US Treasury rates, July 2014
Zero rates at all 10 fitted maturities on each of 22 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 | 0.478% | 0.557% | +7.9 bp | 0.478%Jul 1, 2014 | 0.590%Jul 30, 2014 |
| 10Y | 2.713% | 2.725% | +1.2 bp | 2.600%Jul 17, 2014 | 2.791%Jul 3, 2014 |
| 30Y | 3.555% | 3.421% | -13.4 bp | 3.342%Jul 29, 2014 | 3.638%Jul 7, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2014 | 0.142% | 0.478% | 0.906% | 1.675% | 2.216% | 2.713% | 3.131% | 3.343% | 3.470% | 3.555% |
| Jul 2, 2014 | 0.145% | 0.506% | 0.946% | 1.725% | 2.271% | 2.773% | 3.196% | 3.411% | 3.540% | 3.626% |
| Jul 3, 2014 | 0.158% | 0.538% | 0.985% | 1.761% | 2.300% | 2.791% | 3.204% | 3.414% | 3.540% | 3.624% |
| Jul 7, 2014 | 0.151% | 0.542% | 0.998% | 1.762% | 2.274% | 2.739% | 3.149% | 3.379% | 3.531% | 3.638% |
| Jul 8, 2014 | 0.134% | 0.532% | 0.983% | 1.728% | 2.225% | 2.680% | 3.089% | 3.322% | 3.473% | 3.580% |
| Jul 9, 2014 | 0.151% | 0.529% | 0.972% | 1.715% | 2.213% | 2.668% | 3.076% | 3.307% | 3.459% | 3.566% |
| Jul 10, 2014 | 0.133% | 0.499% | 0.938% | 1.688% | 2.195% | 2.659% | 3.071% | 3.307% | 3.465% | 3.578% |
| Jul 11, 2014 | 0.136% | 0.496% | 0.931% | 1.674% | 2.176% | 2.635% | 3.044% | 3.278% | 3.434% | 3.546% |
| Jul 14, 2014 | 0.130% | 0.506% | 0.955% | 1.708% | 2.210% | 2.663% | 3.066% | 3.297% | 3.453% | 3.566% |
| Jul 15, 2014 | 0.140% | 0.524% | 0.977% | 1.728% | 2.223% | 2.668% | 3.068% | 3.301% | 3.458% | 3.571% |
| Jul 16, 2014 | 0.152% | 0.546% | 0.993% | 1.728% | 2.222% | 2.679% | 3.078% | 3.287% | 3.413% | 3.497% |
| Jul 17, 2014 | 0.126% | 0.514% | 0.948% | 1.662% | 2.147% | 2.600% | 3.000% | 3.211% | 3.338% | 3.423% |
| Jul 18, 2014 | 0.147% | 0.543% | 0.984% | 1.702% | 2.184% | 2.631% | 3.024% | 3.229% | 3.354% | 3.437% |
| Jul 21, 2014 | 0.158% | 0.556% | 0.998% | 1.711% | 2.184% | 2.619% | 2.999% | 3.197% | 3.316% | 3.396% |
| Jul 22, 2014 | 0.143% | 0.539% | 0.980% | 1.695% | 2.171% | 2.610% | 2.991% | 3.190% | 3.310% | 3.390% |
| Jul 23, 2014 | 0.144% | 0.531% | 0.970% | 1.686% | 2.165% | 2.607% | 2.994% | 3.196% | 3.319% | 3.400% |
| Jul 24, 2014 | 0.149% | 0.555% | 1.011% | 1.741% | 2.221% | 2.659% | 3.039% | 3.236% | 3.355% | 3.435% |
| Jul 25, 2014 | 0.150% | 0.553% | 1.000% | 1.712% | 2.181% | 2.609% | 2.981% | 3.174% | 3.291% | 3.369% |
| Jul 28, 2014 | 0.147% | 0.565% | 1.021% | 1.743% | 2.213% | 2.639% | 3.005% | 3.194% | 3.308% | 3.384% |
| Jul 29, 2014 | 0.140% | 0.562% | 1.013% | 1.720% | 2.182% | 2.601% | 2.964% | 3.152% | 3.266% | 3.342% |
| Jul 30, 2014 | 0.172% | 0.590% | 1.057% | 1.797% | 2.276% | 2.702% | 3.063% | 3.247% | 3.359% | 3.433% |
| Jul 31, 2014 | 0.148% | 0.557% | 1.031% | 1.802% | 2.297% | 2.725% | 3.072% | 3.246% | 3.351% | 3.421% |