US Treasury rates, August 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 | 0.503% | 0.546% | +4.3 bp | 0.492%Aug 7, 2014 | 0.585%Aug 25, 2014 |
| 10Y | 2.665% | 2.491% | -17.4 bp | 2.450%Aug 28, 2014 | 2.665%Aug 1, 2014 |
| 30Y | 3.398% | 3.190% | -20.8 bp | 3.190%Aug 29, 2014 | 3.504%Aug 4, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 1, 2014 | 0.132% | 0.503% | 0.954% | 1.715% | 2.220% | 2.665% | 3.030% | 3.214% | 3.325% | 3.398% |
| Aug 4, 2014 | 0.138% | 0.511% | 0.957% | 1.699% | 2.184% | 2.616% | 2.999% | 3.226% | 3.385% | 3.504% |
| Aug 5, 2014 | 0.119% | 0.508% | 0.961% | 1.703% | 2.183% | 2.606% | 2.978% | 3.201% | 3.360% | 3.483% |
| Aug 6, 2014 | 0.117% | 0.507% | 0.957% | 1.695% | 2.174% | 2.597% | 2.972% | 3.197% | 3.359% | 3.484% |
| Aug 7, 2014 | 0.122% | 0.492% | 0.921% | 1.634% | 2.117% | 2.567% | 2.961% | 3.168% | 3.293% | 3.376% |
| Aug 8, 2014 | 0.150% | 0.517% | 0.947% | 1.656% | 2.134% | 2.576% | 2.966% | 3.169% | 3.293% | 3.375% |
| Aug 11, 2014 | 0.140% | 0.524% | 0.954% | 1.657% | 2.133% | 2.578% | 2.970% | 3.176% | 3.301% | 3.384% |
| Aug 12, 2014 | 0.149% | 0.526% | 0.954% | 1.663% | 2.147% | 2.599% | 3.000% | 3.211% | 3.339% | 3.424% |
| Aug 13, 2014 | 0.131% | 0.503% | 0.923% | 1.624% | 2.107% | 2.563% | 2.970% | 3.185% | 3.315% | 3.402% |
| Aug 14, 2014 | 0.133% | 0.494% | 0.914% | 1.614% | 2.090% | 2.534% | 2.927% | 3.133% | 3.258% | 3.342% |
| Aug 15, 2014 | 0.133% | 0.500% | 0.910% | 1.583% | 2.042% | 2.474% | 2.860% | 3.064% | 3.188% | 3.271% |
| Aug 18, 2014 | 0.138% | 0.502% | 0.928% | 1.627% | 2.085% | 2.498% | 2.880% | 3.115% | 3.280% | 3.403% |
| Aug 19, 2014 | 0.146% | 0.521% | 0.939% | 1.626% | 2.095% | 2.538% | 2.935% | 3.145% | 3.273% | 3.358% |
| Aug 20, 2014 | 0.161% | 0.553% | 0.991% | 1.691% | 2.138% | 2.537% | 2.904% | 3.134% | 3.300% | 3.425% |
| Aug 21, 2014 | 0.148% | 0.550% | 0.989% | 1.679% | 2.121% | 2.523% | 2.895% | 3.115% | 3.262% | 3.365% |
| Aug 22, 2014 | 0.158% | 0.574% | 1.021% | 1.706% | 2.135% | 2.521% | 2.874% | 3.081% | 3.218% | 3.315% |
| Aug 25, 2014 | 0.155% | 0.585% | 1.035% | 1.712% | 2.129% | 2.504% | 2.850% | 3.056% | 3.194% | 3.291% |
| Aug 26, 2014 | 0.147% | 0.576% | 1.023% | 1.702% | 2.126% | 2.509% | 2.865% | 3.077% | 3.220% | 3.320% |
| Aug 27, 2014 | 0.156% | 0.572% | 1.012% | 1.681% | 2.099% | 2.476% | 2.825% | 3.031% | 3.170% | 3.267% |
| Aug 28, 2014 | 0.135% | 0.553% | 0.992% | 1.660% | 2.076% | 2.450% | 2.794% | 2.997% | 3.132% | 3.227% |
| Aug 29, 2014 | 0.138% | 0.546% | 0.978% | 1.654% | 2.093% | 2.491% | 2.834% | 3.011% | 3.118% | 3.190% |