US Treasury rates, June 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.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.675% | 0.674% | -0.1 bp | 0.665%Jun 29, 2015 | 0.778%Jun 10, 2015 |
| 10Y | 2.301% | 2.462% | +16.1 bp | 2.301%Jun 1, 2015 | 2.608%Jun 10, 2015 |
| 30Y | 3.186% | 3.405% | +21.9 bp | 3.186%Jun 1, 2015 | 3.549%Jun 26, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jun 1, 2015 | 0.299% | 0.675% | 1.030% | 1.584% | 1.953% | 2.301% | 2.645% | 2.874% | 3.049% | 3.186% |
| Jun 2, 2015 | 0.301% | 0.684% | 1.056% | 1.645% | 2.032% | 2.388% | 2.726% | 2.950% | 3.126% | 3.270% |
| Jun 3, 2015 | 0.319% | 0.710% | 1.103% | 1.731% | 2.141% | 2.505% | 2.831% | 3.044% | 3.221% | 3.374% |
| Jun 4, 2015 | 0.304% | 0.695% | 1.076% | 1.679% | 2.074% | 2.425% | 2.741% | 2.953% | 3.132% | 3.291% |
| Jun 5, 2015 | 0.339% | 0.758% | 1.159% | 1.783% | 2.181% | 2.525% | 2.825% | 3.029% | 3.208% | 3.373% |
| Jun 8, 2015 | 0.332% | 0.726% | 1.122% | 1.751% | 2.159% | 2.511% | 2.819% | 3.029% | 3.215% | 3.389% |
| Jun 9, 2015 | 0.334% | 0.745% | 1.145% | 1.777% | 2.185% | 2.538% | 2.847% | 3.060% | 3.252% | 3.432% |
| Jun 10, 2015 | 0.346% | 0.778% | 1.189% | 1.834% | 2.250% | 2.608% | 2.914% | 3.125% | 3.320% | 3.510% |
| Jun 11, 2015 | 0.351% | 0.760% | 1.152% | 1.766% | 2.161% | 2.501% | 2.796% | 3.006% | 3.201% | 3.390% |
| Jun 12, 2015 | 0.377% | 0.770% | 1.162% | 1.780% | 2.171% | 2.501% | 2.788% | 2.997% | 3.193% | 3.383% |
| Jun 15, 2015 | 0.344% | 0.748% | 1.135% | 1.740% | 2.132% | 2.472% | 2.775% | 2.991% | 3.189% | 3.379% |
| Jun 16, 2015 | 0.343% | 0.741% | 1.118% | 1.708% | 2.092% | 2.430% | 2.736% | 2.954% | 3.152% | 3.338% |
| Jun 17, 2015 | 0.343% | 0.701% | 1.065% | 1.662% | 2.065% | 2.431% | 2.766% | 2.999% | 3.203% | 3.390% |
| Jun 18, 2015 | 0.317% | 0.692% | 1.069% | 1.683% | 2.095% | 2.465% | 2.800% | 3.035% | 3.246% | 3.444% |
| Jun 19, 2015 | 0.309% | 0.668% | 1.028% | 1.617% | 2.013% | 2.372% | 2.704% | 2.942% | 3.157% | 3.357% |
| Jun 22, 2015 | 0.321% | 0.714% | 1.097% | 1.711% | 2.119% | 2.484% | 2.815% | 3.052% | 3.268% | 3.472% |
| Jun 23, 2015 | 0.328% | 0.728% | 1.118% | 1.743% | 2.159% | 2.530% | 2.862% | 3.096% | 3.313% | 3.520% |
| Jun 24, 2015 | 0.321% | 0.718% | 1.104% | 1.722% | 2.133% | 2.498% | 2.822% | 3.050% | 3.262% | 3.467% |
| Jun 25, 2015 | 0.320% | 0.716% | 1.109% | 1.739% | 2.153% | 2.514% | 2.833% | 3.057% | 3.262% | 3.458% |
| Jun 26, 2015 | 0.333% | 0.742% | 1.145% | 1.794% | 2.225% | 2.605% | 2.937% | 3.161% | 3.360% | 3.549% |
| Jun 29, 2015 | 0.302% | 0.665% | 1.040% | 1.659% | 2.075% | 2.446% | 2.773% | 2.996% | 3.196% | 3.385% |
| Jun 30, 2015 | 0.311% | 0.674% | 1.050% | 1.671% | 2.089% | 2.462% | 2.792% | 3.017% | 3.217% | 3.405% |