US Treasury rates, July 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 | 0.719% | 0.689% | -3.0 bp | 0.587%Jul 8, 2015 | 0.752%Jul 22, 2015 |
| 10Y | 2.546% | 2.273% | -27.3 bp | 2.273%Jul 31, 2015 | 2.549%Jul 13, 2015 |
| 30Y | 3.497% | 3.198% | -29.9 bp | 3.198%Jul 31, 2015 | 3.526%Jul 13, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2015 | 0.316% | 0.719% | 1.114% | 1.747% | 2.169% | 2.546% | 2.883% | 3.113% | 3.313% | 3.497% |
| Jul 2, 2015 | 0.288% | 0.670% | 1.053% | 1.685% | 2.119% | 2.514% | 2.863% | 3.095% | 3.300% | 3.494% |
| Jul 6, 2015 | 0.279% | 0.629% | 0.993% | 1.605% | 2.026% | 2.406% | 2.742% | 2.972% | 3.185% | 3.393% |
| Jul 7, 2015 | 0.294% | 0.623% | 0.982% | 1.590% | 2.004% | 2.372% | 2.696% | 2.927% | 3.144% | 3.355% |
| Jul 8, 2015 | 0.269% | 0.587% | 0.939% | 1.540% | 1.951% | 2.317% | 2.641% | 2.871% | 3.087% | 3.298% |
| Jul 9, 2015 | 0.270% | 0.622% | 0.994% | 1.619% | 2.045% | 2.424% | 2.757% | 2.990% | 3.210% | 3.425% |
| Jul 10, 2015 | 0.333% | 0.691% | 1.076% | 1.719% | 2.151% | 2.529% | 2.859% | 3.092% | 3.310% | 3.522% |
| Jul 13, 2015 | 0.320% | 0.714% | 1.107% | 1.746% | 2.174% | 2.549% | 2.874% | 3.100% | 3.315% | 3.526% |
| Jul 14, 2015 | 0.306% | 0.680% | 1.067% | 1.705% | 2.133% | 2.514% | 2.851% | 3.087% | 3.303% | 3.511% |
| Jul 15, 2015 | 0.298% | 0.661% | 1.040% | 1.665% | 2.082% | 2.449% | 2.776% | 3.012% | 3.234% | 3.448% |
| Jul 16, 2015 | 0.314% | 0.693% | 1.076% | 1.694% | 2.098% | 2.446% | 2.752% | 2.978% | 3.197% | 3.415% |
| Jul 17, 2015 | 0.319% | 0.707% | 1.093% | 1.708% | 2.105% | 2.441% | 2.725% | 2.940% | 3.158% | 3.382% |
| Jul 20, 2015 | 0.337% | 0.738% | 1.132% | 1.748% | 2.136% | 2.458% | 2.736% | 2.957% | 3.184% | 3.418% |
| Jul 21, 2015 | 0.353% | 0.734% | 1.110% | 1.710% | 2.100% | 2.429% | 2.711% | 2.931% | 3.164% | 3.407% |
| Jul 22, 2015 | 0.368% | 0.752% | 1.126% | 1.714% | 2.087% | 2.400% | 2.670% | 2.888% | 3.118% | 3.356% |
| Jul 23, 2015 | 0.352% | 0.734% | 1.103% | 1.676% | 2.039% | 2.340% | 2.604% | 2.819% | 3.046% | 3.280% |
| Jul 24, 2015 | 0.353% | 0.724% | 1.090% | 1.667% | 2.034% | 2.341% | 2.607% | 2.818% | 3.035% | 3.257% |
| Jul 27, 2015 | 0.331% | 0.688% | 1.043% | 1.612% | 1.982% | 2.300% | 2.582% | 2.797% | 3.009% | 3.219% |
| Jul 28, 2015 | 0.338% | 0.708% | 1.067% | 1.636% | 2.008% | 2.329% | 2.611% | 2.823% | 3.036% | 3.252% |
| Jul 29, 2015 | 0.346% | 0.724% | 1.087% | 1.662% | 2.037% | 2.360% | 2.643% | 2.854% | 3.064% | 3.275% |
| Jul 30, 2015 | 0.373% | 0.741% | 1.102% | 1.671% | 2.034% | 2.342% | 2.611% | 2.817% | 3.022% | 3.227% |
| Jul 31, 2015 | 0.354% | 0.689% | 1.034% | 1.592% | 1.956% | 2.273% | 2.561% | 2.782% | 2.993% | 3.198% |