US Treasury rates, November 2015
Zero rates at all 10 fitted maturities on each of 19 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 | 0.807% | 0.988% | +18.0 bp | 0.807%Nov 2, 2015 | 0.988%Nov 30, 2015 |
| 10Y | 2.285% | 2.315% | +3.1 bp | 2.285%Nov 2, 2015 | 2.456%Nov 9, 2015 |
| 30Y | 3.189% | 3.224% | +3.5 bp | 3.189%Nov 2, 2015 | 3.362%Nov 9, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 2, 2015 | 0.474% | 0.807% | 1.120% | 1.623% | 1.967% | 2.285% | 2.583% | 2.799% | 2.998% | 3.189% |
| Nov 3, 2015 | 0.490% | 0.830% | 1.145% | 1.650% | 1.998% | 2.323% | 2.630% | 2.848% | 3.046% | 3.233% |
| Nov 4, 2015 | 0.519% | 0.877% | 1.198% | 1.695% | 2.027% | 2.333% | 2.629% | 2.848% | 3.045% | 3.229% |
| Nov 5, 2015 | 0.510% | 0.879% | 1.204% | 1.702% | 2.035% | 2.345% | 2.646% | 2.866% | 3.060% | 3.237% |
| Nov 6, 2015 | 0.569% | 0.940% | 1.276% | 1.791% | 2.128% | 2.433% | 2.726% | 2.944% | 3.141% | 3.322% |
| Nov 9, 2015 | 0.579% | 0.948% | 1.286% | 1.807% | 2.148% | 2.456% | 2.751% | 2.972% | 3.174% | 3.362% |
| Nov 10, 2015 | 0.578% | 0.926% | 1.254% | 1.775% | 2.122% | 2.437% | 2.732% | 2.951% | 3.156% | 3.353% |
| Nov 12, 2015 | 0.583% | 0.941% | 1.269% | 1.783% | 2.128% | 2.440% | 2.727% | 2.940% | 3.147% | 3.354% |
| Nov 13, 2015 | 0.568% | 0.912% | 1.228% | 1.732% | 2.078% | 2.399% | 2.698% | 2.915% | 3.121% | 3.324% |
| Nov 16, 2015 | 0.563% | 0.906% | 1.217% | 1.711% | 2.056% | 2.385% | 2.700% | 2.924% | 3.128% | 3.324% |
| Nov 17, 2015 | 0.576% | 0.906% | 1.213% | 1.706% | 2.046% | 2.364% | 2.667% | 2.889% | 3.095% | 3.293% |
| Nov 18, 2015 | 0.580% | 0.947% | 1.255% | 1.729% | 2.061% | 2.388% | 2.694% | 2.894% | 3.082% | 3.286% |
| Nov 19, 2015 | 0.582% | 0.948% | 1.253% | 1.717% | 2.040% | 2.356% | 2.656% | 2.858% | 3.049% | 3.250% |
| Nov 20, 2015 | 0.607% | 0.971% | 1.274% | 1.735% | 2.056% | 2.371% | 2.673% | 2.878% | 3.068% | 3.265% |
| Nov 23, 2015 | 0.588% | 0.975% | 1.285% | 1.739% | 2.044% | 2.344% | 2.649% | 2.867% | 3.056% | 3.231% |
| Nov 24, 2015 | 0.612% | 0.970% | 1.266% | 1.714% | 2.025% | 2.334% | 2.641% | 2.856% | 3.048% | 3.236% |
| Nov 25, 2015 | 0.629% | 0.981% | 1.273% | 1.716% | 2.025% | 2.332% | 2.637% | 2.849% | 3.044% | 3.238% |
| Nov 27, 2015 | 0.636% | 0.973% | 1.257% | 1.697% | 2.010% | 2.327% | 2.639% | 2.852% | 3.047% | 3.247% |
| Nov 30, 2015 | 0.652% | 0.988% | 1.269% | 1.701% | 2.008% | 2.315% | 2.621% | 2.832% | 3.026% | 3.224% |