US Treasury rates, November 2013
Zero rates at all 10 fitted maturities on each of 19 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 | 0.323% | 0.295% | -2.8 bp | 0.281%Nov 21, 2013 | 0.345%Nov 12, 2013 |
| 10Y | 2.772% | 2.924% | +15.2 bp | 2.751%Nov 7, 2013 | 2.934%Nov 20, 2013 |
| 30Y | 4.013% | 4.036% | +2.3 bp | 4.013%Nov 1, 2013 | 4.280%Nov 20, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 1, 2013 | 0.145% | 0.323% | 0.640% | 1.410% | 2.082% | 2.772% | 3.384% | 3.698% | 3.887% | 4.013% |
| Nov 4, 2013 | 0.144% | 0.320% | 0.629% | 1.390% | 2.063% | 2.759% | 3.381% | 3.700% | 3.892% | 4.020% |
| Nov 5, 2013 | 0.147% | 0.318% | 0.636% | 1.423% | 2.113% | 2.821% | 3.448% | 3.769% | 3.962% | 4.091% |
| Nov 6, 2013 | 0.153% | 0.304% | 0.606% | 1.380% | 2.074% | 2.798% | 3.447% | 3.780% | 3.980% | 4.114% |
| Nov 7, 2013 | 0.150% | 0.295% | 0.585% | 1.350% | 2.037% | 2.751% | 3.393% | 3.724% | 3.923% | 4.055% |
| Nov 8, 2013 | 0.144% | 0.324% | 0.652% | 1.464% | 2.175% | 2.899% | 3.537% | 3.864% | 4.060% | 4.191% |
| Nov 12, 2013 | 0.161% | 0.345% | 0.682% | 1.505% | 2.214% | 2.931% | 3.560% | 3.881% | 4.074% | 4.202% |
| Nov 13, 2013 | 0.158% | 0.323% | 0.644% | 1.448% | 2.157% | 2.884% | 3.528% | 3.858% | 4.056% | 4.188% |
| Nov 14, 2013 | 0.132% | 0.306% | 0.617% | 1.368% | 2.068% | 2.850% | 3.548% | 3.838% | 3.966% | 4.032% |
| Nov 15, 2013 | 0.152% | 0.302% | 0.610% | 1.404% | 2.112% | 2.842% | 3.489% | 3.820% | 4.019% | 4.152% |
| Nov 18, 2013 | 0.169% | 0.294% | 0.585% | 1.370% | 2.074% | 2.799% | 3.446% | 3.779% | 3.980% | 4.113% |
| Nov 19, 2013 | 0.160% | 0.304% | 0.612% | 1.407% | 2.114% | 2.842% | 3.486% | 3.816% | 4.015% | 4.147% |
| Nov 20, 2013 | 0.160% | 0.290% | 0.603% | 1.435% | 2.177% | 2.934% | 3.600% | 3.940% | 4.144% | 4.280% |
| Nov 21, 2013 | 0.153% | 0.281% | 0.593% | 1.428% | 2.171% | 2.926% | 3.588% | 3.926% | 4.129% | 4.264% |
| Nov 22, 2013 | 0.130% | 0.298% | 0.618% | 1.400% | 2.123% | 2.917% | 3.608% | 3.889% | 4.013% | 4.077% |
| Nov 25, 2013 | 0.153% | 0.295% | 0.599% | 1.406% | 2.129% | 2.870% | 3.523% | 3.857% | 4.058% | 4.191% |
| Nov 26, 2013 | 0.148% | 0.297% | 0.602% | 1.363% | 2.076% | 2.870% | 3.566% | 3.848% | 3.969% | 4.029% |
| Nov 27, 2013 | 0.130% | 0.288% | 0.606% | 1.388% | 2.113% | 2.909% | 3.593% | 3.865% | 3.980% | 4.037% |
| Nov 29, 2013 | 0.127% | 0.295% | 0.616% | 1.400% | 2.126% | 2.924% | 3.609% | 3.876% | 3.985% | 4.036% |