US Treasury rates, December 2016
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 | 1.188% | 1.212% | +2.4 bp | 1.137%Dec 7, 2016 | 1.322%Dec 15, 2016 |
| 10Y | 2.557% | 2.549% | -0.8 bp | 2.453%Dec 7, 2016 | 2.700%Dec 16, 2016 |
| 30Y | 3.341% | 3.305% | -3.5 bp | 3.266%Dec 7, 2016 | 3.427%Dec 16, 2016 |
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, 2016 | 0.854% | 1.188% | 1.491% | 1.964% | 2.278% | 2.557% | 2.805% | 2.985% | 3.161% | 3.341% |
| Dec 2, 2016 | 0.845% | 1.151% | 1.440% | 1.906% | 2.223% | 2.510% | 2.767% | 2.952% | 3.136% | 3.324% |
| Dec 5, 2016 | 0.850% | 1.167% | 1.454% | 1.908% | 2.215% | 2.495% | 2.746% | 2.928% | 3.108% | 3.295% |
| Dec 6, 2016 | 0.832% | 1.156% | 1.446% | 1.902% | 2.213% | 2.500% | 2.761% | 2.948% | 3.134% | 3.326% |
| Dec 7, 2016 | 0.835% | 1.137% | 1.414% | 1.859% | 2.166% | 2.453% | 2.715% | 2.902% | 3.082% | 3.266% |
| Dec 8, 2016 | 0.852% | 1.149% | 1.430% | 1.893% | 2.218% | 2.520% | 2.793% | 2.983% | 3.166% | 3.352% |
| Dec 9, 2016 | 0.860% | 1.173% | 1.469% | 1.951% | 2.285% | 2.591% | 2.860% | 3.046% | 3.227% | 3.413% |
| Dec 12, 2016 | 0.885% | 1.182% | 1.469% | 1.948% | 2.285% | 2.594% | 2.859% | 3.041% | 3.224% | 3.420% |
| Dec 13, 2016 | 0.889% | 1.205% | 1.496% | 1.964% | 2.288% | 2.584% | 2.843% | 3.020% | 3.195% | 3.379% |
| Dec 14, 2016 | 0.947% | 1.311% | 1.611% | 2.060% | 2.362% | 2.641% | 2.881% | 3.033% | 3.187% | 3.365% |
| Dec 15, 2016 | 0.939% | 1.322% | 1.651% | 2.140% | 2.446% | 2.696% | 2.893% | 3.040% | 3.204% | 3.389% |
| Dec 16, 2016 | 0.935% | 1.306% | 1.631% | 2.122% | 2.435% | 2.700% | 2.917% | 3.074% | 3.243% | 3.427% |
| Dec 19, 2016 | 0.909% | 1.276% | 1.594% | 2.073% | 2.378% | 2.638% | 2.851% | 3.005% | 3.169% | 3.347% |
| Dec 20, 2016 | 0.894% | 1.278% | 1.606% | 2.095% | 2.406% | 2.670% | 2.886% | 3.043% | 3.209% | 3.389% |
| Dec 21, 2016 | 0.888% | 1.261% | 1.587% | 2.076% | 2.386% | 2.647% | 2.858% | 3.013% | 3.177% | 3.356% |
| Dec 22, 2016 | 0.887% | 1.258% | 1.587% | 2.083% | 2.395% | 2.653% | 2.861% | 3.015% | 3.182% | 3.362% |
| Dec 23, 2016 | 0.898% | 1.268% | 1.592% | 2.078% | 2.388% | 2.648% | 2.860% | 3.015% | 3.178% | 3.354% |
| Dec 27, 2016 | 0.927% | 1.294% | 1.618% | 2.103% | 2.410% | 2.668% | 2.882% | 3.040% | 3.205% | 3.380% |
| Dec 28, 2016 | 0.911% | 1.266% | 1.578% | 2.052% | 2.355% | 2.614% | 2.829% | 2.985% | 3.148% | 3.323% |
| Dec 29, 2016 | 0.883% | 1.222% | 1.528% | 2.003% | 2.314% | 2.586% | 2.816% | 2.981% | 3.149% | 3.325% |
| Dec 30, 2016 | 0.883% | 1.212% | 1.510% | 1.974% | 2.280% | 2.549% | 2.784% | 2.955% | 3.127% | 3.305% |