US Treasury rates, February 2024
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 | 4.147% | 4.610% | +46.3 bp | 4.147%Feb 1, 2024 | 4.671%Feb 27, 2024 |
| 10Y | 3.903% | 4.277% | +37.4 bp | 3.903%Feb 1, 2024 | 4.365%Feb 21, 2024 |
| 30Y | 4.274% | 4.408% | +13.4 bp | 4.274%Feb 1, 2024 | 4.566%Feb 14, 2024 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 1, 2024 | 4.669% | 4.147% | 3.906% | 3.776% | 3.801% | 3.903% | 4.072% | 4.188% | 4.251% | 4.274% |
| Feb 2, 2024 | 4.804% | 4.326% | 4.095% | 3.960% | 3.977% | 4.065% | 4.211% | 4.307% | 4.354% | 4.364% |
| Feb 5, 2024 | 4.858% | 4.425% | 4.213% | 4.092% | 4.112% | 4.201% | 4.344% | 4.435% | 4.476% | 4.481% |
| Feb 6, 2024 | 4.804% | 4.354% | 4.133% | 4.006% | 4.027% | 4.121% | 4.274% | 4.373% | 4.421% | 4.431% |
| Feb 7, 2024 | 4.819% | 4.365% | 4.147% | 4.025% | 4.046% | 4.139% | 4.291% | 4.391% | 4.442% | 4.455% |
| Feb 8, 2024 | 4.831% | 4.406% | 4.202% | 4.091% | 4.117% | 4.211% | 4.358% | 4.451% | 4.493% | 4.498% |
| Feb 9, 2024 | 4.848% | 4.428% | 4.225% | 4.111% | 4.134% | 4.224% | 4.366% | 4.456% | 4.497% | 4.502% |
| Feb 12, 2024 | 4.849% | 4.421% | 4.213% | 4.098% | 4.123% | 4.217% | 4.365% | 4.457% | 4.497% | 4.500% |
| Feb 13, 2024 | 4.976% | 4.609% | 4.408% | 4.264% | 4.268% | 4.353% | 4.492% | 4.563% | 4.570% | 4.533% |
| Feb 14, 2024 | 4.931% | 4.536% | 4.335% | 4.213% | 4.231% | 4.318% | 4.455% | 4.538% | 4.570% | 4.566% |
| Feb 15, 2024 | 4.920% | 4.517% | 4.310% | 4.183% | 4.201% | 4.289% | 4.428% | 4.508% | 4.535% | 4.525% |
| Feb 16, 2024 | 4.963% | 4.600% | 4.397% | 4.246% | 4.248% | 4.336% | 4.481% | 4.551% | 4.550% | 4.502% |
| Feb 20, 2024 | 4.930% | 4.550% | 4.347% | 4.209% | 4.222% | 4.319% | 4.469% | 4.544% | 4.552% | 4.514% |
| Feb 21, 2024 | 4.962% | 4.597% | 4.398% | 4.257% | 4.268% | 4.365% | 4.518% | 4.593% | 4.598% | 4.554% |
| Feb 22, 2024 | 4.994% | 4.646% | 4.445% | 4.287% | 4.282% | 4.362% | 4.503% | 4.572% | 4.573% | 4.525% |
| Feb 23, 2024 | 4.987% | 4.628% | 4.414% | 4.232% | 4.214% | 4.289% | 4.428% | 4.490% | 4.476% | 4.408% |
| Feb 26, 2024 | 5.010% | 4.662% | 4.448% | 4.259% | 4.234% | 4.305% | 4.448% | 4.515% | 4.502% | 4.431% |
| Feb 27, 2024 | 5.010% | 4.671% | 4.461% | 4.276% | 4.255% | 4.334% | 4.488% | 4.559% | 4.543% | 4.464% |
| Feb 28, 2024 | 4.975% | 4.616% | 4.403% | 4.227% | 4.215% | 4.298% | 4.449% | 4.517% | 4.506% | 4.438% |
| Feb 29, 2024 | 4.972% | 4.610% | 4.394% | 4.214% | 4.198% | 4.277% | 4.422% | 4.488% | 4.475% | 4.408% |