US Treasury rates, May 2015
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 | 0.643% | 0.639% | -0.4 bp | 0.588%May 14, 2015 | 0.680%May 6, 2015 |
| 10Y | 2.227% | 2.237% | +0.9 bp | 2.227%May 1, 2015 | 2.405%May 13, 2015 |
| 30Y | 3.017% | 3.121% | +10.4 bp | 3.017%May 1, 2015 | 3.312%May 20, 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
| Date | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 15Y | 20Y | 25Y | 30Y |
|---|---|---|---|---|---|---|---|---|---|---|
| May 1, 2015 | 0.281% | 0.643% | 0.993% | 1.541% | 1.899% | 2.227% | 2.541% | 2.744% | 2.897% | 3.017% |
| May 4, 2015 | 0.283% | 0.646% | 0.995% | 1.547% | 1.917% | 2.264% | 2.596% | 2.808% | 2.962% | 3.081% |
| May 5, 2015 | 0.278% | 0.659% | 1.024% | 1.585% | 1.948% | 2.283% | 2.608% | 2.820% | 2.976% | 3.095% |
| May 6, 2015 | 0.314% | 0.680% | 1.047% | 1.622% | 1.999% | 2.347% | 2.686% | 2.906% | 3.067% | 3.189% |
| May 7, 2015 | 0.302% | 0.671% | 1.034% | 1.590% | 1.948% | 2.278% | 2.604% | 2.820% | 2.979% | 3.099% |
| May 8, 2015 | 0.281% | 0.631% | 0.978% | 1.535% | 1.909% | 2.261% | 2.601% | 2.822% | 2.987% | 3.114% |
| May 11, 2015 | 0.311% | 0.669% | 1.037% | 1.630% | 2.023% | 2.384% | 2.727% | 2.951% | 3.120% | 3.253% |
| May 12, 2015 | 0.292% | 0.659% | 1.029% | 1.623% | 2.018% | 2.380% | 2.723% | 2.945% | 3.114% | 3.248% |
| May 13, 2015 | 0.273% | 0.632% | 1.003% | 1.611% | 2.023% | 2.405% | 2.762% | 2.993% | 3.169% | 3.311% |
| May 14, 2015 | 0.255% | 0.588% | 0.949% | 1.554% | 1.969% | 2.358% | 2.726% | 2.964% | 3.146% | 3.291% |
| May 15, 2015 | 0.254% | 0.593% | 0.937% | 1.502% | 1.892% | 2.265% | 2.627% | 2.861% | 3.035% | 3.172% |
| May 18, 2015 | 0.266% | 0.630% | 0.991% | 1.576% | 1.975% | 2.353% | 2.717% | 2.953% | 3.128% | 3.265% |
| May 19, 2015 | 0.297% | 0.674% | 1.045% | 1.636% | 2.030% | 2.397% | 2.751% | 2.984% | 3.160% | 3.300% |
| May 20, 2015 | 0.287% | 0.652% | 1.014% | 1.599% | 2.000% | 2.383% | 2.754% | 2.995% | 3.173% | 3.312% |
| May 21, 2015 | 0.276% | 0.634% | 0.987% | 1.554% | 1.939% | 2.308% | 2.674% | 2.914% | 3.090% | 3.225% |
| May 22, 2015 | 0.301% | 0.679% | 1.041% | 1.606% | 1.981% | 2.336% | 2.688% | 2.922% | 3.097% | 3.232% |
| May 26, 2015 | 0.297% | 0.672% | 1.021% | 1.558% | 1.914% | 2.252% | 2.594% | 2.825% | 2.999% | 3.133% |
| May 27, 2015 | 0.301% | 0.675% | 1.027% | 1.566% | 1.918% | 2.248% | 2.580% | 2.808% | 2.981% | 3.116% |
| May 28, 2015 | 0.294% | 0.654% | 0.999% | 1.543% | 1.907% | 2.251% | 2.593% | 2.823% | 2.997% | 3.134% |
| May 29, 2015 | 0.291% | 0.639% | 0.978% | 1.520% | 1.887% | 2.237% | 2.583% | 2.813% | 2.986% | 3.121% |