US Treasury rates, July 2017

Zero rates at all 10 fitted maturities on each of 20 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.

1.00%1.50%2.00%2.50%3.00%3.50%Jul 3, 2017Jul 31, 2017Jul 3, 20172Y zero rate1.435%10Y zero rate2.407%30Y zero rate3.042%Jul 5, 20172Y zero rate1.429%10Y zero rate2.384%30Y zero rate3.033%Jul 6, 20172Y zero rate1.428%10Y zero rate2.429%30Y zero rate3.083%Jul 7, 20172Y zero rate1.432%10Y zero rate2.452%30Y zero rate3.117%Jul 10, 20172Y zero rate1.415%10Y zero rate2.435%30Y zero rate3.115%Jul 11, 20172Y zero rate1.400%10Y zero rate2.425%30Y zero rate3.112%Jul 12, 20172Y zero rate1.373%10Y zero rate2.382%30Y zero rate3.077%Jul 13, 20172Y zero rate1.395%10Y zero rate2.405%30Y zero rate3.100%Jul 14, 20172Y zero rate1.378%10Y zero rate2.382%30Y zero rate3.101%Jul 17, 20172Y zero rate1.379%10Y zero rate2.363%30Y zero rate3.074%Jul 18, 20172Y zero rate1.374%10Y zero rate2.319%30Y zero rate3.034%Jul 19, 20172Y zero rate1.372%10Y zero rate2.324%30Y zero rate3.031%Jul 20, 20172Y zero rate1.368%10Y zero rate2.316%30Y zero rate3.010%Jul 21, 20172Y zero rate1.356%10Y zero rate2.291%30Y zero rate2.987%Jul 24, 20172Y zero rate1.375%10Y zero rate2.306%30Y zero rate3.012%Jul 25, 20172Y zero rate1.407%10Y zero rate2.385%30Y zero rate3.096%Jul 26, 20172Y zero rate1.363%10Y zero rate2.344%30Y zero rate3.079%Jul 27, 20172Y zero rate1.367%10Y zero rate2.371%30Y zero rate3.124%Jul 28, 20172Y zero rate1.360%10Y zero rate2.352%30Y zero rate3.088%Jul 31, 20172Y zero rate1.366%10Y zero rate2.354%30Y zero rate3.085%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across July 2017.
TenorFirstLastChangeLowHigh
2Y1.435%1.366%-6.8 bp1.356%Jul 21, 20171.435%Jul 3, 2017
10Y2.407%2.354%-5.3 bp2.291%Jul 21, 20172.452%Jul 7, 2017
30Y3.042%3.085%+4.3 bp2.987%Jul 21, 20173.124%Jul 27, 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

Zero rate at each of the 10 fitted maturities, for every fitted trading day in July 2017.
Date1Y2Y3Y5Y7Y10Y15Y20Y25Y30Y
Jul 3, 20171.258%1.435%1.619%1.942%2.179%2.407%2.616%2.760%2.899%3.042%
Jul 5, 20171.266%1.429%1.609%1.930%2.163%2.384%2.591%2.742%2.888%3.033%
Jul 6, 20171.250%1.428%1.618%1.954%2.197%2.429%2.644%2.796%2.940%3.083%
Jul 7, 20171.253%1.432%1.625%1.967%2.215%2.452%2.672%2.828%2.974%3.117%
Jul 10, 20171.242%1.415%1.605%1.944%2.195%2.435%2.660%2.819%2.968%3.115%
Jul 11, 20171.242%1.400%1.587%1.930%2.183%2.425%2.651%2.812%2.964%3.112%
Jul 12, 20171.215%1.373%1.553%1.885%2.136%2.382%2.614%2.778%2.929%3.077%
Jul 13, 20171.235%1.395%1.574%1.904%2.154%2.405%2.646%2.812%2.959%3.100%
Jul 14, 20171.219%1.378%1.555%1.880%2.130%2.382%2.632%2.806%2.959%3.101%
Jul 17, 20171.219%1.379%1.552%1.866%2.111%2.363%2.614%2.786%2.935%3.074%
Jul 18, 20171.221%1.374%1.538%1.839%2.073%2.319%2.570%2.746%2.896%3.034%
Jul 19, 20171.224%1.372%1.537%1.843%2.081%2.324%2.569%2.741%2.891%3.031%
Jul 20, 20171.222%1.368%1.533%1.839%2.075%2.316%2.556%2.725%2.872%3.010%
Jul 21, 20171.216%1.356%1.518%1.820%2.053%2.291%2.529%2.699%2.848%2.987%
Jul 24, 20171.237%1.375%1.537%1.837%2.069%2.306%2.547%2.722%2.874%3.012%
Jul 25, 20171.248%1.407%1.586%1.908%2.148%2.385%2.625%2.800%2.955%3.096%
Jul 26, 20171.228%1.363%1.530%1.846%2.092%2.344%2.598%2.780%2.937%3.079%
Jul 27, 20171.221%1.367%1.537%1.860%2.113%2.371%2.630%2.812%2.973%3.124%
Jul 28, 20171.210%1.360%1.530%1.848%2.097%2.352%2.608%2.787%2.943%3.088%
Jul 31, 20171.228%1.366%1.532%1.850%2.099%2.354%2.608%2.786%2.941%3.085%

Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.

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