US Treasury rates, March 2017
Zero rates at all 10 fitted maturities on each of 23 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 | 1.309% | 1.292% | -1.6 bp | 1.281%Mar 24, 2017 | 1.421%Mar 13, 2017 |
| 10Y | 2.542% | 2.478% | -6.4 bp | 2.456%Mar 27, 2017 | 2.702%Mar 13, 2017 |
| 30Y | 3.295% | 3.272% | -2.4 bp | 3.221%Mar 27, 2017 | 3.439%Mar 13, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Mar 1, 2017 | 0.966% | 1.309% | 1.605% | 2.038% | 2.307% | 2.542% | 2.774% | 2.959% | 3.133% | 3.295% |
| Mar 2, 2017 | 1.012% | 1.345% | 1.641% | 2.078% | 2.345% | 2.575% | 2.800% | 2.983% | 3.157% | 3.321% |
| Mar 3, 2017 | 1.003% | 1.333% | 1.629% | 2.067% | 2.337% | 2.570% | 2.793% | 2.973% | 3.147% | 3.312% |
| Mar 6, 2017 | 1.011% | 1.334% | 1.628% | 2.066% | 2.339% | 2.574% | 2.803% | 2.990% | 3.170% | 3.341% |
| Mar 7, 2017 | 1.039% | 1.362% | 1.654% | 2.092% | 2.364% | 2.596% | 2.816% | 2.998% | 3.179% | 3.357% |
| Mar 8, 2017 | 1.072% | 1.389% | 1.684% | 2.129% | 2.404% | 2.637% | 2.855% | 3.034% | 3.212% | 3.386% |
| Mar 9, 2017 | 1.086% | 1.408% | 1.708% | 2.164% | 2.447% | 2.686% | 2.905% | 3.080% | 3.252% | 3.420% |
| Mar 10, 2017 | 1.080% | 1.399% | 1.694% | 2.141% | 2.423% | 2.669% | 2.900% | 3.079% | 3.245% | 3.402% |
| Mar 13, 2017 | 1.119% | 1.421% | 1.716% | 2.171% | 2.457% | 2.702% | 2.930% | 3.108% | 3.277% | 3.439% |
| Mar 14, 2017 | 1.110% | 1.418% | 1.712% | 2.161% | 2.443% | 2.682% | 2.903% | 3.077% | 3.245% | 3.407% |
| Mar 15, 2017 | 1.075% | 1.356% | 1.627% | 2.055% | 2.336% | 2.588% | 2.831% | 3.015% | 3.183% | 3.338% |
| Mar 16, 2017 | 1.074% | 1.367% | 1.647% | 2.082% | 2.361% | 2.610% | 2.853% | 3.041% | 3.211% | 3.367% |
| Mar 17, 2017 | 1.066% | 1.354% | 1.632% | 2.061% | 2.334% | 2.579% | 2.822% | 3.013% | 3.187% | 3.345% |
| Mar 20, 2017 | 1.052% | 1.331% | 1.602% | 2.027% | 2.303% | 2.549% | 2.789% | 2.979% | 3.156% | 3.321% |
| Mar 21, 2017 | 1.036% | 1.302% | 1.567% | 1.989% | 2.264% | 2.509% | 2.749% | 2.938% | 3.117% | 3.284% |
| Mar 22, 2017 | 1.021% | 1.291% | 1.556% | 1.972% | 2.242% | 2.481% | 2.717% | 2.907% | 3.087% | 3.256% |
| Mar 23, 2017 | 1.014% | 1.286% | 1.553% | 1.975% | 2.249% | 2.490% | 2.722% | 2.908% | 3.088% | 3.262% |
| Mar 24, 2017 | 1.033% | 1.281% | 1.543% | 1.967% | 2.240% | 2.476% | 2.702% | 2.886% | 3.068% | 3.244% |
| Mar 27, 2017 | 1.033% | 1.292% | 1.547% | 1.953% | 2.219% | 2.456% | 2.685% | 2.869% | 3.048% | 3.221% |
| Mar 28, 2017 | 1.060% | 1.330% | 1.590% | 2.000% | 2.264% | 2.497% | 2.722% | 2.904% | 3.084% | 3.258% |
| Mar 29, 2017 | 1.043% | 1.299% | 1.552% | 1.959% | 2.227% | 2.465% | 2.694% | 2.877% | 3.056% | 3.230% |
| Mar 30, 2017 | 1.032% | 1.312% | 1.577% | 1.992% | 2.261% | 2.501% | 2.733% | 2.920% | 3.102% | 3.276% |
| Mar 31, 2017 | 1.036% | 1.292% | 1.548% | 1.961% | 2.234% | 2.478% | 2.715% | 2.906% | 3.092% | 3.272% |