US Treasury rates, February 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 | 0.192% | 0.293% | +10.0 bp | 0.192%Feb 1, 2012 | 0.306%Feb 23, 2012 |
| 10Y | 1.940% | 2.052% | +11.2 bp | 1.920%Feb 2, 2012 | 2.142%Feb 21, 2012 |
| 30Y | 3.157% | 3.223% | +6.6 bp | 3.157%Feb 1, 2012 | 3.352%Feb 21, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 1, 2012 | 0.141% | 0.192% | 0.335% | 0.766% | 1.261% | 1.940% | 2.709% | 3.068% | 3.176% | 3.157% |
| Feb 2, 2012 | 0.152% | 0.196% | 0.331% | 0.752% | 1.241% | 1.920% | 2.697% | 3.067% | 3.180% | 3.162% |
| Feb 3, 2012 | 0.149% | 0.213% | 0.367% | 0.821% | 1.335% | 2.038% | 2.830% | 3.200% | 3.311% | 3.292% |
| Feb 6, 2012 | 0.146% | 0.204% | 0.353% | 0.797% | 1.302% | 1.995% | 2.780% | 3.145% | 3.252% | 3.227% |
| Feb 7, 2012 | 0.157% | 0.228% | 0.390% | 0.856% | 1.375% | 2.077% | 2.857% | 3.212% | 3.313% | 3.290% |
| Feb 8, 2012 | 0.165% | 0.235% | 0.395% | 0.860% | 1.379% | 2.080% | 2.854% | 3.207% | 3.308% | 3.287% |
| Feb 9, 2012 | 0.180% | 0.256% | 0.422% | 0.894% | 1.417% | 2.118% | 2.892% | 3.249% | 3.358% | 3.347% |
| Feb 10, 2012 | 0.166% | 0.244% | 0.403% | 0.850% | 1.350% | 2.033% | 2.810% | 3.174% | 3.277% | 3.245% |
| Feb 13, 2012 | 0.202% | 0.277% | 0.436% | 0.885% | 1.386% | 2.069% | 2.839% | 3.200% | 3.308% | 3.286% |
| Feb 14, 2012 | 0.207% | 0.275% | 0.424% | 0.852% | 1.334% | 1.997% | 2.754% | 3.114% | 3.222% | 3.200% |
| Feb 15, 2012 | 0.171% | 0.250% | 0.407% | 0.846% | 1.336% | 2.009% | 2.779% | 3.148% | 3.263% | 3.243% |
| Feb 16, 2012 | 0.189% | 0.281% | 0.450% | 0.905% | 1.402% | 2.074% | 2.832% | 3.192% | 3.307% | 3.296% |
| Feb 17, 2012 | 0.173% | 0.278% | 0.455% | 0.919% | 1.422% | 2.099% | 2.863% | 3.224% | 3.335% | 3.316% |
| Feb 21, 2012 | 0.191% | 0.300% | 0.482% | 0.955% | 1.463% | 2.142% | 2.900% | 3.256% | 3.366% | 3.352% |
| Feb 22, 2012 | 0.178% | 0.281% | 0.455% | 0.916% | 1.415% | 2.090% | 2.853% | 3.213% | 3.322% | 3.299% |
| Feb 23, 2012 | 0.216% | 0.306% | 0.470% | 0.914% | 1.402% | 2.066% | 2.825% | 3.189% | 3.302% | 3.283% |
| Feb 24, 2012 | 0.193% | 0.305% | 0.480% | 0.927% | 1.408% | 2.057% | 2.799% | 3.157% | 3.269% | 3.251% |
| Feb 27, 2012 | 0.196% | 0.284% | 0.443% | 0.876% | 1.352% | 1.997% | 2.732% | 3.086% | 3.201% | 3.193% |
| Feb 28, 2012 | 0.200% | 0.287% | 0.446% | 0.880% | 1.359% | 2.011% | 2.758% | 3.118% | 3.235% | 3.223% |
| Feb 29, 2012 | 0.194% | 0.293% | 0.462% | 0.910% | 1.397% | 2.052% | 2.791% | 3.139% | 3.244% | 3.223% |