US Treasury rates, April 2015

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.

0.50%1.00%1.50%2.00%2.50%3.00%Apr 1, 2015Apr 30, 2015Apr 1, 20152Y zero rate0.577%10Y zero rate1.957%30Y zero rate2.630%Apr 2, 20152Y zero rate0.582%10Y zero rate2.004%30Y zero rate2.690%Apr 3, 20152Y zero rate0.526%10Y zero rate1.933%30Y zero rate2.650%Apr 6, 20152Y zero rate0.545%10Y zero rate2.004%30Y zero rate2.742%Apr 7, 20152Y zero rate0.560%10Y zero rate1.979%30Y zero rate2.685%Apr 8, 20152Y zero rate0.572%10Y zero rate1.994%30Y zero rate2.686%Apr 9, 20152Y zero rate0.590%10Y zero rate2.055%30Y zero rate2.772%Apr 10, 20152Y zero rate0.602%10Y zero rate2.044%30Y zero rate2.749%Apr 13, 20152Y zero rate0.589%10Y zero rate2.035%30Y zero rate2.749%Apr 14, 20152Y zero rate0.568%10Y zero rate1.994%30Y zero rate2.702%Apr 15, 20152Y zero rate0.555%10Y zero rate1.994%30Y zero rate2.712%Apr 16, 20152Y zero rate0.536%10Y zero rate1.986%30Y zero rate2.731%Apr 17, 20152Y zero rate0.555%10Y zero rate1.954%30Y zero rate2.673%Apr 20, 20152Y zero rate0.579%10Y zero rate1.984%30Y zero rate2.720%Apr 21, 20152Y zero rate0.580%10Y zero rate2.012%30Y zero rate2.748%Apr 22, 20152Y zero rate0.605%10Y zero rate2.089%30Y zero rate2.837%Apr 23, 20152Y zero rate0.582%10Y zero rate2.047%30Y zero rate2.801%Apr 24, 20152Y zero rate0.568%10Y zero rate2.023%30Y zero rate2.796%Apr 27, 20152Y zero rate0.575%10Y zero rate2.026%30Y zero rate2.794%Apr 28, 20152Y zero rate0.593%10Y zero rate2.089%30Y zero rate2.866%Apr 29, 20152Y zero rate0.606%10Y zero rate2.158%30Y zero rate2.947%Apr 30, 20152Y zero rate0.610%10Y zero rate2.144%30Y zero rate2.937%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across April 2015.
TenorFirstLastChangeLowHigh
2Y0.577%0.610%+3.3 bp0.526%Apr 3, 20150.610%Apr 30, 2015
10Y1.957%2.144%+18.7 bp1.933%Apr 3, 20152.158%Apr 29, 2015
30Y2.630%2.937%+30.6 bp2.630%Apr 1, 20152.947%Apr 29, 2015

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

Zero rate at each of the 10 fitted maturities, for every fitted trading day in April 2015.
Date1Y2Y3Y5Y7Y10Y15Y20Y25Y30Y
Apr 1, 20150.285%0.577%0.877%1.358%1.673%1.957%2.218%2.388%2.521%2.630%
Apr 2, 20150.293%0.582%0.889%1.385%1.711%2.004%2.274%2.448%2.582%2.690%
Apr 3, 20150.253%0.526%0.816%1.296%1.625%1.933%2.225%2.410%2.545%2.650%
Apr 6, 20150.254%0.545%0.851%1.352%1.690%2.004%2.300%2.489%2.631%2.742%
Apr 7, 20150.256%0.560%0.865%1.356%1.682%1.979%2.255%2.434%2.572%2.685%
Apr 8, 20150.247%0.572%0.887%1.380%1.702%1.994%2.267%2.444%2.578%2.686%
Apr 9, 20150.264%0.590%0.916%1.428%1.759%2.055%2.330%2.513%2.655%2.772%
Apr 10, 20150.275%0.602%0.930%1.438%1.759%2.044%2.311%2.491%2.633%2.749%
Apr 13, 20150.264%0.589%0.908%1.409%1.737%2.035%2.312%2.494%2.634%2.749%
Apr 14, 20150.253%0.568%0.879%1.371%1.697%1.994%2.272%2.452%2.590%2.702%
Apr 15, 20150.244%0.555%0.863%1.356%1.687%1.994%2.281%2.465%2.602%2.712%
Apr 16, 20150.252%0.536%0.837%1.332%1.669%1.986%2.292%2.485%2.625%2.731%
Apr 17, 20150.255%0.555%0.854%1.334%1.655%1.954%2.242%2.428%2.566%2.673%
Apr 20, 20150.274%0.579%0.877%1.352%1.676%1.984%2.286%2.478%2.616%2.720%
Apr 21, 20150.260%0.580%0.888%1.375%1.702%2.012%2.314%2.507%2.645%2.748%
Apr 22, 20150.279%0.605%0.927%1.436%1.772%2.089%2.397%2.593%2.733%2.837%
Apr 23, 20150.267%0.582%0.896%1.396%1.730%2.047%2.359%2.557%2.697%2.801%
Apr 24, 20150.273%0.568%0.872%1.366%1.703%2.023%2.337%2.540%2.686%2.796%
Apr 27, 20150.281%0.575%0.884%1.383%1.715%2.026%2.333%2.534%2.682%2.794%
Apr 28, 20150.280%0.593%0.915%1.431%1.771%2.089%2.399%2.602%2.752%2.866%
Apr 29, 20150.264%0.606%0.938%1.468%1.825%2.158%2.475%2.678%2.829%2.947%
Apr 30, 20150.275%0.610%0.942%1.468%1.818%2.144%2.460%2.666%2.819%2.937%

Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.

A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.

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Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.