US Treasury rates, October 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 | 0.578% | 0.552% | -2.6 bp | 0.400%Oct 15, 2014 | 0.622%Oct 3, 2014 |
| 10Y | 2.552% | 2.496% | -5.6 bp | 2.260%Oct 15, 2014 | 2.578%Oct 2, 2014 |
| 30Y | 3.211% | 3.176% | -3.5 bp | 3.064%Oct 14, 2014 | 3.305%Oct 3, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 1, 2014 | 0.144% | 0.578% | 1.032% | 1.726% | 2.165% | 2.552% | 2.878% | 3.044% | 3.144% | 3.211% |
| Oct 2, 2014 | 0.149% | 0.590% | 1.045% | 1.743% | 2.186% | 2.578% | 2.910% | 3.080% | 3.182% | 3.251% |
| Oct 3, 2014 | 0.171% | 0.622% | 1.090% | 1.789% | 2.203% | 2.548% | 2.851% | 3.042% | 3.188% | 3.305% |
| Oct 6, 2014 | 0.160% | 0.597% | 1.049% | 1.741% | 2.178% | 2.564% | 2.889% | 3.056% | 3.156% | 3.222% |
| Oct 7, 2014 | 0.151% | 0.572% | 1.010% | 1.682% | 2.110% | 2.492% | 2.817% | 2.984% | 3.085% | 3.152% |
| Oct 8, 2014 | 0.128% | 0.515% | 0.938% | 1.618% | 2.066% | 2.474% | 2.824% | 3.004% | 3.113% | 3.186% |
| Oct 9, 2014 | 0.137% | 0.520% | 0.942% | 1.618% | 2.064% | 2.469% | 2.819% | 3.000% | 3.110% | 3.183% |
| Oct 10, 2014 | 0.125% | 0.508% | 0.927% | 1.599% | 2.040% | 2.440% | 2.783% | 2.960% | 3.067% | 3.139% |
| Oct 14, 2014 | 0.105% | 0.445% | 0.840% | 1.493% | 1.933% | 2.339% | 2.693% | 2.878% | 2.989% | 3.064% |
| Oct 15, 2014 | 0.120% | 0.400% | 0.770% | 1.421% | 1.862% | 2.260% | 2.613% | 2.828% | 2.986% | 3.110% |
| Oct 16, 2014 | 0.114% | 0.415% | 0.792% | 1.443% | 1.882% | 2.279% | 2.635% | 2.852% | 3.010% | 3.135% |
| Oct 17, 2014 | 0.123% | 0.457% | 0.841% | 1.485% | 1.928% | 2.345% | 2.716% | 2.912% | 3.031% | 3.110% |
| Oct 20, 2014 | 0.116% | 0.422% | 0.807% | 1.467% | 1.907% | 2.301% | 2.652% | 2.867% | 3.026% | 3.152% |
| Oct 21, 2014 | 0.125% | 0.431% | 0.817% | 1.487% | 1.939% | 2.342% | 2.693% | 2.906% | 3.064% | 3.192% |
| Oct 22, 2014 | 0.135% | 0.448% | 0.838% | 1.509% | 1.959% | 2.357% | 2.703% | 2.913% | 3.073% | 3.204% |
| Oct 23, 2014 | 0.141% | 0.468% | 0.866% | 1.553% | 2.021% | 2.441% | 2.790% | 2.966% | 3.072% | 3.143% |
| Oct 24, 2014 | 0.127% | 0.464% | 0.872% | 1.559% | 2.010% | 2.402% | 2.740% | 2.951% | 3.117% | 3.258% |
| Oct 27, 2014 | 0.118% | 0.454% | 0.861% | 1.548% | 1.997% | 2.387% | 2.725% | 2.937% | 3.103% | 3.245% |
| Oct 28, 2014 | 0.131% | 0.471% | 0.879% | 1.569% | 2.024% | 2.421% | 2.762% | 2.970% | 3.132% | 3.270% |
| Oct 29, 2014 | 0.155% | 0.544% | 0.968% | 1.645% | 2.086% | 2.480% | 2.815% | 2.986% | 3.089% | 3.158% |
| Oct 30, 2014 | 0.158% | 0.528% | 0.946% | 1.622% | 2.065% | 2.463% | 2.800% | 2.972% | 3.077% | 3.146% |
| Oct 31, 2014 | 0.163% | 0.552% | 0.978% | 1.658% | 2.100% | 2.496% | 2.831% | 3.003% | 3.107% | 3.176% |