US Treasury rates, February 2017
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 | 1.223% | 1.242% | +1.9 bp | 1.156%Feb 24, 2017 | 1.289%Feb 15, 2017 |
| 10Y | 2.555% | 2.440% | -11.5 bp | 2.396%Feb 24, 2017 | 2.592%Feb 15, 2017 |
| 30Y | 3.308% | 3.192% | -11.7 bp | 3.178%Feb 24, 2017 | 3.341%Feb 3, 2017 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 1, 2017 | 0.868% | 1.223% | 1.530% | 1.991% | 2.290% | 2.555% | 2.795% | 2.971% | 3.140% | 3.308% |
| Feb 2, 2017 | 0.847% | 1.204% | 1.514% | 1.980% | 2.281% | 2.548% | 2.792% | 2.972% | 3.145% | 3.315% |
| Feb 3, 2017 | 0.862% | 1.219% | 1.523% | 1.982% | 2.284% | 2.560% | 2.814% | 2.997% | 3.170% | 3.341% |
| Feb 6, 2017 | 0.833% | 1.167% | 1.460% | 1.910% | 2.211% | 2.489% | 2.746% | 2.932% | 3.110% | 3.287% |
| Feb 7, 2017 | 0.842% | 1.171% | 1.458% | 1.897% | 2.189% | 2.458% | 2.714% | 2.903% | 3.080% | 3.251% |
| Feb 8, 2017 | 0.850% | 1.158% | 1.435% | 1.866% | 2.153% | 2.414% | 2.659% | 2.840% | 3.013% | 3.181% |
| Feb 9, 2017 | 0.864% | 1.196% | 1.486% | 1.930% | 2.221% | 2.484% | 2.723% | 2.900% | 3.070% | 3.241% |
| Feb 10, 2017 | 0.863% | 1.206% | 1.500% | 1.943% | 2.232% | 2.493% | 2.732% | 2.907% | 3.073% | 3.238% |
| Feb 13, 2017 | 0.877% | 1.215% | 1.511% | 1.960% | 2.254% | 2.516% | 2.753% | 2.926% | 3.092% | 3.255% |
| Feb 14, 2017 | 0.906% | 1.261% | 1.566% | 2.019% | 2.308% | 2.560% | 2.791% | 2.964% | 3.130% | 3.293% |
| Feb 15, 2017 | 0.924% | 1.289% | 1.599% | 2.054% | 2.341% | 2.592% | 2.824% | 2.996% | 3.158% | 3.313% |
| Feb 16, 2017 | 0.882% | 1.242% | 1.543% | 1.988% | 2.276% | 2.537% | 2.781% | 2.957% | 3.116% | 3.268% |
| Feb 17, 2017 | 0.887% | 1.224% | 1.517% | 1.959% | 2.247% | 2.509% | 2.755% | 2.934% | 3.096% | 3.250% |
| Feb 21, 2017 | 0.903% | 1.233% | 1.522% | 1.962% | 2.251% | 2.513% | 2.758% | 2.938% | 3.104% | 3.264% |
| Feb 22, 2017 | 0.888% | 1.228% | 1.520% | 1.958% | 2.244% | 2.504% | 2.754% | 2.939% | 3.108% | 3.265% |
| Feb 23, 2017 | 0.885% | 1.201% | 1.481% | 1.914% | 2.202% | 2.467% | 2.724% | 2.915% | 3.090% | 3.255% |
| Feb 24, 2017 | 0.844% | 1.156% | 1.430% | 1.851% | 2.132% | 2.396% | 2.657% | 2.850% | 3.021% | 3.178% |
| Feb 27, 2017 | 0.892% | 1.226% | 1.500% | 1.909% | 2.187% | 2.454% | 2.706% | 2.881% | 3.044% | 3.210% |
| Feb 28, 2017 | 0.908% | 1.242% | 1.525% | 1.939% | 2.202% | 2.440% | 2.675% | 2.859% | 3.031% | 3.192% |