US Treasury rates, May 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 | 0.432% | 0.401% | -3.2 bp | 0.374%May 20, 2014 | 0.459%May 6, 2014 |
| 10Y | 2.754% | 2.596% | -15.8 bp | 2.555%May 28, 2014 | 2.769%May 12, 2014 |
| 30Y | 3.622% | 3.547% | -7.4 bp | 3.463%May 29, 2014 | 3.715%May 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| May 1, 2014 | 0.099% | 0.432% | 0.874% | 1.682% | 2.251% | 2.754% | 3.149% | 3.351% | 3.496% | 3.622% |
| May 2, 2014 | 0.103% | 0.455% | 0.903% | 1.699% | 2.246% | 2.726% | 3.106% | 3.305% | 3.449% | 3.572% |
| May 5, 2014 | 0.103% | 0.451% | 0.903% | 1.709% | 2.263% | 2.751% | 3.143% | 3.351% | 3.499% | 3.621% |
| May 6, 2014 | 0.101% | 0.459% | 0.912% | 1.707% | 2.248% | 2.725% | 3.112% | 3.319% | 3.465% | 3.583% |
| May 7, 2014 | 0.095% | 0.437% | 0.882% | 1.680% | 2.233% | 2.725% | 3.128% | 3.343% | 3.494% | 3.615% |
| May 8, 2014 | 0.096% | 0.426% | 0.861% | 1.652% | 2.212% | 2.721% | 3.144% | 3.373% | 3.534% | 3.664% |
| May 9, 2014 | 0.093% | 0.420% | 0.858% | 1.658% | 2.223% | 2.735% | 3.161% | 3.393% | 3.557% | 3.690% |
| May 12, 2014 | 0.095% | 0.435% | 0.881% | 1.690% | 2.259% | 2.769% | 3.189% | 3.416% | 3.579% | 3.715% |
| May 13, 2014 | 0.094% | 0.420% | 0.852% | 1.646% | 2.212% | 2.725% | 3.146% | 3.372% | 3.534% | 3.668% |
| May 14, 2014 | 0.079% | 0.398% | 0.818% | 1.591% | 2.145% | 2.650% | 3.068% | 3.293% | 3.455% | 3.590% |
| May 15, 2014 | 0.094% | 0.398% | 0.806% | 1.562% | 2.105% | 2.604% | 3.024% | 3.253% | 3.414% | 3.543% |
| May 16, 2014 | 0.091% | 0.398% | 0.813% | 1.581% | 2.128% | 2.627% | 3.043% | 3.268% | 3.427% | 3.556% |
| May 19, 2014 | 0.080% | 0.384% | 0.799% | 1.576% | 2.137% | 2.655% | 3.085% | 3.315% | 3.475% | 3.604% |
| May 20, 2014 | 0.084% | 0.374% | 0.779% | 1.547% | 2.108% | 2.630% | 3.071% | 3.308% | 3.472% | 3.604% |
| May 21, 2014 | 0.096% | 0.383% | 0.791% | 1.566% | 2.135% | 2.670% | 3.127% | 3.360% | 3.500% | 3.593% |
| May 22, 2014 | 0.094% | 0.398% | 0.812% | 1.588% | 2.151% | 2.676% | 3.123% | 3.364% | 3.528% | 3.655% |
| May 23, 2014 | 0.095% | 0.393% | 0.802% | 1.572% | 2.134% | 2.656% | 3.096% | 3.332% | 3.493% | 3.621% |
| May 27, 2014 | 0.089% | 0.397% | 0.807% | 1.572% | 2.127% | 2.639% | 3.065% | 3.293% | 3.454% | 3.586% |
| May 28, 2014 | 0.099% | 0.381% | 0.773% | 1.514% | 2.055% | 2.555% | 2.977% | 3.208% | 3.373% | 3.509% |
| May 29, 2014 | 0.107% | 0.385% | 0.781% | 1.530% | 2.075% | 2.586% | 3.020% | 3.242% | 3.375% | 3.463% |
| May 30, 2014 | 0.095% | 0.401% | 0.808% | 1.559% | 2.099% | 2.596% | 3.019% | 3.252% | 3.416% | 3.547% |