US Treasury rates, June 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 | 0.423% | 0.464% | +4.2 bp | 0.417%Jun 5, 2014 | 0.525%Jun 17, 2014 |
| 10Y | 2.658% | 2.664% | +0.6 bp | 2.658%Jun 2, 2014 | 2.793%Jun 17, 2014 |
| 30Y | 3.594% | 3.493% | -10.2 bp | 3.488%Jun 26, 2014 | 3.693%Jun 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jun 2, 2014 | 0.111% | 0.423% | 0.844% | 1.616% | 2.162% | 2.658% | 3.074% | 3.303% | 3.465% | 3.594% |
| Jun 3, 2014 | 0.112% | 0.435% | 0.870% | 1.664% | 2.223% | 2.725% | 3.139% | 3.364% | 3.522% | 3.652% |
| Jun 4, 2014 | 0.106% | 0.430% | 0.866% | 1.669% | 2.236% | 2.745% | 3.158% | 3.380% | 3.539% | 3.673% |
| Jun 5, 2014 | 0.106% | 0.417% | 0.847% | 1.646% | 2.215% | 2.727% | 3.141% | 3.364% | 3.527% | 3.667% |
| Jun 6, 2014 | 0.117% | 0.440% | 0.874% | 1.672% | 2.233% | 2.733% | 3.137% | 3.358% | 3.524% | 3.670% |
| Jun 9, 2014 | 0.116% | 0.461% | 0.905% | 1.703% | 2.256% | 2.747% | 3.145% | 3.366% | 3.533% | 3.678% |
| Jun 10, 2014 | 0.122% | 0.480% | 0.931% | 1.729% | 2.279% | 2.767% | 3.169% | 3.392% | 3.556% | 3.693% |
| Jun 11, 2014 | 0.121% | 0.474% | 0.920% | 1.718% | 2.273% | 2.770% | 3.178% | 3.398% | 3.554% | 3.681% |
| Jun 12, 2014 | 0.120% | 0.457% | 0.893% | 1.674% | 2.217% | 2.706% | 3.114% | 3.337% | 3.493% | 3.618% |
| Jun 13, 2014 | 0.134% | 0.486% | 0.930% | 1.712% | 2.251% | 2.737% | 3.142% | 3.346% | 3.469% | 3.551% |
| Jun 16, 2014 | 0.139% | 0.500% | 0.948% | 1.727% | 2.259% | 2.738% | 3.136% | 3.337% | 3.458% | 3.538% |
| Jun 17, 2014 | 0.152% | 0.525% | 0.987% | 1.782% | 2.317% | 2.793% | 3.185% | 3.383% | 3.502% | 3.581% |
| Jun 18, 2014 | 0.152% | 0.516% | 0.958% | 1.730% | 2.264% | 2.749% | 3.156% | 3.362% | 3.486% | 3.568% |
| Jun 19, 2014 | 0.148% | 0.501% | 0.940% | 1.722% | 2.271% | 2.776% | 3.202% | 3.417% | 3.547% | 3.633% |
| Jun 20, 2014 | 0.155% | 0.510% | 0.951% | 1.730% | 2.271% | 2.764% | 3.176% | 3.386% | 3.511% | 3.595% |
| Jun 23, 2014 | 0.156% | 0.511% | 0.954% | 1.734% | 2.275% | 2.766% | 3.177% | 3.385% | 3.510% | 3.593% |
| Jun 24, 2014 | 0.150% | 0.506% | 0.943% | 1.712% | 2.245% | 2.731% | 3.138% | 3.344% | 3.467% | 3.550% |
| Jun 25, 2014 | 0.126% | 0.482% | 0.921% | 1.691% | 2.223% | 2.708% | 3.114% | 3.319% | 3.442% | 3.524% |
| Jun 26, 2014 | 0.131% | 0.469% | 0.896% | 1.654% | 2.184% | 2.668% | 3.075% | 3.282% | 3.406% | 3.488% |
| Jun 27, 2014 | 0.122% | 0.465% | 0.891% | 1.650% | 2.185% | 2.678% | 3.093% | 3.304% | 3.431% | 3.516% |
| Jun 30, 2014 | 0.137% | 0.464% | 0.885% | 1.641% | 2.174% | 2.664% | 3.075% | 3.284% | 3.409% | 3.493% |