US Treasury rates, September 2012
Zero rates at all 10 fitted maturities on each of 19 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 | 0.217% | 0.215% | -0.2 bp | 0.215%Sep 28, 2012 | 0.263%Sep 26, 2012 |
| 10Y | 1.623% | 1.669% | +4.6 bp | 1.623%Sep 4, 2012 | 1.929%Sep 14, 2012 |
| 30Y | 2.781% | 2.909% | +12.8 bp | 2.781%Sep 4, 2012 | 3.196%Sep 14, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 4, 2012 | 0.177% | 0.217% | 0.327% | 0.662% | 1.058% | 1.623% | 2.307% | 2.660% | 2.784% | 2.781% |
| Sep 5, 2012 | 0.178% | 0.219% | 0.328% | 0.665% | 1.064% | 1.637% | 2.332% | 2.687% | 2.807% | 2.794% |
| Sep 6, 2012 | 0.188% | 0.240% | 0.361% | 0.721% | 1.137% | 1.724% | 2.423% | 2.778% | 2.902% | 2.901% |
| Sep 7, 2012 | 0.185% | 0.229% | 0.344% | 0.695% | 1.111% | 1.707% | 2.432% | 2.804% | 2.930% | 2.915% |
| Sep 10, 2012 | 0.183% | 0.231% | 0.349% | 0.705% | 1.123% | 1.721% | 2.445% | 2.818% | 2.944% | 2.929% |
| Sep 11, 2012 | 0.177% | 0.230% | 0.353% | 0.715% | 1.136% | 1.735% | 2.456% | 2.824% | 2.949% | 2.936% |
| Sep 12, 2012 | 0.173% | 0.224% | 0.354% | 0.742% | 1.190% | 1.814% | 2.542% | 2.903% | 3.029% | 3.032% |
| Sep 13, 2012 | 0.172% | 0.216% | 0.335% | 0.706% | 1.147% | 1.783% | 2.557% | 2.951% | 3.077% | 3.048% |
| Sep 14, 2012 | 0.176% | 0.233% | 0.370% | 0.782% | 1.259% | 1.929% | 2.717% | 3.102% | 3.221% | 3.196% |
| Sep 17, 2012 | 0.167% | 0.234% | 0.374% | 0.778% | 1.241% | 1.894% | 2.670% | 3.052% | 3.166% | 3.129% |
| Sep 18, 2012 | 0.178% | 0.237% | 0.369% | 0.759% | 1.214% | 1.861% | 2.640% | 3.029% | 3.142% | 3.099% |
| Sep 19, 2012 | 0.191% | 0.241% | 0.366% | 0.747% | 1.195% | 1.836% | 2.607% | 2.991% | 3.104% | 3.061% |
| Sep 20, 2012 | 0.194% | 0.247% | 0.373% | 0.752% | 1.197% | 1.834% | 2.603% | 2.985% | 3.094% | 3.047% |
| Sep 21, 2012 | 0.181% | 0.237% | 0.361% | 0.732% | 1.171% | 1.807% | 2.590% | 2.987% | 3.097% | 3.032% |
| Sep 24, 2012 | 0.202% | 0.248% | 0.363% | 0.718% | 1.144% | 1.769% | 2.546% | 2.943% | 3.054% | 2.989% |
| Sep 25, 2012 | 0.191% | 0.244% | 0.359% | 0.703% | 1.114% | 1.720% | 2.486% | 2.887% | 3.000% | 2.929% |
| Sep 26, 2012 | 0.206% | 0.263% | 0.345% | 0.649% | 1.056% | 1.663% | 2.411% | 2.801% | 2.921% | 2.858% |
| Sep 27, 2012 | 0.197% | 0.237% | 0.343% | 0.675% | 1.079% | 1.676% | 2.432% | 2.834% | 2.962% | 2.920% |
| Sep 28, 2012 | 0.176% | 0.215% | 0.322% | 0.659% | 1.067% | 1.669% | 2.426% | 2.824% | 2.950% | 2.909% |