US Treasury rates, October 2018
Zero rates at all 10 fitted maturities on each of 22 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 | 2.811% | 2.866% | +5.5 bp | 2.793%Oct 2, 2018 | 2.903%Oct 19, 2018 |
| 10Y | 3.078% | 3.148% | +7.0 bp | 3.048%Oct 2, 2018 | 3.230%Oct 5, 2018 |
| 30Y | 3.252% | 3.437% | +18.5 bp | 3.217%Oct 2, 2018 | 3.437%Oct 31, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 1, 2018 | 2.622% | 2.811% | 2.886% | 2.959% | 3.012% | 3.078% | 3.155% | 3.202% | 3.232% | 3.252% |
| Oct 2, 2018 | 2.621% | 2.793% | 2.868% | 2.946% | 2.995% | 3.048% | 3.112% | 3.158% | 3.192% | 3.217% |
| Oct 3, 2018 | 2.639% | 2.848% | 2.932% | 3.012% | 3.070% | 3.139% | 3.219% | 3.267% | 3.298% | 3.319% |
| Oct 4, 2018 | 2.658% | 2.876% | 2.962% | 3.049% | 3.111% | 3.185% | 3.267% | 3.316% | 3.347% | 3.367% |
| Oct 5, 2018 | 2.671% | 2.887% | 2.977% | 3.075% | 3.147% | 3.230% | 3.319% | 3.369% | 3.400% | 3.421% |
| Oct 9, 2018 | 2.671% | 2.882% | 2.968% | 3.057% | 3.122% | 3.199% | 3.284% | 3.334% | 3.365% | 3.386% |
| Oct 10, 2018 | 2.670% | 2.874% | 2.959% | 3.053% | 3.126% | 3.213% | 3.307% | 3.361% | 3.395% | 3.417% |
| Oct 11, 2018 | 2.659% | 2.851% | 2.926% | 3.002% | 3.061% | 3.138% | 3.227% | 3.281% | 3.315% | 3.338% |
| Oct 12, 2018 | 2.658% | 2.847% | 2.921% | 3.001% | 3.065% | 3.144% | 3.232% | 3.284% | 3.316% | 3.338% |
| Oct 15, 2018 | 2.668% | 2.857% | 2.932% | 3.012% | 3.076% | 3.157% | 3.247% | 3.301% | 3.335% | 3.357% |
| Oct 16, 2018 | 2.668% | 2.863% | 2.939% | 3.016% | 3.074% | 3.148% | 3.235% | 3.288% | 3.322% | 3.344% |
| Oct 17, 2018 | 2.683% | 2.883% | 2.962% | 3.042% | 3.102% | 3.178% | 3.265% | 3.318% | 3.352% | 3.374% |
| Oct 18, 2018 | 2.676% | 2.868% | 2.944% | 3.022% | 3.085% | 3.165% | 3.260% | 3.318% | 3.355% | 3.380% |
| Oct 19, 2018 | 2.699% | 2.903% | 2.984% | 3.052% | 3.109% | 3.192% | 3.290% | 3.346% | 3.380% | 3.402% |
| Oct 22, 2018 | 2.703% | 2.901% | 2.977% | 3.050% | 3.107% | 3.184% | 3.282% | 3.344% | 3.384% | 3.412% |
| Oct 23, 2018 | 2.688% | 2.875% | 2.947% | 3.018% | 3.078% | 3.161% | 3.265% | 3.331% | 3.374% | 3.402% |
| Oct 24, 2018 | 2.658% | 2.816% | 2.872% | 2.937% | 3.002% | 3.096% | 3.214% | 3.288% | 3.335% | 3.367% |
| Oct 25, 2018 | 2.670% | 2.844% | 2.911% | 2.981% | 3.043% | 3.130% | 3.240% | 3.310% | 3.355% | 3.386% |
| Oct 26, 2018 | 2.654% | 2.799% | 2.848% | 2.909% | 2.977% | 3.077% | 3.200% | 3.276% | 3.325% | 3.358% |
| Oct 29, 2018 | 2.658% | 2.805% | 2.852% | 2.911% | 2.978% | 3.078% | 3.203% | 3.282% | 3.331% | 3.365% |
| Oct 30, 2018 | 2.679% | 2.839% | 2.890% | 2.948% | 3.011% | 3.109% | 3.235% | 3.317% | 3.369% | 3.404% |
| Oct 31, 2018 | 2.696% | 2.866% | 2.924% | 2.987% | 3.052% | 3.148% | 3.272% | 3.351% | 3.402% | 3.437% |