US Treasury rates, September 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 | 0.450% | 0.340% | -11.0 bp | 0.340%Sep 30, 2013 | 0.562%Sep 5, 2013 |
| 10Y | 3.002% | 2.769% | -23.3 bp | 2.753%Sep 25, 2013 | 3.144%Sep 5, 2013 |
| 30Y | 4.077% | 4.022% | -5.6 bp | 3.902%Sep 24, 2013 | 4.147%Sep 17, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 3, 2013 | 0.164% | 0.450% | 0.858% | 1.711% | 2.373% | 3.002% | 3.536% | 3.807% | 3.969% | 4.077% |
| Sep 4, 2013 | 0.165% | 0.502% | 0.925% | 1.755% | 2.411% | 3.060% | 3.592% | 3.823% | 3.943% | 4.017% |
| Sep 5, 2013 | 0.185% | 0.562% | 1.014% | 1.862% | 2.510% | 3.144% | 3.674% | 3.909% | 4.024% | 4.086% |
| Sep 6, 2013 | 0.157% | 0.510% | 0.948% | 1.789% | 2.445% | 3.099% | 3.654% | 3.900% | 4.022% | 4.090% |
| Sep 9, 2013 | 0.149% | 0.480% | 0.901% | 1.733% | 2.399% | 3.067% | 3.628% | 3.873% | 3.997% | 4.069% |
| Sep 10, 2013 | 0.184% | 0.519% | 0.949% | 1.791% | 2.458% | 3.122% | 3.680% | 3.922% | 4.041% | 4.108% |
| Sep 11, 2013 | 0.158% | 0.486% | 0.905% | 1.735% | 2.400% | 3.074% | 3.647% | 3.896% | 4.016% | 4.082% |
| Sep 12, 2013 | 0.158% | 0.488% | 0.907% | 1.736% | 2.400% | 3.068% | 3.632% | 3.881% | 4.009% | 4.086% |
| Sep 13, 2013 | 0.149% | 0.481% | 0.904% | 1.732% | 2.389% | 3.050% | 3.617% | 3.872% | 4.002% | 4.078% |
| Sep 16, 2013 | 0.145% | 0.442% | 0.844% | 1.668% | 2.345% | 3.040% | 3.636% | 3.903% | 4.041% | 4.124% |
| Sep 17, 2013 | 0.140% | 0.415% | 0.813% | 1.658% | 2.333% | 2.993% | 3.564% | 3.856% | 4.031% | 4.147% |
| Sep 18, 2013 | 0.111% | 0.360% | 0.705% | 1.455% | 2.116% | 2.839% | 3.488% | 3.778% | 3.920% | 4.001% |
| Sep 19, 2013 | 0.129% | 0.363% | 0.720% | 1.524% | 2.203% | 2.892% | 3.503% | 3.816% | 4.005% | 4.130% |
| Sep 20, 2013 | 0.132% | 0.372% | 0.730% | 1.534% | 2.206% | 2.884% | 3.480% | 3.785% | 3.968% | 4.091% |
| Sep 23, 2013 | 0.125% | 0.365% | 0.717% | 1.506% | 2.171% | 2.845% | 3.441% | 3.746% | 3.930% | 4.052% |
| Sep 24, 2013 | 0.116% | 0.372% | 0.719% | 1.463% | 2.111% | 2.812% | 3.431% | 3.700% | 3.829% | 3.902% |
| Sep 25, 2013 | 0.145% | 0.356% | 0.685% | 1.439% | 2.086% | 2.753% | 3.349% | 3.657% | 3.841% | 3.965% |
| Sep 26, 2013 | 0.124% | 0.356% | 0.696% | 1.459% | 2.111% | 2.784% | 3.387% | 3.697% | 3.884% | 4.009% |
| Sep 27, 2013 | 0.129% | 0.348% | 0.676% | 1.430% | 2.084% | 2.764% | 3.376% | 3.691% | 3.881% | 4.008% |
| Sep 30, 2013 | 0.127% | 0.340% | 0.668% | 1.427% | 2.085% | 2.769% | 3.385% | 3.703% | 3.894% | 4.022% |