US Treasury rates, March 2012
Zero rates at all 10 fitted maturities on each of 22 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 | 0.287% | 0.352% | +6.5 bp | 0.271%Mar 6, 2012 | 0.426%Mar 20, 2012 |
| 10Y | 2.119% | 2.340% | +22.1 bp | 2.029%Mar 6, 2012 | 2.506%Mar 19, 2012 |
| 30Y | 3.292% | 3.504% | +21.2 bp | 3.221%Mar 6, 2012 | 3.644%Mar 19, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Mar 1, 2012 | 0.184% | 0.287% | 0.464% | 0.935% | 1.442% | 2.119% | 2.869% | 3.214% | 3.314% | 3.292% |
| Mar 2, 2012 | 0.184% | 0.271% | 0.436% | 0.890% | 1.390% | 2.068% | 2.832% | 3.187% | 3.285% | 3.253% |
| Mar 5, 2012 | 0.202% | 0.293% | 0.461% | 0.916% | 1.414% | 2.086% | 2.841% | 3.193% | 3.299% | 3.278% |
| Mar 6, 2012 | 0.180% | 0.271% | 0.434% | 0.877% | 1.365% | 2.029% | 2.788% | 3.146% | 3.250% | 3.221% |
| Mar 7, 2012 | 0.215% | 0.299% | 0.459% | 0.900% | 1.390% | 2.058% | 2.820% | 3.182% | 3.291% | 3.268% |
| Mar 8, 2012 | 0.205% | 0.309% | 0.482% | 0.937% | 1.433% | 2.108% | 2.880% | 3.249% | 3.357% | 3.326% |
| Mar 9, 2012 | 0.204% | 0.317% | 0.495% | 0.953% | 1.449% | 2.123% | 2.894% | 3.261% | 3.364% | 3.323% |
| Mar 12, 2012 | 0.219% | 0.329% | 0.505% | 0.961% | 1.453% | 2.119% | 2.877% | 3.237% | 3.339% | 3.304% |
| Mar 13, 2012 | 0.227% | 0.360% | 0.555% | 1.037% | 1.545% | 2.223% | 2.984% | 3.339% | 3.436% | 3.398% |
| Mar 14, 2012 | 0.248% | 0.419% | 0.646% | 1.175% | 1.709% | 2.400% | 3.152% | 3.497% | 3.596% | 3.571% |
| Mar 15, 2012 | 0.239% | 0.392% | 0.614% | 1.150% | 1.698% | 2.403% | 3.155% | 3.490% | 3.586% | 3.566% |
| Mar 16, 2012 | 0.223% | 0.387% | 0.619% | 1.172% | 1.726% | 2.425% | 3.155% | 3.477% | 3.576% | 3.573% |
| Mar 19, 2012 | 0.236% | 0.416% | 0.663% | 1.238% | 1.805% | 2.506% | 3.225% | 3.538% | 3.639% | 3.644% |
| Mar 20, 2012 | 0.229% | 0.426% | 0.681% | 1.255% | 1.812% | 2.500% | 3.207% | 3.516% | 3.615% | 3.619% |
| Mar 21, 2012 | 0.211% | 0.394% | 0.637% | 1.192% | 1.738% | 2.421% | 3.130% | 3.443% | 3.539% | 3.536% |
| Mar 22, 2012 | 0.223% | 0.389% | 0.622% | 1.171% | 1.720% | 2.407% | 3.119% | 3.431% | 3.529% | 3.529% |
| Mar 23, 2012 | 0.208% | 0.374% | 0.604% | 1.145% | 1.683% | 2.360% | 3.065% | 3.375% | 3.471% | 3.468% |
| Mar 26, 2012 | 0.205% | 0.361% | 0.588% | 1.132% | 1.678% | 2.364% | 3.075% | 3.387% | 3.485% | 3.486% |
| Mar 27, 2012 | 0.203% | 0.341% | 0.551% | 1.074% | 1.613% | 2.303% | 3.033% | 3.358% | 3.458% | 3.451% |
| Mar 28, 2012 | 0.211% | 0.351% | 0.564% | 1.088% | 1.625% | 2.314% | 3.045% | 3.371% | 3.471% | 3.465% |
| Mar 29, 2012 | 0.204% | 0.344% | 0.551% | 1.059% | 1.585% | 2.269% | 3.010% | 3.345% | 3.441% | 3.420% |
| Mar 30, 2012 | 0.219% | 0.352% | 0.561% | 1.088% | 1.635% | 2.340% | 3.089% | 3.420% | 3.517% | 3.504% |