US Treasury rates, October 2017

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.

1.00%1.50%2.00%2.50%3.00%3.50%Oct 2, 2017Oct 31, 2017Oct 2, 20172Y zero rate1.501%10Y zero rate2.376%30Y zero rate3.043%Oct 3, 20172Y zero rate1.491%10Y zero rate2.366%30Y zero rate3.042%Oct 4, 20172Y zero rate1.493%10Y zero rate2.368%30Y zero rate3.045%Oct 5, 20172Y zero rate1.510%10Y zero rate2.386%30Y zero rate3.061%Oct 6, 20172Y zero rate1.533%10Y zero rate2.405%30Y zero rate3.082%Oct 10, 20172Y zero rate1.523%10Y zero rate2.381%30Y zero rate3.053%Oct 11, 20172Y zero rate1.534%10Y zero rate2.374%30Y zero rate3.042%Oct 12, 20172Y zero rate1.544%10Y zero rate2.369%30Y zero rate2.936%Oct 13, 20172Y zero rate1.522%10Y zero rate2.310%30Y zero rate2.982%Oct 16, 20172Y zero rate1.562%10Y zero rate2.326%30Y zero rate2.976%Oct 17, 20172Y zero rate1.565%10Y zero rate2.325%30Y zero rate2.960%Oct 18, 20172Y zero rate1.582%10Y zero rate2.364%30Y zero rate3.006%Oct 19, 20172Y zero rate1.575%10Y zero rate2.355%30Y zero rate2.989%Oct 20, 20172Y zero rate1.599%10Y zero rate2.417%30Y zero rate3.057%Oct 23, 20172Y zero rate1.576%10Y zero rate2.402%30Y zero rate3.057%Oct 24, 20172Y zero rate1.600%10Y zero rate2.445%30Y zero rate3.092%Oct 25, 20172Y zero rate1.602%10Y zero rate2.468%30Y zero rate3.114%Oct 26, 20172Y zero rate1.628%10Y zero rate2.489%30Y zero rate3.119%Oct 27, 20172Y zero rate1.605%10Y zero rate2.450%30Y zero rate3.090%Oct 30, 20172Y zero rate1.589%10Y zero rate2.400%30Y zero rate3.039%Oct 31, 20172Y zero rate1.609%10Y zero rate2.406%30Y zero rate3.029%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across October 2017.
TenorFirstLastChangeLowHigh
2Y1.501%1.609%+10.9 bp1.491%Oct 3, 20171.628%Oct 26, 2017
10Y2.376%2.406%+2.9 bp2.310%Oct 13, 20172.489%Oct 26, 2017
30Y3.043%3.029%-1.4 bp2.936%Oct 12, 20173.119%Oct 26, 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 October 2017.
Date1Y2Y3Y5Y7Y10Y15Y20Y25Y30Y
Oct 2, 20171.328%1.501%1.668%1.951%2.162%2.376%2.594%2.754%2.901%3.043%
Oct 3, 20171.329%1.491%1.652%1.932%2.146%2.366%2.589%2.749%2.897%3.042%
Oct 4, 20171.337%1.493%1.652%1.932%2.147%2.368%2.591%2.752%2.900%3.045%
Oct 5, 20171.336%1.510%1.674%1.954%2.166%2.386%2.609%2.770%2.916%3.061%
Oct 6, 20171.367%1.533%1.696%1.978%2.189%2.405%2.626%2.788%2.938%3.082%
Oct 10, 20171.358%1.523%1.682%1.956%2.164%2.381%2.603%2.762%2.908%3.053%
Oct 11, 20171.365%1.534%1.691%1.957%2.160%2.374%2.598%2.758%2.902%3.042%
Oct 12, 20171.372%1.544%1.690%1.941%2.142%2.369%2.617%2.768%2.867%2.936%
Oct 13, 20171.364%1.522%1.668%1.916%2.106%2.310%2.529%2.692%2.840%2.982%
Oct 16, 20171.383%1.562%1.715%1.956%2.135%2.326%2.538%2.696%2.838%2.976%
Oct 17, 20171.376%1.565%1.723%1.966%2.141%2.325%2.528%2.685%2.826%2.960%
Oct 18, 20171.383%1.582%1.746%1.997%2.176%2.364%2.574%2.735%2.877%3.006%
Oct 19, 20171.386%1.575%1.734%1.983%2.164%2.355%2.561%2.713%2.853%2.989%
Oct 20, 20171.402%1.599%1.766%2.028%2.218%2.417%2.626%2.778%2.917%3.057%
Oct 23, 20171.387%1.576%1.744%2.012%2.206%2.402%2.609%2.766%2.914%3.057%
Oct 24, 20171.405%1.600%1.772%2.048%2.246%2.445%2.650%2.804%2.949%3.092%
Oct 25, 20171.403%1.602%1.778%2.060%2.263%2.468%2.678%2.831%2.974%3.114%
Oct 26, 20171.426%1.628%1.801%2.075%2.277%2.489%2.705%2.852%2.984%3.119%
Oct 27, 20171.412%1.605%1.774%2.045%2.244%2.450%2.665%2.820%2.958%3.090%
Oct 30, 20171.406%1.589%1.747%2.001%2.193%2.400%2.622%2.776%2.909%3.039%
Oct 31, 20171.429%1.609%1.765%2.016%2.204%2.406%2.619%2.766%2.896%3.029%

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.

A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.

Free to benchmark against. Paid only to track. Measuring anything against these curves and indices is free. No license, no fee, no registration, and no permission needed to say that you did, including in a prospectus. A fee applies to one thing: launching a product that tracks an index.

Safe Rate™, Safe Rate Indices™ and the Safe Rate US Treasury Index™ are trademarks of Safe Rate, claimed through use in commerce and not registered. Third-party marks are the property of their owners, which are not affiliated with and do not endorse this data.

Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.