US Treasury rates, May 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 | 0.277% | 0.276% | -0.1 bp | 0.254%May 7, 2012 | 0.328%May 29, 2012 |
| 10Y | 2.053% | 1.611% | -44.2 bp | 1.611%May 31, 2012 | 2.053%May 1, 2012 |
| 30Y | 3.322% | 2.811% | -51.1 bp | 2.811%May 31, 2012 | 3.322%May 1, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| May 1, 2012 | 0.200% | 0.277% | 0.436% | 0.882% | 1.378% | 2.053% | 2.820% | 3.191% | 3.319% | 3.322% |
| May 2, 2012 | 0.192% | 0.269% | 0.426% | 0.864% | 1.352% | 2.017% | 2.775% | 3.144% | 3.272% | 3.276% |
| May 3, 2012 | 0.192% | 0.271% | 0.428% | 0.869% | 1.359% | 2.025% | 2.783% | 3.151% | 3.277% | 3.280% |
| May 4, 2012 | 0.192% | 0.258% | 0.405% | 0.830% | 1.309% | 1.967% | 2.722% | 3.093% | 3.226% | 3.236% |
| May 7, 2012 | 0.181% | 0.254% | 0.405% | 0.834% | 1.314% | 1.971% | 2.726% | 3.096% | 3.226% | 3.232% |
| May 8, 2012 | 0.188% | 0.257% | 0.402% | 0.816% | 1.283% | 1.930% | 2.684% | 3.060% | 3.193% | 3.196% |
| May 9, 2012 | 0.189% | 0.264% | 0.409% | 0.817% | 1.277% | 1.917% | 2.673% | 3.056% | 3.193% | 3.196% |
| May 10, 2012 | 0.185% | 0.260% | 0.410% | 0.830% | 1.299% | 1.943% | 2.690% | 3.067% | 3.211% | 3.232% |
| May 11, 2012 | 0.210% | 0.268% | 0.404% | 0.803% | 1.259% | 1.893% | 2.637% | 3.015% | 3.159% | 3.179% |
| May 14, 2012 | 0.208% | 0.266% | 0.397% | 0.778% | 1.216% | 1.831% | 2.564% | 2.943% | 3.086% | 3.100% |
| May 15, 2012 | 0.208% | 0.272% | 0.404% | 0.781% | 1.209% | 1.808% | 2.524% | 2.899% | 3.049% | 3.076% |
| May 16, 2012 | 0.214% | 0.293% | 0.413% | 0.780% | 1.209% | 1.803% | 2.512% | 2.894% | 3.039% | 3.023% |
| May 17, 2012 | 0.228% | 0.310% | 0.426% | 0.772% | 1.175% | 1.736% | 2.412% | 2.784% | 2.933% | 2.929% |
| May 18, 2012 | 0.228% | 0.307% | 0.440% | 0.795% | 1.190% | 1.745% | 2.419% | 2.781% | 2.926% | 2.947% |
| May 21, 2012 | 0.207% | 0.293% | 0.433% | 0.801% | 1.206% | 1.770% | 2.444% | 2.796% | 2.927% | 2.935% |
| May 22, 2012 | 0.216% | 0.302% | 0.445% | 0.822% | 1.238% | 1.815% | 2.504% | 2.868% | 3.013% | 3.035% |
| May 23, 2012 | 0.218% | 0.308% | 0.426% | 0.778% | 1.189% | 1.758% | 2.438% | 2.802% | 2.937% | 2.916% |
| May 24, 2012 | 0.219% | 0.310% | 0.454% | 0.827% | 1.235% | 1.800% | 2.478% | 2.838% | 2.985% | 3.010% |
| May 25, 2012 | 0.221% | 0.305% | 0.444% | 0.809% | 1.213% | 1.778% | 2.460% | 2.825% | 2.974% | 3.000% |
| May 29, 2012 | 0.235% | 0.328% | 0.449% | 0.799% | 1.206% | 1.774% | 2.460% | 2.835% | 2.981% | 2.970% |
| May 30, 2012 | 0.205% | 0.286% | 0.396% | 0.721% | 1.107% | 1.657% | 2.330% | 2.700% | 2.844% | 2.832% |
| May 31, 2012 | 0.226% | 0.276% | 0.385% | 0.705% | 1.077% | 1.611% | 2.272% | 2.634% | 2.784% | 2.811% |