US Treasury rates, March 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 | 0.330% | 0.456% | +12.6 bp | 0.330%Mar 3, 2014 | 0.506%Mar 24, 2014 |
| 10Y | 2.738% | 2.876% | +13.8 bp | 2.738%Mar 3, 2014 | 2.934%Mar 7, 2014 |
| 30Y | 3.800% | 3.803% | +0.3 bp | 3.762%Mar 27, 2014 | 3.983%Mar 10, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Mar 3, 2014 | 0.136% | 0.330% | 0.690% | 1.491% | 2.126% | 2.738% | 3.264% | 3.532% | 3.693% | 3.800% |
| Mar 4, 2014 | 0.129% | 0.356% | 0.741% | 1.572% | 2.219% | 2.835% | 3.359% | 3.626% | 3.786% | 3.892% |
| Mar 5, 2014 | 0.137% | 0.356% | 0.739% | 1.570% | 2.217% | 2.834% | 3.361% | 3.628% | 3.789% | 3.896% |
| Mar 6, 2014 | 0.143% | 0.371% | 0.766% | 1.608% | 2.258% | 2.877% | 3.405% | 3.674% | 3.835% | 3.942% |
| Mar 7, 2014 | 0.137% | 0.409% | 0.824% | 1.678% | 2.325% | 2.934% | 3.451% | 3.713% | 3.870% | 3.975% |
| Mar 10, 2014 | 0.146% | 0.409% | 0.818% | 1.665% | 2.313% | 2.927% | 3.451% | 3.717% | 3.877% | 3.983% |
| Mar 11, 2014 | 0.149% | 0.405% | 0.816% | 1.657% | 2.297% | 2.906% | 3.428% | 3.695% | 3.855% | 3.961% |
| Mar 12, 2014 | 0.120% | 0.394% | 0.800% | 1.623% | 2.253% | 2.858% | 3.379% | 3.645% | 3.805% | 3.911% |
| Mar 13, 2014 | 0.129% | 0.372% | 0.757% | 1.562% | 2.187% | 2.789% | 3.308% | 3.574% | 3.733% | 3.840% |
| Mar 14, 2014 | 0.130% | 0.377% | 0.766% | 1.572% | 2.193% | 2.788% | 3.301% | 3.563% | 3.720% | 3.825% |
| Mar 17, 2014 | 0.135% | 0.397% | 0.798% | 1.614% | 2.237% | 2.832% | 3.344% | 3.605% | 3.762% | 3.867% |
| Mar 18, 2014 | 0.138% | 0.386% | 0.778% | 1.587% | 2.211% | 2.811% | 3.330% | 3.595% | 3.754% | 3.860% |
| Mar 19, 2014 | 0.164% | 0.502% | 0.943% | 1.762% | 2.360% | 2.921% | 3.395% | 3.633% | 3.775% | 3.870% |
| Mar 20, 2014 | 0.137% | 0.482% | 0.925% | 1.751% | 2.357% | 2.926% | 3.404% | 3.643% | 3.786% | 3.881% |
| Mar 21, 2014 | 0.141% | 0.482% | 0.929% | 1.752% | 2.345% | 2.888% | 3.335% | 3.566% | 3.723% | 3.848% |
| Mar 24, 2014 | 0.148% | 0.506% | 0.959% | 1.777% | 2.353% | 2.872% | 3.294% | 3.518% | 3.676% | 3.807% |
| Mar 25, 2014 | 0.147% | 0.491% | 0.946% | 1.776% | 2.361% | 2.887% | 3.312% | 3.535% | 3.692% | 3.821% |
| Mar 26, 2014 | 0.128% | 0.461% | 0.904% | 1.724% | 2.312% | 2.844% | 3.276% | 3.501% | 3.661% | 3.795% |
| Mar 27, 2014 | 0.121% | 0.465% | 0.913% | 1.729% | 2.302% | 2.816% | 3.233% | 3.458% | 3.623% | 3.762% |
| Mar 28, 2014 | 0.125% | 0.483% | 0.944% | 1.772% | 2.349% | 2.862% | 3.276% | 3.496% | 3.653% | 3.784% |
| Mar 31, 2014 | 0.119% | 0.456% | 0.915% | 1.756% | 2.348% | 2.876% | 3.298% | 3.518% | 3.673% | 3.803% |