.987% | 1.496% | 2.140% | 2.821% | 3.142% | 3.268% | 3.305% |
| Sep 28, 2011 | 0.143% | 0.285% | 0.494% | 0.998% | 1.510% | 2.162% | 2.856% | 3.176% | 3.292% | 3.311% |
| Sep 29, 2011 | 0.156% | 0.293% | 0.495% | 0.986% | 1.484% | 2.120% | 2.794% | 3.102% | 3.208% | 3.221% |
| Sep 30, 2011 | 0.154% | 0.285% | 0.480% | 0.956% | 1.439% | 2.053% | 2.697% | 2.983% | 3.071% | 3.069% |