US Treasury rates, June 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.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.307% | 0.397% | +9.0 bp | 0.294%Jun 18, 2013 | 0.453%Jun 25, 2013 |
| 10Y | 2.219% | 2.649% | +43.1 bp | 2.173%Jun 6, 2013 | 2.723%Jun 25, 2013 |
| 30Y | 3.443% | 3.684% | +24.0 bp | 3.412%Jun 6, 2013 | 3.775%Jun 25, 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
| Date | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 15Y | 20Y | 25Y | 30Y |
|---|---|---|---|---|---|---|---|---|---|---|
| Jun 3, 2013 | 0.160% | 0.307% | 0.520% | 1.032% | 1.552% | 2.219% | 2.938% | 3.282% | 3.414% | 3.443% |
| Jun 4, 2013 | 0.154% | 0.311% | 0.530% | 1.050% | 1.574% | 2.242% | 2.964% | 3.311% | 3.448% | 3.482% |
| Jun 5, 2013 | 0.160% | 0.306% | 0.517% | 1.024% | 1.539% | 2.198% | 2.911% | 3.255% | 3.393% | 3.429% |
| Jun 6, 2013 | 0.155% | 0.306% | 0.516% | 1.015% | 1.521% | 2.173% | 2.889% | 3.239% | 3.378% | 3.412% |
| Jun 7, 2013 | 0.166% | 0.330% | 0.559% | 1.094% | 1.621% | 2.279% | 2.981% | 3.327% | 3.475% | 3.522% |
| Jun 10, 2013 | 0.162% | 0.341% | 0.582% | 1.129% | 1.661% | 2.323% | 3.028% | 3.373% | 3.517% | 3.558% |
| Jun 11, 2013 | 0.163% | 0.351% | 0.589% | 1.123% | 1.645% | 2.301% | 3.003% | 3.343% | 3.478% | 3.513% |
| Jun 12, 2013 | 0.169% | 0.358% | 0.603% | 1.154% | 1.686% | 2.345% | 3.044% | 3.384% | 3.525% | 3.563% |
| Jun 13, 2013 | 0.156% | 0.339% | 0.576% | 1.113% | 1.637% | 2.291% | 2.989% | 3.331% | 3.477% | 3.527% |
| Jun 14, 2013 | 0.141% | 0.299% | 0.520% | 1.045% | 1.570% | 2.236% | 2.953% | 3.302% | 3.445% | 3.487% |
| Jun 17, 2013 | 0.153% | 0.296% | 0.519% | 1.065% | 1.613% | 2.297% | 3.016% | 3.361% | 3.504% | 3.552% |
| Jun 18, 2013 | 0.149% | 0.294% | 0.520% | 1.070% | 1.620% | 2.302% | 3.011% | 3.348% | 3.491% | 3.543% |
| Jun 19, 2013 | 0.153% | 0.343% | 0.620% | 1.236% | 1.798% | 2.448% | 3.099% | 3.414% | 3.548% | 3.589% |
| Jun 20, 2013 | 0.152% | 0.365% | 0.664% | 1.307% | 1.877% | 2.533% | 3.196% | 3.520% | 3.649% | 3.667% |
| Jun 21, 2013 | 0.167% | 0.414% | 0.743% | 1.419% | 1.997% | 2.643% | 3.281% | 3.589% | 3.714% | 3.739% |
| Jun 24, 2013 | 0.193% | 0.450% | 0.786% | 1.476% | 2.061% | 2.699% | 3.301% | 3.577% | 3.694% | 3.734% |
| Jun 25, 2013 | 0.191% | 0.453% | 0.792% | 1.485% | 2.074% | 2.723% | 3.341% | 3.627% | 3.744% | 3.775% |
| Jun 26, 2013 | 0.178% | 0.418% | 0.751% | 1.442% | 2.030% | 2.676% | 3.298% | 3.593% | 3.722% | 3.765% |
| Jun 27, 2013 | 0.177% | 0.391% | 0.704% | 1.375% | 1.959% | 2.609% | 3.243% | 3.545% | 3.674% | 3.713% |
| Jun 28, 2013 | 0.188% | 0.397% | 0.717% | 1.407% | 2.002% | 2.649% | 3.255% | 3.531% | 3.647% | 3.684% |