US Treasury rates, August 2015
Zero rates at all 10 fitted maturities on each of 21 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 | 0.688% | 0.780% | +9.2 bp | 0.649%Aug 24, 2015 | 0.781%Aug 14, 2015 |
| 10Y | 2.223% | 2.306% | +8.2 bp | 2.104%Aug 24, 2015 | 2.338%Aug 5, 2015 |
| 30Y | 3.132% | 3.175% | +4.3 bp | 2.947%Aug 24, 2015 | 3.211%Aug 5, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 3, 2015 | 0.355% | 0.688% | 1.023% | 1.562% | 1.915% | 2.223% | 2.502% | 2.716% | 2.925% | 3.132% |
| Aug 4, 2015 | 0.402% | 0.757% | 1.106% | 1.650% | 1.995% | 2.286% | 2.548% | 2.753% | 2.957% | 3.158% |
| Aug 5, 2015 | 0.418% | 0.763% | 1.124% | 1.696% | 2.050% | 2.338% | 2.591% | 2.794% | 3.002% | 3.211% |
| Aug 6, 2015 | 0.373% | 0.742% | 1.103% | 1.662% | 2.009% | 2.294% | 2.543% | 2.745% | 2.954% | 3.167% |
| Aug 7, 2015 | 0.425% | 0.766% | 1.106% | 1.636% | 1.965% | 2.234% | 2.471% | 2.667% | 2.870% | 3.076% |
| Aug 10, 2015 | 0.419% | 0.767% | 1.117% | 1.668% | 2.013% | 2.297% | 2.543% | 2.740% | 2.946% | 3.155% |
| Aug 11, 2015 | 0.385% | 0.716% | 1.050% | 1.581% | 1.922% | 2.208% | 2.459% | 2.657% | 2.858% | 3.061% |
| Aug 12, 2015 | 0.388% | 0.708% | 1.034% | 1.566% | 1.914% | 2.214% | 2.480% | 2.686% | 2.892% | 3.101% |
| Aug 13, 2015 | 0.416% | 0.759% | 1.095% | 1.627% | 1.969% | 2.258% | 2.507% | 2.703% | 2.908% | 3.122% |
| Aug 14, 2015 | 0.427% | 0.781% | 1.119% | 1.648% | 1.987% | 2.270% | 2.508% | 2.693% | 2.890% | 3.100% |
| Aug 17, 2015 | 0.422% | 0.761% | 1.093% | 1.618% | 1.953% | 2.237% | 2.483% | 2.672% | 2.860% | 3.051% |
| Aug 18, 2015 | 0.427% | 0.772% | 1.108% | 1.640% | 1.986% | 2.282% | 2.538% | 2.729% | 2.917% | 3.106% |
| Aug 19, 2015 | 0.404% | 0.716% | 1.028% | 1.541% | 1.888% | 2.196% | 2.470% | 2.668% | 2.857% | 3.044% |
| Aug 20, 2015 | 0.429% | 0.735% | 1.042% | 1.540% | 1.872% | 2.165% | 2.429% | 2.622% | 2.804% | 2.981% |
| Aug 21, 2015 | 0.379% | 0.695% | 0.997% | 1.485% | 1.822% | 2.133% | 2.420% | 2.616% | 2.792% | 2.957% |
| Aug 24, 2015 | 0.355% | 0.649% | 0.943% | 1.433% | 1.778% | 2.104% | 2.408% | 2.613% | 2.788% | 2.947% |
| Aug 25, 2015 | 0.405% | 0.712% | 1.018% | 1.530% | 1.889% | 2.225% | 2.531% | 2.734% | 2.910% | 3.074% |
| Aug 26, 2015 | 0.387% | 0.713% | 1.028% | 1.554% | 1.932% | 2.297% | 2.635% | 2.849% | 3.022% | 3.177% |
| Aug 27, 2015 | 0.401% | 0.723% | 1.038% | 1.563% | 1.936% | 2.291% | 2.614% | 2.822% | 2.997% | 3.159% |
| Aug 28, 2015 | 0.423% | 0.762% | 1.082% | 1.597% | 1.952% | 2.287% | 2.605% | 2.817% | 2.990% | 3.141% |
| Aug 31, 2015 | 0.443% | 0.780% | 1.103% | 1.620% | 1.972% | 2.306% | 2.630% | 2.851% | 3.028% | 3.175% |