US Treasury rates, February 2014
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 | 0.326% | 0.342% | +1.6 bp | 0.326%Feb 3, 2014 | 0.384%Feb 12, 2014 |
| 10Y | 2.744% | 2.794% | +4.9 bp | 2.744%Feb 3, 2014 | 2.921%Feb 12, 2014 |
| 30Y | 3.813% | 3.843% | +3.0 bp | 3.813%Feb 3, 2014 | 4.005%Feb 12, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 3, 2014 | 0.130% | 0.326% | 0.677% | 1.477% | 2.122% | 2.744% | 3.275% | 3.544% | 3.706% | 3.813% |
| Feb 4, 2014 | 0.130% | 0.333% | 0.688% | 1.495% | 2.146% | 2.777% | 3.315% | 3.588% | 3.752% | 3.862% |
| Feb 5, 2014 | 0.123% | 0.340% | 0.708% | 1.534% | 2.197% | 2.836% | 3.382% | 3.659% | 3.825% | 3.936% |
| Feb 6, 2014 | 0.145% | 0.350% | 0.721% | 1.558% | 2.224% | 2.861% | 3.403% | 3.677% | 3.842% | 3.952% |
| Feb 7, 2014 | 0.157% | 0.339% | 0.695% | 1.520% | 2.190% | 2.839% | 3.395% | 3.677% | 3.846% | 3.959% |
| Feb 10, 2014 | 0.140% | 0.337% | 0.698% | 1.523% | 2.190% | 2.835% | 3.387% | 3.667% | 3.835% | 3.947% |
| Feb 11, 2014 | 0.163% | 0.370% | 0.746% | 1.582% | 2.245% | 2.879% | 3.419% | 3.693% | 3.858% | 3.968% |
| Feb 12, 2014 | 0.156% | 0.384% | 0.771% | 1.619% | 2.286% | 2.921% | 3.459% | 3.732% | 3.896% | 4.005% |
| Feb 13, 2014 | 0.143% | 0.354% | 0.723% | 1.553% | 2.219% | 2.861% | 3.409% | 3.688% | 3.855% | 3.966% |
| Feb 14, 2014 | 0.127% | 0.355% | 0.735% | 1.571% | 2.235% | 2.873% | 3.417% | 3.693% | 3.859% | 3.970% |
| Feb 18, 2014 | 0.112% | 0.334% | 0.704% | 1.534% | 2.202% | 2.848% | 3.401% | 3.681% | 3.850% | 3.962% |
| Feb 19, 2014 | 0.141% | 0.354% | 0.730% | 1.564% | 2.228% | 2.871% | 3.424% | 3.706% | 3.875% | 3.987% |
| Feb 20, 2014 | 0.135% | 0.365% | 0.752% | 1.595% | 2.259% | 2.897% | 3.443% | 3.720% | 3.887% | 3.998% |
| Feb 21, 2014 | 0.121% | 0.357% | 0.743% | 1.584% | 2.246% | 2.877% | 3.414% | 3.686% | 3.849% | 3.958% |
| Feb 24, 2014 | 0.136% | 0.370% | 0.760% | 1.601% | 2.258% | 2.886% | 3.422% | 3.695% | 3.859% | 3.968% |
| Feb 25, 2014 | 0.139% | 0.357% | 0.736% | 1.561% | 2.210% | 2.836% | 3.373% | 3.646% | 3.810% | 3.920% |
| Feb 26, 2014 | 0.113% | 0.343% | 0.719% | 1.533% | 2.178% | 2.804% | 3.343% | 3.617% | 3.782% | 3.892% |
| Feb 27, 2014 | 0.115% | 0.339% | 0.710% | 1.520% | 2.162% | 2.781% | 3.311% | 3.581% | 3.743% | 3.851% |
| Feb 28, 2014 | 0.122% | 0.342% | 0.723% | 1.545% | 2.184% | 2.794% | 3.314% | 3.578% | 3.737% | 3.843% |