US Treasury rates, June 2019

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.

1.6%1.8%2.0%2.2%2.4%2.6%2.8%Jun 3, 2019Jun 28, 2019Jun 3, 20192Y zero rate1.859%10Y zero rate2.098%30Y zero rate2.677%Jun 4, 20192Y zero rate1.905%10Y zero rate2.158%30Y zero rate2.754%Jun 5, 20192Y zero rate1.864%10Y zero rate2.156%30Y zero rate2.791%Jun 6, 20192Y zero rate1.900%10Y zero rate2.156%30Y zero rate2.781%Jun 7, 20192Y zero rate1.864%10Y zero rate2.109%30Y zero rate2.728%Jun 10, 20192Y zero rate1.915%10Y zero rate2.169%30Y zero rate2.781%Jun 11, 20192Y zero rate1.937%10Y zero rate2.171%30Y zero rate2.778%Jun 12, 20192Y zero rate1.896%10Y zero rate2.147%30Y zero rate2.779%Jun 13, 20192Y zero rate1.851%10Y zero rate2.117%30Y zero rate2.764%Jun 14, 20192Y zero rate1.866%10Y zero rate2.109%30Y zero rate2.753%Jun 17, 20192Y zero rate1.878%10Y zero rate2.103%30Y zero rate2.737%Jun 18, 20192Y zero rate1.877%10Y zero rate2.063%30Y zero rate2.673%Jun 19, 20192Y zero rate1.769%10Y zero rate2.053%30Y zero rate2.700%Jun 20, 20192Y zero rate1.747%10Y zero rate2.029%30Y zero rate2.701%Jun 21, 20192Y zero rate1.793%10Y zero rate2.088%30Y zero rate2.760%Jun 24, 20192Y zero rate1.749%10Y zero rate2.045%30Y zero rate2.723%Jun 25, 20192Y zero rate1.747%10Y zero rate2.022%30Y zero rate2.706%Jun 26, 20192Y zero rate1.809%10Y zero rate2.075%30Y zero rate2.732%Jun 27, 20192Y zero rate1.778%10Y zero rate2.037%30Y zero rate2.687%Jun 28, 20192Y zero rate1.773%10Y zero rate2.015%30Y zero rate2.650%
2Y zero rate10Y zero rate30Y zero rate
Zero rate first, last, low and high for each charted tenor across June 2019.
TenorFirstLastChangeLowHigh
2Y1.859%1.773%-8.6 bp1.747%Jun 20, 20191.937%Jun 11, 2019
10Y2.098%2.015%-8.3 bp2.015%Jun 28, 20192.171%Jun 11, 2019
30Y2.677%2.650%-2.8 bp2.650%Jun 28, 20192.791%Jun 5, 2019

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 June 2019.
Date1Y2Y3Y5Y7Y10Y15Y20Y25Y30Y
Jun 3, 20192.080%1.859%1.791%1.838%1.948%2.098%2.281%2.425%2.554%2.677%
Jun 4, 20192.099%1.905%1.848%1.899%2.007%2.158%2.346%2.495%2.629%2.754%
Jun 5, 20192.062%1.864%1.812%1.877%1.995%2.156%2.356%2.515%2.658%2.791%
Jun 6, 20192.066%1.900%1.850%1.901%2.006%2.156%2.346%2.504%2.648%2.781%
Jun 7, 20192.030%1.864%1.817%1.866%1.966%2.109%2.298%2.455%2.597%2.728%
Jun 10, 20192.059%1.915%1.874%1.925%2.027%2.169%2.352%2.505%2.648%2.781%
Jun 11, 20192.082%1.937%1.891%1.932%2.029%2.171%2.352%2.501%2.642%2.778%
Jun 12, 20192.058%1.896%1.844%1.890%1.995%2.147%2.341%2.499%2.643%2.779%
Jun 13, 20192.018%1.851%1.801%1.852%1.960%2.117%2.322%2.484%2.629%2.764%
Jun 14, 20192.018%1.866%1.819%1.862%1.961%2.109%2.310%2.474%2.620%2.753%
Jun 17, 20192.024%1.878%1.830%1.867%1.960%2.103%2.299%2.460%2.604%2.737%
Jun 18, 20192.034%1.877%1.823%1.846%1.925%2.063%2.276%2.447%2.577%2.673%
Jun 19, 20191.952%1.769%1.721%1.783%1.896%2.053%2.255%2.419%2.566%2.700%
Jun 20, 20191.912%1.747%1.703%1.763%1.874%2.029%2.235%2.408%2.564%2.701%
Jun 21, 20191.939%1.793%1.758%1.821%1.931%2.088%2.297%2.468%2.620%2.760%
Jun 24, 20191.915%1.749%1.705%1.768%1.884%2.045%2.251%2.424%2.580%2.723%
Jun 25, 20191.921%1.747%1.697%1.751%1.863%2.022%2.231%2.405%2.563%2.706%
Jun 26, 20191.956%1.809%1.765%1.814%1.919%2.075%2.283%2.450%2.597%2.732%
Jun 27, 20191.941%1.778%1.728%1.775%1.880%2.037%2.244%2.409%2.555%2.687%
Jun 28, 20191.933%1.773%1.725%1.766%1.860%2.015%2.246%2.425%2.557%2.650%

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.

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