US Treasury rates, March 2013

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.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%Mar 1, 2013Mar 28, 2013Mar 1, 20132Y zero rate0.225%10Y zero rate1.911%30Y zero rate3.207%Mar 4, 20132Y zero rate0.233%10Y zero rate1.935%30Y zero rate3.232%Mar 5, 20132Y zero rate0.234%10Y zero rate1.956%30Y zero rate3.246%Mar 6, 20132Y zero rate0.245%10Y zero rate2.006%30Y zero rate3.296%Mar 7, 20132Y zero rate0.260%10Y zero rate2.070%30Y zero rate3.356%Mar 8, 20132Y zero rate0.263%10Y zero rate2.149%30Y zero rate3.423%Mar 11, 20132Y zero rate0.262%10Y zero rate2.147%30Y zero rate3.416%Mar 12, 20132Y zero rate0.266%10Y zero rate2.109%30Y zero rate3.376%Mar 13, 20132Y zero rate0.263%10Y zero rate2.111%30Y zero rate3.375%Mar 14, 20132Y zero rate0.262%10Y zero rate2.116%30Y zero rate3.394%Mar 15, 20132Y zero rate0.252%10Y zero rate2.072%30Y zero rate3.378%Mar 18, 20132Y zero rate0.241%10Y zero rate2.017%30Y zero rate3.336%Mar 19, 20132Y zero rate0.237%10Y zero rate1.971%30Y zero rate3.292%Mar 20, 20132Y zero rate0.244%10Y zero rate2.021%30Y zero rate3.358%Mar 21, 20132Y zero rate0.246%10Y zero rate1.996%30Y zero rate3.312%Mar 22, 20132Y zero rate0.247%10Y zero rate1.980%30Y zero rate3.292%Mar 25, 20132Y zero rate0.243%10Y zero rate1.979%30Y zero rate3.296%Mar 26, 20132Y zero rate0.244%10Y zero rate1.966%30Y zero rate3.282%Mar 27, 20132Y zero rate0.234%10Y zero rate1.908%30Y zero rate3.246%Mar 28, 20132Y zero rate0.244%10Y zero rate1.915%30Y zero rate3.269%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across March 2013.
TenorFirstLastChangeLowHigh
2Y0.225%0.244%+2.0 bp0.225%Mar 1, 20130.266%Mar 12, 2013
10Y1.911%1.915%+0.3 bp1.908%Mar 27, 20132.149%Mar 8, 2013
30Y3.207%3.269%+6.2 bp3.207%Mar 1, 20133.423%Mar 8, 2013

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

Zero rate at each of the 10 fitted maturities, for every fitted trading day in March 2013.
Date1Y2Y3Y5Y7Y10Y15Y20Y25Y30Y
Mar 1, 20130.162%0.225%0.365%0.776%1.248%1.911%2.697%3.090%3.220%3.207%
Mar 4, 20130.178%0.233%0.371%0.785%1.264%1.935%2.722%3.111%3.241%3.232%
Mar 5, 20130.163%0.234%0.381%0.804%1.284%1.956%2.746%3.138%3.265%3.246%
Mar 6, 20130.170%0.245%0.399%0.834%1.325%2.006%2.800%3.189%3.314%3.296%
Mar 7, 20130.180%0.260%0.422%0.877%1.383%2.070%2.852%3.230%3.357%3.356%
Mar 8, 20130.172%0.263%0.440%0.924%1.450%2.149%2.920%3.283%3.411%3.423%
Mar 11, 20130.162%0.262%0.443%0.926%1.449%2.147%2.924%3.292%3.415%3.416%
Mar 12, 20130.181%0.266%0.435%0.903%1.417%2.109%2.883%3.251%3.374%3.376%
Mar 13, 20130.166%0.263%0.439%0.910%1.422%2.111%2.885%3.254%3.377%3.375%
Mar 14, 20130.159%0.262%0.439%0.910%1.422%2.116%2.907%3.288%3.409%3.394%
Mar 15, 20130.165%0.252%0.417%0.872%1.377%2.072%2.874%3.265%3.392%3.378%
Mar 18, 20130.159%0.241%0.399%0.840%1.334%2.017%2.812%3.207%3.341%3.336%
Mar 19, 20130.165%0.237%0.386%0.813%1.297%1.971%2.761%3.157%3.294%3.292%
Mar 20, 20130.169%0.244%0.399%0.840%1.336%2.021%2.819%3.216%3.356%3.358%
Mar 21, 20130.161%0.246%0.403%0.837%1.323%1.996%2.787%3.183%3.319%3.312%
Mar 22, 20130.164%0.247%0.401%0.830%1.312%1.980%2.768%3.163%3.299%3.292%
Mar 25, 20130.164%0.243%0.396%0.824%1.306%1.979%2.774%3.173%3.307%3.296%
Mar 26, 20130.165%0.244%0.395%0.817%1.295%1.966%2.767%3.171%3.303%3.282%
Mar 27, 20130.162%0.234%0.376%0.780%1.245%1.908%2.715%3.132%3.270%3.246%
Mar 28, 20130.171%0.244%0.387%0.792%1.256%1.915%2.715%3.132%3.279%3.269%

Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.

A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.

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Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.