US Treasury rates, August 2019
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 | 1.746% | 1.538% | -20.8 bp | 1.508%Aug 16, 2019 | 1.746%Aug 1, 2019 |
| 10Y | 1.903% | 1.537% | -36.6 bp | 1.498%Aug 28, 2019 | 1.903%Aug 1, 2019 |
| 30Y | 2.611% | 2.063% | -54.8 bp | 2.063%Aug 30, 2019 | 2.611%Aug 1, 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
| Date | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 15Y | 20Y | 25Y | 30Y |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 1, 2019 | 1.919% | 1.746% | 1.678% | 1.688% | 1.766% | 1.903% | 2.119% | 2.310% | 2.474% | 2.611% |
| Aug 2, 2019 | 1.894% | 1.735% | 1.670% | 1.673% | 1.740% | 1.864% | 2.070% | 2.259% | 2.423% | 2.561% |
| Aug 5, 2019 | 1.807% | 1.615% | 1.546% | 1.557% | 1.631% | 1.761% | 1.973% | 2.167% | 2.335% | 2.476% |
| Aug 6, 2019 | 1.821% | 1.613% | 1.534% | 1.537% | 1.610% | 1.744% | 1.959% | 2.136% | 2.274% | 2.377% |
| Aug 7, 2019 | 1.788% | 1.598% | 1.526% | 1.530% | 1.598% | 1.717% | 1.914% | 2.096% | 2.255% | 2.388% |
| Aug 8, 2019 | 1.811% | 1.628% | 1.554% | 1.548% | 1.608% | 1.724% | 1.921% | 2.105% | 2.266% | 2.401% |
| Aug 9, 2019 | 1.816% | 1.648% | 1.580% | 1.578% | 1.636% | 1.747% | 1.937% | 2.116% | 2.272% | 2.402% |
| Aug 12, 2019 | 1.786% | 1.594% | 1.514% | 1.499% | 1.550% | 1.653% | 1.833% | 2.004% | 2.154% | 2.278% |
| Aug 13, 2019 | 1.847% | 1.678% | 1.601% | 1.571% | 1.604% | 1.687% | 1.849% | 2.012% | 2.158% | 2.283% |
| Aug 14, 2019 | 1.785% | 1.612% | 1.538% | 1.510% | 1.537% | 1.607% | 1.754% | 1.908% | 2.048% | 2.168% |
| Aug 15, 2019 | 1.713% | 1.521% | 1.443% | 1.423% | 1.462% | 1.547% | 1.708% | 1.865% | 2.002% | 2.114% |
| Aug 16, 2019 | 1.697% | 1.508% | 1.437% | 1.431% | 1.479% | 1.572% | 1.736% | 1.892% | 2.031% | 2.147% |
| Aug 19, 2019 | 1.739% | 1.563% | 1.493% | 1.483% | 1.530% | 1.624% | 1.792% | 1.956% | 2.102% | 2.224% |
| Aug 20, 2019 | 1.709% | 1.519% | 1.443% | 1.431% | 1.479% | 1.576% | 1.748% | 1.915% | 2.060% | 2.182% |
| Aug 21, 2019 | 1.756% | 1.584% | 1.508% | 1.484% | 1.522% | 1.611% | 1.782% | 1.950% | 2.097% | 2.219% |
| Aug 22, 2019 | 1.782% | 1.619% | 1.541% | 1.508% | 1.543% | 1.634% | 1.811% | 1.982% | 2.130% | 2.252% |
| Aug 23, 2019 | 1.720% | 1.531% | 1.445% | 1.413% | 1.451% | 1.545% | 1.724% | 1.896% | 2.044% | 2.166% |
| Aug 26, 2019 | 1.747% | 1.562% | 1.476% | 1.440% | 1.475% | 1.567% | 1.745% | 1.916% | 2.062% | 2.180% |
| Aug 27, 2019 | 1.734% | 1.545% | 1.451% | 1.401% | 1.428% | 1.513% | 1.681% | 1.843% | 1.983% | 2.099% |
| Aug 28, 2019 | 1.733% | 1.531% | 1.433% | 1.383% | 1.411% | 1.498% | 1.669% | 1.830% | 1.967% | 2.078% |
| Aug 29, 2019 | 1.762% | 1.560% | 1.457% | 1.409% | 1.445% | 1.543% | 1.717% | 1.865% | 1.982% | 2.069% |
| Aug 30, 2019 | 1.756% | 1.538% | 1.434% | 1.394% | 1.436% | 1.537% | 1.712% | 1.859% | 1.975% | 2.063% |