US Treasury rates, December 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 | 0.959% | 1.102% | +14.3 bp | 0.957%Dec 11, 2015 | 1.131%Dec 29, 2015 |
| 10Y | 2.249% | 2.380% | +13.1 bp | 2.221%Dec 11, 2015 | 2.433%Dec 3, 2015 |
| 30Y | 3.153% | 3.252% | +9.8 bp | 3.124%Dec 11, 2015 | 3.326%Dec 3, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dec 1, 2015 | 0.642% | 0.959% | 1.228% | 1.646% | 1.945% | 2.249% | 2.550% | 2.755% | 2.947% | 3.153% |
| Dec 2, 2015 | 0.660% | 0.990% | 1.265% | 1.688% | 1.983% | 2.273% | 2.553% | 2.747% | 2.938% | 3.149% |
| Dec 3, 2015 | 0.697% | 1.014% | 1.312% | 1.796% | 2.129% | 2.433% | 2.703% | 2.903% | 3.109% | 3.326% |
| Dec 4, 2015 | 0.691% | 1.000% | 1.292% | 1.766% | 2.089% | 2.380% | 2.639% | 2.838% | 3.049% | 3.276% |
| Dec 7, 2015 | 0.717% | 0.999% | 1.274% | 1.729% | 2.043% | 2.326% | 2.575% | 2.770% | 2.982% | 3.215% |
| Dec 8, 2015 | 0.739% | 1.017% | 1.284% | 1.726% | 2.040% | 2.333% | 2.595% | 2.791% | 3.001% | 3.235% |
| Dec 9, 2015 | 0.734% | 0.996% | 1.253% | 1.692% | 2.010% | 2.310% | 2.579% | 2.779% | 2.995% | 3.235% |
| Dec 10, 2015 | 0.725% | 1.035% | 1.300% | 1.720% | 2.024% | 2.332% | 2.620% | 2.804% | 2.987% | 3.213% |
| Dec 11, 2015 | 0.704% | 0.957% | 1.200% | 1.615% | 1.922% | 2.221% | 2.491% | 2.682% | 2.888% | 3.124% |
| Dec 14, 2015 | 0.746% | 1.043% | 1.300% | 1.709% | 2.011% | 2.320% | 2.613% | 2.795% | 2.969% | 3.180% |
| Dec 15, 2015 | 0.743% | 1.061% | 1.332% | 1.758% | 2.063% | 2.367% | 2.647% | 2.825% | 3.004% | 3.228% |
| Dec 16, 2015 | 0.762% | 1.098% | 1.380% | 1.811% | 2.110% | 2.398% | 2.658% | 2.835% | 3.025% | 3.258% |
| Dec 17, 2015 | 0.764% | 1.076% | 1.352% | 1.780% | 2.066% | 2.323% | 2.556% | 2.743% | 2.948% | 3.173% |
| Dec 18, 2015 | 0.740% | 1.037% | 1.306% | 1.732% | 2.020% | 2.282% | 2.522% | 2.713% | 2.917% | 3.137% |
| Dec 21, 2015 | 0.742% | 1.050% | 1.310% | 1.715% | 2.003% | 2.289% | 2.560% | 2.742% | 2.929% | 3.154% |
| Dec 22, 2015 | 0.723% | 1.065% | 1.345% | 1.767% | 2.053% | 2.329% | 2.593% | 2.784% | 2.978% | 3.188% |
| Dec 23, 2015 | 0.728% | 1.076% | 1.361% | 1.789% | 2.081% | 2.364% | 2.638% | 2.835% | 3.025% | 3.223% |
| Dec 24, 2015 | 0.760% | 1.091% | 1.365% | 1.780% | 2.065% | 2.342% | 2.607% | 2.796% | 2.986% | 3.196% |
| Dec 28, 2015 | 0.763% | 1.094% | 1.367% | 1.779% | 2.060% | 2.330% | 2.587% | 2.774% | 2.965% | 3.177% |
| Dec 29, 2015 | 0.763% | 1.131% | 1.426% | 1.854% | 2.137% | 2.406% | 2.677% | 2.881% | 3.075% | 3.264% |
| Dec 30, 2015 | 0.749% | 1.113% | 1.408% | 1.842% | 2.130% | 2.406% | 2.678% | 2.882% | 3.078% | 3.276% |
| Dec 31, 2015 | 0.774% | 1.102% | 1.376% | 1.797% | 2.091% | 2.380% | 2.658% | 2.851% | 3.041% | 3.252% |