US Treasury rates, January 2014
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 | 0.401% | 0.348% | -5.3 bp | 0.348%Jan 31, 2014 | 0.467%Jan 8, 2014 |
| 10Y | 3.173% | 2.808% | -36.5 bp | 2.808%Jan 31, 2014 | 3.178%Jan 3, 2014 |
| 30Y | 4.139% | 3.875% | -26.4 bp | 3.875%Jan 31, 2014 | 4.149%Jan 3, 2014 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jan 2, 2014 | 0.123% | 0.401% | 0.825% | 1.725% | 2.457% | 3.173% | 3.731% | 3.956% | 4.070% | 4.139% |
| Jan 3, 2014 | 0.159% | 0.426% | 0.849% | 1.747% | 2.473% | 3.178% | 3.727% | 3.955% | 4.075% | 4.149% |
| Jan 6, 2014 | 0.143% | 0.419% | 0.833% | 1.712% | 2.433% | 3.145% | 3.706% | 3.933% | 4.047% | 4.116% |
| Jan 7, 2014 | 0.146% | 0.419% | 0.829% | 1.699% | 2.413% | 3.119% | 3.680% | 3.911% | 4.029% | 4.100% |
| Jan 8, 2014 | 0.168% | 0.467% | 0.899% | 1.786% | 2.490% | 3.168% | 3.699% | 3.922% | 4.040% | 4.114% |
| Jan 9, 2014 | 0.155% | 0.461% | 0.891% | 1.765% | 2.458% | 3.129% | 3.660% | 3.889% | 4.011% | 4.089% |
| Jan 10, 2014 | 0.138% | 0.392% | 0.796% | 1.669% | 2.351% | 2.995% | 3.538% | 3.813% | 3.978% | 4.088% |
| Jan 13, 2014 | 0.136% | 0.375% | 0.767% | 1.632% | 2.314% | 2.963% | 3.511% | 3.788% | 3.954% | 4.065% |
| Jan 14, 2014 | 0.136% | 0.409% | 0.817% | 1.670% | 2.359% | 3.034% | 3.575% | 3.809% | 3.933% | 4.012% |
| Jan 15, 2014 | 0.128% | 0.425% | 0.844% | 1.700% | 2.384% | 3.051% | 3.585% | 3.817% | 3.941% | 4.020% |
| Jan 16, 2014 | 0.139% | 0.420% | 0.828% | 1.671% | 2.348% | 3.012% | 3.548% | 3.784% | 3.911% | 3.993% |
| Jan 17, 2014 | 0.127% | 0.411% | 0.820% | 1.675% | 2.336% | 2.961% | 3.489% | 3.756% | 3.916% | 4.023% |
| Jan 21, 2014 | 0.145% | 0.428% | 0.840% | 1.683% | 2.350% | 2.997% | 3.517% | 3.747% | 3.874% | 3.955% |
| Jan 22, 2014 | 0.139% | 0.445% | 0.874% | 1.730% | 2.393% | 3.027% | 3.533% | 3.761% | 3.889% | 3.972% |
| Jan 23, 2014 | 0.125% | 0.402% | 0.804% | 1.632% | 2.296% | 2.944% | 3.462% | 3.686% | 3.807% | 3.883% |
| Jan 24, 2014 | 0.147% | 0.385% | 0.777% | 1.616% | 2.264% | 2.873% | 3.385% | 3.644% | 3.799% | 3.903% |
| Jan 27, 2014 | 0.140% | 0.407% | 0.803% | 1.627% | 2.288% | 2.934% | 3.453% | 3.679% | 3.802% | 3.879% |
| Jan 28, 2014 | 0.143% | 0.388% | 0.778% | 1.620% | 2.276% | 2.896% | 3.419% | 3.684% | 3.843% | 3.949% |
| Jan 29, 2014 | 0.136% | 0.371% | 0.744% | 1.559% | 2.205% | 2.824% | 3.351% | 3.617% | 3.778% | 3.884% |
| Jan 30, 2014 | 0.147% | 0.372% | 0.751% | 1.583% | 2.237% | 2.858% | 3.382% | 3.648% | 3.808% | 3.914% |
| Jan 31, 2014 | 0.141% | 0.348% | 0.719% | 1.539% | 2.187% | 2.808% | 3.338% | 3.606% | 3.768% | 3.875% |