US Treasury rates, December 2013
Zero rates at all 10 fitted maturities on each of 21 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 | 0.304% | 0.406% | +10.2 bp | 0.295%Dec 3, 2013 | 0.428%Dec 26, 2013 |
| 10Y | 2.986% | 3.217% | +23.1 bp | 2.959%Dec 3, 2013 | 3.217%Dec 31, 2013 |
| 30Y | 4.078% | 4.186% | +10.8 bp | 4.032%Dec 20, 2013 | 4.249%Dec 12, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dec 2, 2013 | 0.133% | 0.304% | 0.639% | 1.451% | 2.190% | 2.986% | 3.655% | 3.914% | 4.023% | 4.078% |
| Dec 3, 2013 | 0.126% | 0.295% | 0.622% | 1.421% | 2.157% | 2.959% | 3.639% | 3.900% | 4.004% | 4.053% |
| Dec 4, 2013 | 0.147% | 0.315% | 0.651% | 1.472% | 2.222% | 3.029% | 3.704% | 3.964% | 4.071% | 4.124% |
| Dec 5, 2013 | 0.134% | 0.327% | 0.679% | 1.513% | 2.264% | 3.064% | 3.729% | 3.983% | 4.089% | 4.142% |
| Dec 6, 2013 | 0.137% | 0.338% | 0.693% | 1.525% | 2.268% | 3.057% | 3.710% | 3.961% | 4.067% | 4.121% |
| Dec 9, 2013 | 0.136% | 0.335% | 0.691% | 1.522% | 2.260% | 3.038% | 3.681% | 3.932% | 4.043% | 4.103% |
| Dec 10, 2013 | 0.136% | 0.324% | 0.667% | 1.478% | 2.204% | 2.977% | 3.623% | 3.879% | 3.992% | 4.052% |
| Dec 11, 2013 | 0.137% | 0.339% | 0.690% | 1.511% | 2.244% | 3.025% | 3.676% | 3.929% | 4.037% | 4.093% |
| Dec 12, 2013 | 0.171% | 0.352% | 0.710% | 1.582% | 2.311% | 3.023% | 3.632% | 3.940% | 4.126% | 4.249% |
| Dec 13, 2013 | 0.163% | 0.350% | 0.714% | 1.587% | 2.308% | 3.008% | 3.604% | 3.906% | 4.088% | 4.209% |
| Dec 16, 2013 | 0.163% | 0.348% | 0.711% | 1.587% | 2.314% | 3.021% | 3.624% | 3.929% | 4.113% | 4.235% |
| Dec 17, 2013 | 0.168% | 0.342% | 0.691% | 1.550% | 2.273% | 2.984% | 3.594% | 3.903% | 4.089% | 4.213% |
| Dec 18, 2013 | 0.166% | 0.326% | 0.686% | 1.577% | 2.314% | 3.025% | 3.628% | 3.933% | 4.117% | 4.239% |
| Dec 19, 2013 | 0.158% | 0.356% | 0.748% | 1.659% | 2.385% | 3.071% | 3.646% | 3.936% | 4.110% | 4.227% |
| Dec 20, 2013 | 0.138% | 0.391% | 0.794% | 1.660% | 2.367% | 3.061% | 3.609% | 3.838% | 3.958% | 4.032% |
| Dec 23, 2013 | 0.139% | 0.401% | 0.811% | 1.689% | 2.406% | 3.107% | 3.652% | 3.870% | 3.979% | 4.045% |
| Dec 24, 2013 | 0.145% | 0.423% | 0.846% | 1.739% | 2.463% | 3.167% | 3.710% | 3.928% | 4.036% | 4.102% |
| Dec 26, 2013 | 0.155% | 0.428% | 0.850% | 1.745% | 2.470% | 3.177% | 3.726% | 3.949% | 4.063% | 4.133% |
| Dec 27, 2013 | 0.143% | 0.412% | 0.840% | 1.749% | 2.481% | 3.189% | 3.739% | 3.967% | 4.086% | 4.160% |
| Dec 30, 2013 | 0.135% | 0.403% | 0.823% | 1.718% | 2.446% | 3.157% | 3.709% | 3.932% | 4.045% | 4.114% |
| Dec 31, 2013 | 0.138% | 0.406% | 0.838% | 1.758% | 2.501% | 3.217% | 3.769% | 3.996% | 4.113% | 4.186% |