US Treasury rates, July 2013
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 | 0.386% | 0.335% | -5.0 bp | 0.333%Jul 30, 2013 | 0.448%Jul 5, 2013 |
| 10Y | 2.623% | 2.754% | +13.1 bp | 2.614%Jul 2, 2013 | 2.888%Jul 5, 2013 |
| 30Y | 3.629% | 3.827% | +19.8 bp | 3.623%Jul 2, 2013 | 3.865%Jul 30, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2013 | 0.152% | 0.386% | 0.708% | 1.388% | 1.976% | 2.623% | 3.229% | 3.499% | 3.604% | 3.629% |
| Jul 2, 2013 | 0.154% | 0.382% | 0.699% | 1.376% | 1.965% | 2.614% | 3.219% | 3.487% | 3.593% | 3.623% |
| Jul 3, 2013 | 0.156% | 0.398% | 0.728% | 1.419% | 2.010% | 2.653% | 3.249% | 3.514% | 3.616% | 3.634% |
| Jul 5, 2013 | 0.165% | 0.448% | 0.830% | 1.604% | 2.237% | 2.888% | 3.453% | 3.696% | 3.806% | 3.858% |
| Jul 8, 2013 | 0.143% | 0.402% | 0.762% | 1.513% | 2.144% | 2.807% | 3.386% | 3.638% | 3.755% | 3.815% |
| Jul 9, 2013 | 0.153% | 0.405% | 0.758% | 1.501% | 2.129% | 2.798% | 3.399% | 3.663% | 3.777% | 3.824% |
| Jul 10, 2013 | 0.149% | 0.411% | 0.776% | 1.534% | 2.171% | 2.844% | 3.443% | 3.703% | 3.815% | 3.862% |
| Jul 11, 2013 | 0.141% | 0.366% | 0.695% | 1.412% | 2.043% | 2.735% | 3.373% | 3.657% | 3.774% | 3.812% |
| Jul 12, 2013 | 0.143% | 0.383% | 0.717% | 1.433% | 2.058% | 2.744% | 3.378% | 3.661% | 3.777% | 3.815% |
| Jul 15, 2013 | 0.129% | 0.372% | 0.699% | 1.400% | 2.018% | 2.704% | 3.340% | 3.623% | 3.742% | 3.786% |
| Jul 16, 2013 | 0.121% | 0.360% | 0.684% | 1.382% | 1.999% | 2.682% | 3.314% | 3.594% | 3.714% | 3.762% |
| Jul 17, 2013 | 0.137% | 0.341% | 0.648% | 1.337% | 1.956% | 2.651% | 3.303% | 3.594% | 3.713% | 3.750% |
| Jul 18, 2013 | 0.138% | 0.343% | 0.655% | 1.359% | 1.993% | 2.702% | 3.357% | 3.648% | 3.776% | 3.834% |
| Jul 19, 2013 | 0.141% | 0.341% | 0.642% | 1.323% | 1.943% | 2.640% | 3.287% | 3.573% | 3.700% | 3.759% |
| Jul 22, 2013 | 0.150% | 0.341% | 0.640% | 1.322% | 1.941% | 2.637% | 3.286% | 3.570% | 3.685% | 3.725% |
| Jul 23, 2013 | 0.136% | 0.344% | 0.649% | 1.335% | 1.961% | 2.666% | 3.317% | 3.597% | 3.714% | 3.762% |
| Jul 24, 2013 | 0.125% | 0.367% | 0.693% | 1.404% | 2.040% | 2.748% | 3.391% | 3.665% | 3.782% | 3.835% |
| Jul 25, 2013 | 0.124% | 0.351% | 0.673% | 1.390% | 2.034% | 2.748% | 3.392% | 3.667% | 3.790% | 3.852% |
| Jul 26, 2013 | 0.135% | 0.333% | 0.648% | 1.369% | 2.015% | 2.722% | 3.350% | 3.619% | 3.742% | 3.806% |
| Jul 29, 2013 | 0.130% | 0.335% | 0.656% | 1.384% | 2.039% | 2.758% | 3.397% | 3.669% | 3.792% | 3.855% |
| Jul 30, 2013 | 0.115% | 0.333% | 0.660% | 1.395% | 2.054% | 2.776% | 3.416% | 3.684% | 3.803% | 3.865% |
| Jul 31, 2013 | 0.118% | 0.335% | 0.659% | 1.387% | 2.039% | 2.754% | 3.387% | 3.651% | 3.768% | 3.827% |