US Treasury rates, September 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.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 1.496% | 1.664% | +16.8 bp | 1.472%Sep 4, 2019 | 1.832%Sep 13, 2019 |
| 10Y | 1.506% | 1.702% | +19.6 bp | 1.501%Sep 4, 2019 | 1.919%Sep 13, 2019 |
| 30Y | 2.080% | 2.226% | +14.6 bp | 2.080%Sep 3, 2019 | 2.475%Sep 13, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 3, 2019 | 1.719% | 1.496% | 1.394% | 1.357% | 1.403% | 1.506% | 1.681% | 1.838% | 1.971% | 2.080% |
| Sep 4, 2019 | 1.692% | 1.472% | 1.369% | 1.333% | 1.386% | 1.501% | 1.691% | 1.854% | 1.990% | 2.101% |
| Sep 5, 2019 | 1.766% | 1.576% | 1.481% | 1.445% | 1.491% | 1.601% | 1.789% | 1.948% | 2.073% | 2.167% |
| Sep 6, 2019 | 1.755% | 1.566% | 1.472% | 1.436% | 1.479% | 1.583% | 1.761% | 1.912% | 2.030% | 2.119% |
| Sep 9, 2019 | 1.780% | 1.615% | 1.530% | 1.501% | 1.549% | 1.657% | 1.842% | 1.998% | 2.121% | 2.213% |
| Sep 10, 2019 | 1.846% | 1.709% | 1.630% | 1.594% | 1.635% | 1.740% | 1.925% | 2.083% | 2.207% | 2.301% |
| Sep 11, 2019 | 1.831% | 1.708% | 1.640% | 1.615% | 1.661% | 1.767% | 1.950% | 2.105% | 2.227% | 2.318% |
| Sep 12, 2019 | 1.863% | 1.753% | 1.688% | 1.662% | 1.706% | 1.811% | 1.995% | 2.153% | 2.277% | 2.370% |
| Sep 13, 2019 | 1.913% | 1.832% | 1.783% | 1.768% | 1.813% | 1.919% | 2.103% | 2.259% | 2.382% | 2.475% |
| Sep 16, 2019 | 1.900% | 1.788% | 1.727% | 1.709% | 1.756% | 1.861% | 2.042% | 2.195% | 2.315% | 2.405% |
| Sep 17, 2019 | 1.901% | 1.768% | 1.699% | 1.679% | 1.727% | 1.833% | 2.013% | 2.165% | 2.284% | 2.373% |
| Sep 18, 2019 | 1.917% | 1.803% | 1.734% | 1.699% | 1.735% | 1.831% | 2.000% | 2.145% | 2.260% | 2.346% |
| Sep 19, 2019 | 1.904% | 1.779% | 1.707% | 1.676% | 1.715% | 1.810% | 1.978% | 2.120% | 2.233% | 2.317% |
| Sep 20, 2019 | 1.880% | 1.734% | 1.656% | 1.626% | 1.667% | 1.765% | 1.932% | 2.074% | 2.186% | 2.270% |
| Sep 23, 2019 | 1.857% | 1.707% | 1.630% | 1.601% | 1.644% | 1.744% | 1.916% | 2.063% | 2.178% | 2.264% |
| Sep 24, 2019 | 1.822% | 1.646% | 1.558% | 1.525% | 1.569% | 1.671% | 1.846% | 1.994% | 2.110% | 2.198% |
| Sep 25, 2019 | 1.863% | 1.717% | 1.638% | 1.608% | 1.651% | 1.753% | 1.928% | 2.077% | 2.193% | 2.281% |
| Sep 26, 2019 | 1.844% | 1.708% | 1.630% | 1.595% | 1.633% | 1.730% | 1.900% | 2.046% | 2.160% | 2.247% |
| Sep 27, 2019 | 1.821% | 1.676% | 1.598% | 1.568% | 1.610% | 1.711% | 1.885% | 2.033% | 2.149% | 2.236% |
| Sep 30, 2019 | 1.808% | 1.664% | 1.587% | 1.558% | 1.601% | 1.702% | 1.876% | 2.023% | 2.139% | 2.226% |