US Treasury rates, October 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 | 0.265% | 0.247% | -1.8 bp | 0.247%Oct 31, 2011 | 0.353%Oct 11, 2011 |
| 10Y | 1.916% | 2.297% | +38.1 bp | 1.916%Oct 3, 2011 | 2.583%Oct 27, 2011 |
| 30Y | 2.917% | 3.325% | +40.8 bp | 2.917%Oct 3, 2011 | 3.699%Oct 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 3, 2011 | 0.151% | 0.265% | 0.441% | 0.879% | 1.331% | 1.916% | 2.543% | 2.827% | 2.918% | 2.917% |
| Oct 4, 2011 | 0.163% | 0.283% | 0.462% | 0.901% | 1.353% | 1.933% | 2.555% | 2.840% | 2.933% | 2.936% |
| Oct 5, 2011 | 0.159% | 0.294% | 0.493% | 0.971% | 1.448% | 2.042% | 2.656% | 2.931% | 3.032% | 3.053% |
| Oct 6, 2011 | 0.142% | 0.302% | 0.521% | 1.027% | 1.522% | 2.130% | 2.749% | 3.022% | 3.118% | 3.136% |
| Oct 7, 2011 | 0.167% | 0.336% | 0.569% | 1.103% | 1.616% | 2.229% | 2.831% | 3.087% | 3.179% | 3.202% |
| Oct 11, 2011 | 0.164% | 0.353% | 0.603% | 1.164% | 1.691% | 2.314% | 2.916% | 3.174% | 3.271% | 3.301% |
| Oct 12, 2011 | 0.138% | 0.329% | 0.591% | 1.184% | 1.738% | 2.384% | 2.997% | 3.257% | 3.358% | 3.396% |
| Oct 13, 2011 | 0.147% | 0.316% | 0.560% | 1.132% | 1.683% | 2.336% | 2.955% | 3.203% | 3.299% | 3.363% |
| Oct 14, 2011 | 0.140% | 0.299% | 0.550% | 1.150% | 1.729% | 2.409% | 3.035% | 3.275% | 3.367% | 3.437% |
| Oct 17, 2011 | 0.145% | 0.294% | 0.531% | 1.104% | 1.662% | 2.323% | 2.939% | 3.181% | 3.277% | 3.351% |
| Oct 18, 2011 | 0.144% | 0.290% | 0.525% | 1.097% | 1.661% | 2.336% | 2.976% | 3.228% | 3.326% | 3.400% |
| Oct 19, 2011 | 0.154% | 0.290% | 0.516% | 1.080% | 1.640% | 2.318% | 2.967% | 3.224% | 3.324% | 3.397% |
| Oct 20, 2011 | 0.138% | 0.284% | 0.518% | 1.093% | 1.660% | 2.340% | 2.985% | 3.243% | 3.344% | 3.417% |
| Oct 21, 2011 | 0.128% | 0.284% | 0.525% | 1.107% | 1.680% | 2.374% | 3.056% | 3.343% | 3.441% | 3.460% |
| Oct 24, 2011 | 0.174% | 0.302% | 0.521% | 1.136% | 1.735% | 2.391% | 2.993% | 3.305% | 3.493% | 3.618% |
| Oct 25, 2011 | 0.149% | 0.265% | 0.464% | 1.044% | 1.622% | 2.262% | 2.853% | 3.160% | 3.345% | 3.468% |
| Oct 26, 2011 | 0.147% | 0.296% | 0.533% | 1.114% | 1.685% | 2.369% | 3.015% | 3.270% | 3.370% | 3.449% |
| Oct 27, 2011 | 0.167% | 0.328% | 0.591% | 1.230% | 1.851% | 2.583% | 3.258% | 3.517% | 3.619% | 3.699% |
| Oct 28, 2011 | 0.142% | 0.299% | 0.549% | 1.159% | 1.761% | 2.485% | 3.184% | 3.464% | 3.547% | 3.552% |
| Oct 31, 2011 | 0.135% | 0.247% | 0.462% | 1.023% | 1.595% | 2.297% | 2.981% | 3.253% | 3.328% | 3.325% |