US Treasury rates, September 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 | 0.753% | 0.667% | -8.5 bp | 0.667%Sep 29, 2015 | 0.855%Sep 16, 2015 |
| 10Y | 2.266% | 2.134% | -13.2 bp | 2.123%Sep 29, 2015 | 2.395%Sep 16, 2015 |
| 30Y | 3.160% | 3.077% | -8.3 bp | 3.077%Sep 30, 2015 | 3.329%Sep 16, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2015 | 0.419% | 0.753% | 1.067% | 1.573% | 1.925% | 2.266% | 2.603% | 2.832% | 3.012% | 3.160% |
| Sep 2, 2015 | 0.416% | 0.758% | 1.081% | 1.598% | 1.953% | 2.295% | 2.638% | 2.872% | 3.056% | 3.205% |
| Sep 3, 2015 | 0.427% | 0.741% | 1.056% | 1.571% | 1.929% | 2.273% | 2.617% | 2.853% | 3.041% | 3.195% |
| Sep 4, 2015 | 0.428% | 0.738% | 1.044% | 1.544% | 1.890% | 2.223% | 2.557% | 2.788% | 2.972% | 3.124% |
| Sep 8, 2015 | 0.431% | 0.770% | 1.092% | 1.603% | 1.952% | 2.290% | 2.638% | 2.878% | 3.063% | 3.209% |
| Sep 9, 2015 | 0.441% | 0.778% | 1.094% | 1.599% | 1.947% | 2.284% | 2.625% | 2.860% | 3.043% | 3.191% |
| Sep 10, 2015 | 0.430% | 0.773% | 1.095% | 1.613% | 1.972% | 2.317% | 2.651% | 2.879% | 3.065% | 3.225% |
| Sep 11, 2015 | 0.445% | 0.749% | 1.058% | 1.575% | 1.939% | 2.286% | 2.621% | 2.848% | 3.033% | 3.193% |
| Sep 14, 2015 | 0.466% | 0.766% | 1.064% | 1.565% | 1.923% | 2.272% | 2.609% | 2.836% | 3.022% | 3.184% |
| Sep 15, 2015 | 0.504% | 0.846% | 1.157% | 1.661% | 2.021% | 2.375% | 2.720% | 2.948% | 3.136% | 3.303% |
| Sep 16, 2015 | 0.508% | 0.855% | 1.167% | 1.671% | 2.034% | 2.395% | 2.747% | 2.977% | 3.164% | 3.329% |
| Sep 17, 2015 | 0.442% | 0.739% | 1.038% | 1.554% | 1.933% | 2.308% | 2.672% | 2.913% | 3.107% | 3.276% |
| Sep 18, 2015 | 0.393% | 0.716% | 1.014% | 1.504% | 1.863% | 2.223% | 2.580% | 2.816% | 3.008% | 3.178% |
| Sep 21, 2015 | 0.394% | 0.755% | 1.068% | 1.563% | 1.923% | 2.293% | 2.666% | 2.908% | 3.101% | 3.269% |
| Sep 22, 2015 | 0.374% | 0.723% | 1.024% | 1.504% | 1.857% | 2.224% | 2.596% | 2.835% | 3.022% | 3.186% |
| Sep 23, 2015 | 0.371% | 0.732% | 1.039% | 1.522% | 1.875% | 2.240% | 2.607% | 2.838% | 3.023% | 3.192% |
| Sep 24, 2015 | 0.363% | 0.716% | 1.018% | 1.498% | 1.850% | 2.214% | 2.568% | 2.788% | 2.973% | 3.163% |
| Sep 25, 2015 | 0.363% | 0.724% | 1.038% | 1.536% | 1.893% | 2.250% | 2.600% | 2.832% | 3.029% | 3.213% |
| Sep 28, 2015 | 0.386% | 0.702% | 0.997% | 1.482% | 1.830% | 2.171% | 2.504% | 2.735% | 2.936% | 3.123% |
| Sep 29, 2015 | 0.363% | 0.667% | 0.952% | 1.425% | 1.773% | 2.123% | 2.473% | 2.713% | 2.917% | 3.100% |
| Sep 30, 2015 | 0.345% | 0.667% | 0.957% | 1.425% | 1.769% | 2.134% | 2.522% | 2.774% | 2.951% | 3.077% |