US Treasury rates, April 2012
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 | 0.347% | 0.263% | -8.4 bp | 0.258%Apr 27, 2012 | 0.394%Apr 3, 2012 |
| 10Y | 2.326% | 2.020% | -30.5 bp | 2.020%Apr 30, 2012 | 2.409%Apr 3, 2012 |
| 30Y | 3.505% | 3.281% | -22.4 bp | 3.234%Apr 23, 2012 | 3.573%Apr 3, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Apr 2, 2012 | 0.219% | 0.347% | 0.552% | 1.073% | 1.618% | 2.326% | 3.086% | 3.424% | 3.522% | 3.505% |
| Apr 3, 2012 | 0.260% | 0.394% | 0.608% | 1.145% | 1.700% | 2.409% | 3.154% | 3.480% | 3.579% | 3.573% |
| Apr 4, 2012 | 0.225% | 0.361% | 0.571% | 1.097% | 1.643% | 2.352% | 3.111% | 3.446% | 3.538% | 3.513% |
| Apr 5, 2012 | 0.242% | 0.360% | 0.555% | 1.058% | 1.591% | 2.292% | 3.055% | 3.398% | 3.495% | 3.472% |
| Apr 6, 2012 | 0.212% | 0.317% | 0.491% | 0.951% | 1.454% | 2.143% | 2.933% | 3.303% | 3.394% | 3.335% |
| Apr 9, 2012 | 0.217% | 0.324% | 0.499% | 0.954% | 1.450% | 2.126% | 2.900% | 3.264% | 3.359% | 3.308% |
| Apr 10, 2012 | 0.195% | 0.288% | 0.454% | 0.903% | 1.398% | 2.074% | 2.842% | 3.201% | 3.299% | 3.258% |
| Apr 11, 2012 | 0.211% | 0.302% | 0.471% | 0.931% | 1.437% | 2.122% | 2.892% | 3.250% | 3.351% | 3.321% |
| Apr 12, 2012 | 0.201% | 0.297% | 0.473% | 0.949% | 1.466% | 2.159% | 2.927% | 3.281% | 3.385% | 3.367% |
| Apr 13, 2012 | 0.195% | 0.282% | 0.449% | 0.908% | 1.412% | 2.090% | 2.846% | 3.197% | 3.302% | 3.284% |
| Apr 16, 2012 | 0.207% | 0.293% | 0.455% | 0.901% | 1.395% | 2.066% | 2.826% | 3.180% | 3.279% | 3.247% |
| Apr 17, 2012 | 0.192% | 0.283% | 0.454% | 0.918% | 1.426% | 2.107% | 2.865% | 3.213% | 3.315% | 3.293% |
| Apr 18, 2012 | 0.205% | 0.287% | 0.451% | 0.904% | 1.405% | 2.079% | 2.831% | 3.182% | 3.288% | 3.273% |
| Apr 19, 2012 | 0.169% | 0.274% | 0.446% | 0.897% | 1.386% | 2.050% | 2.809% | 3.172% | 3.282% | 3.256% |
| Apr 20, 2012 | 0.184% | 0.278% | 0.447% | 0.902% | 1.398% | 2.066% | 2.816% | 3.171% | 3.284% | 3.274% |
| Apr 23, 2012 | 0.180% | 0.265% | 0.428% | 0.874% | 1.364% | 2.027% | 2.774% | 3.128% | 3.242% | 3.234% |
| Apr 24, 2012 | 0.199% | 0.281% | 0.446% | 0.901% | 1.399% | 2.067% | 2.810% | 3.159% | 3.276% | 3.278% |
| Apr 25, 2012 | 0.177% | 0.268% | 0.438% | 0.900% | 1.404% | 2.079% | 2.832% | 3.188% | 3.307% | 3.307% |
| Apr 26, 2012 | 0.198% | 0.272% | 0.430% | 0.877% | 1.375% | 2.049% | 2.807% | 3.169% | 3.292% | 3.296% |
| Apr 27, 2012 | 0.167% | 0.258% | 0.423% | 0.869% | 1.360% | 2.028% | 2.789% | 3.158% | 3.281% | 3.277% |
| Apr 30, 2012 | 0.184% | 0.263% | 0.421% | 0.861% | 1.351% | 2.020% | 2.787% | 3.159% | 3.284% | 3.281% |