US Treasury rates, July 2022
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 | 2.891% | 2.918% | +2.8 bp | 2.869%Jul 5, 2022 | 3.280%Jul 20, 2022 |
| 10Y | 2.890% | 2.667% | -22.3 bp | 2.667%Jul 29, 2022 | 3.178%Jul 8, 2022 |
| 30Y | 3.111% | 3.108% | -0.3 bp | 3.036%Jul 22, 2022 | 3.436%Jul 8, 2022 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 1, 2022 | 2.745% | 2.891% | 2.927% | 2.882% | 2.839% | 2.890% | 3.152% | 3.354% | 3.345% | 3.111% |
| Jul 5, 2022 | 2.730% | 2.869% | 2.894% | 2.827% | 2.773% | 2.820% | 3.094% | 3.303% | 3.293% | 3.054% |
| Jul 6, 2022 | 2.825% | 3.020% | 3.057% | 2.967% | 2.883% | 2.910% | 3.187% | 3.402% | 3.387% | 3.136% |
| Jul 7, 2022 | 2.893% | 3.096% | 3.109% | 3.028% | 3.004% | 3.080% | 3.269% | 3.385% | 3.407% | 3.355% |
| Jul 8, 2022 | 2.983% | 3.189% | 3.190% | 3.108% | 3.096% | 3.178% | 3.353% | 3.455% | 3.476% | 3.436% |
| Jul 11, 2022 | 2.944% | 3.133% | 3.137% | 3.032% | 2.988% | 3.051% | 3.246% | 3.368% | 3.383% | 3.312% |
| Jul 12, 2022 | 2.925% | 3.101% | 3.122% | 3.011% | 2.916% | 2.928% | 3.170% | 3.361% | 3.353% | 3.148% |
| Jul 13, 2022 | 3.052% | 3.190% | 3.179% | 3.020% | 2.894% | 2.886% | 3.130% | 3.326% | 3.307% | 3.067% |
| Jul 14, 2022 | 3.042% | 3.192% | 3.200% | 3.068% | 2.948% | 2.927% | 3.149% | 3.345% | 3.334% | 3.099% |
| Jul 15, 2022 | 3.045% | 3.181% | 3.185% | 3.053% | 2.934% | 2.908% | 3.122% | 3.321% | 3.324% | 3.107% |
| Jul 18, 2022 | 3.052% | 3.193% | 3.196% | 3.063% | 2.949% | 2.938% | 3.175% | 3.380% | 3.373% | 3.140% |
| Jul 19, 2022 | 3.098% | 3.256% | 3.267% | 3.135% | 3.011% | 2.984% | 3.203% | 3.402% | 3.399% | 3.174% |
| Jul 20, 2022 | 3.116% | 3.280% | 3.298% | 3.174% | 3.050% | 3.013% | 3.212% | 3.403% | 3.400% | 3.179% |
| Jul 21, 2022 | 3.035% | 3.126% | 3.116% | 2.998% | 2.901% | 2.896% | 3.116% | 3.311% | 3.313% | 3.099% |
| Jul 22, 2022 | 2.959% | 3.010% | 2.982% | 2.857% | 2.767% | 2.776% | 3.011% | 3.218% | 3.234% | 3.036% |
| Jul 25, 2022 | 2.998% | 3.049% | 3.018% | 2.887% | 2.797% | 2.811% | 3.057% | 3.269% | 3.283% | 3.078% |
| Jul 26, 2022 | 3.018% | 3.076% | 3.043% | 2.897% | 2.793% | 2.797% | 3.043% | 3.260% | 3.277% | 3.074% |
| Jul 27, 2022 | 2.970% | 3.006% | 2.967% | 2.832% | 2.744% | 2.767% | 3.030% | 3.257% | 3.284% | 3.092% |
| Jul 28, 2022 | 2.895% | 2.898% | 2.842% | 2.699% | 2.621% | 2.669% | 2.971% | 3.230% | 3.280% | 3.106% |
| Jul 29, 2022 | 2.935% | 2.918% | 2.854% | 2.709% | 2.629% | 2.667% | 2.949% | 3.202% | 3.263% | 3.108% |