US Treasury rates, January 2012
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 | 0.266% | 0.187% | -7.9 bp | 0.181%Jan 27, 2012 | 0.266%Jan 3, 2012 |
| 10Y | 2.062% | 1.895% | -16.7 bp | 1.895%Jan 31, 2012 | 2.192%Jan 23, 2012 |
| 30Y | 3.126% | 3.081% | -4.5 bp | 3.028%Jan 17, 2012 | 3.300%Jan 24, 2012 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jan 3, 2012 | 0.145% | 0.266% | 0.456% | 0.933% | 1.427% | 2.062% | 2.735% | 3.036% | 3.129% | 3.126% |
| Jan 4, 2012 | 0.136% | 0.256% | 0.449% | 0.938% | 1.445% | 2.098% | 2.789% | 3.093% | 3.183% | 3.175% |
| Jan 5, 2012 | 0.131% | 0.254% | 0.448% | 0.935% | 1.444% | 2.106% | 2.816% | 3.132% | 3.220% | 3.201% |
| Jan 6, 2012 | 0.129% | 0.248% | 0.437% | 0.915% | 1.416% | 2.070% | 2.776% | 3.091% | 3.180% | 3.160% |
| Jan 9, 2012 | 0.123% | 0.240% | 0.426% | 0.900% | 1.401% | 2.059% | 2.775% | 3.096% | 3.185% | 3.160% |
| Jan 10, 2012 | 0.127% | 0.241% | 0.430% | 0.913% | 1.422% | 2.084% | 2.793% | 3.106% | 3.192% | 3.173% |
| Jan 11, 2012 | 0.126% | 0.220% | 0.396% | 0.864% | 1.362% | 2.012% | 2.705% | 3.013% | 3.108% | 3.105% |
| Jan 12, 2012 | 0.119% | 0.223% | 0.405% | 0.879% | 1.380% | 2.029% | 2.720% | 3.026% | 3.117% | 3.108% |
| Jan 13, 2012 | 0.128% | 0.217% | 0.386% | 0.841% | 1.329% | 1.967% | 2.654% | 2.963% | 3.059% | 3.055% |
| Jan 17, 2012 | 0.103% | 0.204% | 0.378% | 0.831% | 1.313% | 1.945% | 2.631% | 2.942% | 3.037% | 3.028% |
| Jan 18, 2012 | 0.120% | 0.218% | 0.393% | 0.857% | 1.351% | 1.998% | 2.696% | 3.009% | 3.104% | 3.095% |
| Jan 19, 2012 | 0.117% | 0.226% | 0.416% | 0.910% | 1.429% | 2.097% | 2.800% | 3.107% | 3.197% | 3.188% |
| Jan 20, 2012 | 0.133% | 0.240% | 0.433% | 0.942% | 1.473% | 2.152% | 2.856% | 3.160% | 3.253% | 3.252% |
| Jan 23, 2012 | 0.121% | 0.237% | 0.439% | 0.962% | 1.505% | 2.192% | 2.902% | 3.206% | 3.299% | 3.298% |
| Jan 24, 2012 | 0.130% | 0.237% | 0.433% | 0.951% | 1.492% | 2.183% | 2.898% | 3.207% | 3.301% | 3.300% |
| Jan 25, 2012 | 0.123% | 0.198% | 0.369% | 0.858% | 1.394% | 2.102% | 2.863% | 3.199% | 3.297% | 3.285% |
| Jan 26, 2012 | 0.111% | 0.182% | 0.345% | 0.814% | 1.337% | 2.041% | 2.818% | 3.170% | 3.269% | 3.245% |
| Jan 27, 2012 | 0.113% | 0.181% | 0.338% | 0.795% | 1.308% | 2.005% | 2.784% | 3.141% | 3.244% | 3.220% |
| Jan 30, 2012 | 0.118% | 0.182% | 0.333% | 0.772% | 1.267% | 1.942% | 2.700% | 3.052% | 3.157% | 3.137% |
| Jan 31, 2012 | 0.135% | 0.187% | 0.326% | 0.748% | 1.231% | 1.895% | 2.646% | 2.997% | 3.101% | 3.081% |