US Treasury rates, August 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 | 0.361% | 0.432% | +7.1 bp | 0.324%Aug 2, 2013 | 0.442%Aug 22, 2013 |
| 10Y | 2.911% | 2.919% | +0.8 bp | 2.739%Aug 9, 2013 | 3.057%Aug 22, 2013 |
| 30Y | 3.971% | 3.977% | +0.6 bp | 3.861%Aug 9, 2013 | 4.226%Aug 19, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 1, 2013 | 0.130% | 0.361% | 0.715% | 1.500% | 2.185% | 2.911% | 3.529% | 3.786% | 3.905% | 3.971% |
| Aug 2, 2013 | 0.123% | 0.324% | 0.642% | 1.377% | 2.046% | 2.787% | 3.443% | 3.714% | 3.831% | 3.888% |
| Aug 5, 2013 | 0.118% | 0.330% | 0.657% | 1.402% | 2.077% | 2.822% | 3.483% | 3.757% | 3.876% | 3.934% |
| Aug 6, 2013 | 0.128% | 0.338% | 0.663% | 1.405% | 2.079% | 2.823% | 3.482% | 3.753% | 3.868% | 3.924% |
| Aug 7, 2013 | 0.121% | 0.331% | 0.651% | 1.379% | 2.039% | 2.771% | 3.426% | 3.700% | 3.818% | 3.875% |
| Aug 8, 2013 | 0.121% | 0.335% | 0.652% | 1.368% | 2.020% | 2.748% | 3.406% | 3.685% | 3.808% | 3.868% |
| Aug 9, 2013 | 0.119% | 0.336% | 0.654% | 1.369% | 2.017% | 2.739% | 3.393% | 3.673% | 3.798% | 3.861% |
| Aug 12, 2013 | 0.145% | 0.331% | 0.645% | 1.403% | 2.067% | 2.753% | 3.367% | 3.682% | 3.872% | 3.998% |
| Aug 13, 2013 | 0.148% | 0.361% | 0.707% | 1.507% | 2.184% | 2.865% | 3.462% | 3.767% | 3.951% | 4.073% |
| Aug 14, 2013 | 0.156% | 0.360% | 0.702% | 1.502% | 2.179% | 2.862% | 3.462% | 3.769% | 3.954% | 4.077% |
| Aug 15, 2013 | 0.163% | 0.380% | 0.736% | 1.554% | 2.238% | 2.923% | 3.523% | 3.830% | 4.015% | 4.138% |
| Aug 16, 2013 | 0.154% | 0.392% | 0.768% | 1.616% | 2.313% | 2.998% | 3.590% | 3.891% | 4.072% | 4.193% |
| Aug 19, 2013 | 0.142% | 0.399% | 0.789% | 1.651% | 2.352% | 3.037% | 3.626% | 3.926% | 4.106% | 4.226% |
| Aug 20, 2013 | 0.156% | 0.383% | 0.750% | 1.590% | 2.287% | 2.979% | 3.580% | 3.886% | 4.070% | 4.192% |
| Aug 21, 2013 | 0.154% | 0.408% | 0.800% | 1.663% | 2.359% | 3.039% | 3.624% | 3.922% | 4.101% | 4.221% |
| Aug 22, 2013 | 0.157% | 0.442% | 0.859% | 1.729% | 2.406% | 3.057% | 3.615% | 3.900% | 4.070% | 4.184% |
| Aug 23, 2013 | 0.164% | 0.436% | 0.836% | 1.677% | 2.338% | 2.978% | 3.530% | 3.811% | 3.980% | 4.093% |
| Aug 26, 2013 | 0.158% | 0.421% | 0.810% | 1.638% | 2.297% | 2.941% | 3.499% | 3.784% | 3.955% | 4.070% |
| Aug 27, 2013 | 0.154% | 0.411% | 0.784% | 1.564% | 2.211% | 2.882% | 3.469% | 3.732% | 3.862% | 3.933% |
| Aug 28, 2013 | 0.157% | 0.428% | 0.816% | 1.636% | 2.289% | 2.928% | 3.481% | 3.763% | 3.933% | 4.046% |
| Aug 29, 2013 | 0.146% | 0.417% | 0.804% | 1.618% | 2.263% | 2.889% | 3.430% | 3.705% | 3.871% | 3.981% |
| Aug 30, 2013 | 0.158% | 0.432% | 0.824% | 1.652% | 2.300% | 2.919% | 3.444% | 3.711% | 3.870% | 3.977% |