US Treasury rates, September 2018
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 | 2.651% | 2.794% | +14.3 bp | 2.638%Sep 6, 2018 | 2.818%Sep 25, 2018 |
| 10Y | 2.892% | 3.045% | +15.3 bp | 2.875%Sep 6, 2018 | 3.087%Sep 25, 2018 |
| 30Y | 3.088% | 3.206% | +11.8 bp | 3.077%Sep 6, 2018 | 3.241%Sep 19, 2018 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 4, 2018 | 2.479% | 2.651% | 2.720% | 2.782% | 2.829% | 2.892% | 2.974% | 3.028% | 3.064% | 3.088% |
| Sep 5, 2018 | 2.475% | 2.646% | 2.712% | 2.776% | 2.827% | 2.896% | 2.982% | 3.036% | 3.071% | 3.094% |
| Sep 6, 2018 | 2.474% | 2.638% | 2.699% | 2.758% | 2.807% | 2.875% | 2.961% | 3.017% | 3.053% | 3.077% |
| Sep 7, 2018 | 2.512% | 2.701% | 2.774% | 2.828% | 2.869% | 2.935% | 3.019% | 3.069% | 3.099% | 3.120% |
| Sep 10, 2018 | 2.515% | 2.703% | 2.776% | 2.827% | 2.865% | 2.925% | 3.004% | 3.051% | 3.080% | 3.099% |
| Sep 11, 2018 | 2.539% | 2.741% | 2.818% | 2.870% | 2.908% | 2.968% | 3.045% | 3.090% | 3.118% | 3.137% |
| Sep 12, 2018 | 2.543% | 2.740% | 2.811% | 2.865% | 2.900% | 2.948% | 3.019% | 3.070% | 3.105% | 3.130% |
| Sep 13, 2018 | 2.553% | 2.745% | 2.815% | 2.868% | 2.902% | 2.951% | 3.019% | 3.068% | 3.101% | 3.125% |
| Sep 14, 2018 | 2.575% | 2.774% | 2.845% | 2.899% | 2.932% | 2.978% | 3.044% | 3.092% | 3.126% | 3.150% |
| Sep 17, 2018 | 2.576% | 2.771% | 2.841% | 2.895% | 2.930% | 2.977% | 3.045% | 3.093% | 3.126% | 3.149% |
| Sep 18, 2018 | 2.584% | 2.795% | 2.878% | 2.939% | 2.980% | 3.043% | 3.120% | 3.165% | 3.192% | 3.211% |
| Sep 19, 2018 | 2.592% | 2.805% | 2.893% | 2.959% | 3.004% | 3.068% | 3.147% | 3.194% | 3.222% | 3.241% |
| Sep 20, 2018 | 2.601% | 2.798% | 2.883% | 2.968% | 3.016% | 3.066% | 3.124% | 3.164% | 3.194% | 3.216% |
| Sep 21, 2018 | 2.607% | 2.798% | 2.881% | 2.963% | 3.012% | 3.062% | 3.121% | 3.162% | 3.192% | 3.215% |
| Sep 24, 2018 | 2.608% | 2.809% | 2.890% | 2.963% | 3.011% | 3.068% | 3.136% | 3.178% | 3.205% | 3.224% |
| Sep 25, 2018 | 2.620% | 2.818% | 2.904% | 2.988% | 3.037% | 3.087% | 3.145% | 3.185% | 3.215% | 3.237% |
| Sep 26, 2018 | 2.620% | 2.801% | 2.880% | 2.959% | 3.005% | 3.054% | 3.111% | 3.152% | 3.181% | 3.203% |
| Sep 27, 2018 | 2.613% | 2.817% | 2.894% | 2.949% | 2.989% | 3.048% | 3.117% | 3.157% | 3.181% | 3.197% |
| Sep 28, 2018 | 2.622% | 2.794% | 2.870% | 2.947% | 2.994% | 3.045% | 3.106% | 3.150% | 3.182% | 3.206% |