US Treasury rates, September 2014
Zero rates at all 10 fitted maturities on each of 20 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 | 0.582% | 0.632% | +5.0 bp | 0.568%Sep 5, 2014 | 0.646%Sep 19, 2014 |
| 10Y | 2.563% | 2.656% | +9.3 bp | 2.557%Sep 3, 2014 | 2.782%Sep 18, 2014 |
| 30Y | 3.279% | 3.311% | +3.2 bp | 3.258%Sep 3, 2014 | 3.501%Sep 17, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 2, 2014 | 0.167% | 0.582% | 1.022% | 1.710% | 2.157% | 2.563% | 2.914% | 3.096% | 3.206% | 3.279% |
| Sep 3, 2014 | 0.156% | 0.578% | 1.020% | 1.709% | 2.155% | 2.557% | 2.901% | 3.079% | 3.187% | 3.258% |
| Sep 4, 2014 | 0.154% | 0.587% | 1.037% | 1.736% | 2.188% | 2.598% | 2.952% | 3.136% | 3.246% | 3.320% |
| Sep 5, 2014 | 0.153% | 0.568% | 1.017% | 1.724% | 2.186% | 2.608% | 2.974% | 3.164% | 3.279% | 3.355% |
| Sep 8, 2014 | 0.166% | 0.592% | 1.045% | 1.751% | 2.208% | 2.621% | 2.976% | 3.160% | 3.271% | 3.345% |
| Sep 9, 2014 | 0.154% | 0.612% | 1.088% | 1.798% | 2.232% | 2.614% | 2.957% | 3.155% | 3.286% | 3.377% |
| Sep 10, 2014 | 0.163% | 0.624% | 1.105% | 1.823% | 2.263% | 2.649% | 2.996% | 3.196% | 3.328% | 3.420% |
| Sep 11, 2014 | 0.163% | 0.620% | 1.096% | 1.822% | 2.280% | 2.683% | 3.023% | 3.196% | 3.301% | 3.370% |
| Sep 15, 2014 | 0.174% | 0.619% | 1.094% | 1.836% | 2.313% | 2.738% | 3.096% | 3.280% | 3.391% | 3.465% |
| Sep 16, 2014 | 0.149% | 0.601% | 1.076% | 1.822% | 2.305% | 2.740% | 3.110% | 3.300% | 3.414% | 3.491% |
| Sep 17, 2014 | 0.172% | 0.632% | 1.113% | 1.858% | 2.336% | 2.764% | 3.127% | 3.314% | 3.426% | 3.501% |
| Sep 18, 2014 | 0.171% | 0.645% | 1.137% | 1.892% | 2.367% | 2.782% | 3.126% | 3.301% | 3.406% | 3.476% |
| Sep 19, 2014 | 0.168% | 0.646% | 1.134% | 1.874% | 2.334% | 2.731% | 3.059% | 3.225% | 3.324% | 3.391% |
| Sep 22, 2014 | 0.160% | 0.620% | 1.102% | 1.841% | 2.305% | 2.710% | 3.048% | 3.220% | 3.323% | 3.392% |
| Sep 23, 2014 | 0.162% | 0.615% | 1.091% | 1.821% | 2.279% | 2.680% | 3.013% | 3.183% | 3.286% | 3.354% |
| Sep 24, 2014 | 0.163% | 0.628% | 1.113% | 1.852% | 2.313% | 2.714% | 3.046% | 3.214% | 3.316% | 3.383% |
| Sep 25, 2014 | 0.143% | 0.599% | 1.073% | 1.798% | 2.254% | 2.652% | 2.985% | 3.154% | 3.255% | 3.323% |
| Sep 26, 2014 | 0.167% | 0.628% | 1.120% | 1.857% | 2.292% | 2.649% | 2.951% | 3.138% | 3.280% | 3.396% |
| Sep 29, 2014 | 0.162% | 0.615% | 1.099% | 1.823% | 2.252% | 2.606% | 2.911% | 3.102% | 3.246% | 3.362% |
| Sep 30, 2014 | 0.172% | 0.632% | 1.103% | 1.818% | 2.265% | 2.656% | 2.980% | 3.146% | 3.245% | 3.311% |